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随机背包问题再探讨:服务水平视角

Stochastic Knapsack Revisited: The Service Level Perspective

Operations Research · 2021
被引 13
人大 AFT50UTD24ABS 4*

中文导读

研究了资源分配中三类策略(响应式、自适应、预判式)在容量最小化和收入最大化模型下的表现,发现预判策略与自适应策略的差距有界,而自适应与响应式策略的差距可任意大。

Abstract

A key challenge in the resource allocation problem is to find near-optimal policies to serve different customers with random demands/revenues, using a fixed pool of capacity (properly configured). Three classes of allocation policies, responsive (with perfect hindsight), adaptive (with information updates), and anticipative (with forecast information) policies, are widely used in practice. We analyze and compare the performances of these policies for both capacity minimization and revenue maximization models. In both models, the performance gaps between optimal anticipative policies and adaptive policies are shown to be bounded when the demand and revenue of each item are independently generated. In contrast, the gaps between the optimal adaptive policies and responsive policies can be arbitrarily large. More importantly, we show that the techniques developed, and the persistency values obtained from the optimal responsive policies can be used to design good adaptive and anticipative policies for the other two variants of resource allocation problems.

资源分配随机优化运营管理服务策略