Toward Robust Revenue Management: Competitive Analysis of Online Booking
从在线算法视角研究收入管理问题，无需需求预测和风险中性假设，通过竞争比率评估策略，给出最优策略的下界并设计达到下界的策略，重点分析两票价问题，也涉及多票价和出价控制问题。
In this paper, we consider the revenue management problem from the perspective of online algorithms. This approach eliminates the need for both demand forecasts and a risk-neutrality assumption. The competitive ratio of a policy relative to a given input sequence is the ratio of the policy's performance to the offline optimal. Under the online algorithm approach, revenue management policies are evaluated based on the highest competitive ratio they can guarantee. We are able to define lower bounds on the best-possible performance and describe policies that achieve these lower bounds. We address the two-fare problem in greatest detail, but also treat the general multifare problem and the bid-price control problem.