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具有Logit选择概率和不完全信息的连续品类优化

Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information

Operations Research · 2022
被引 6
人大 AFT50UTD24ABS 4*

中文导读

研究了产品种类连续而非有限的品类优化问题,针对未知模型参数设计数据驱动策略,并证明其遗憾上界和下界,表明策略渐近最优。

Abstract

This paper considers a novel formulation of the classical assortment optimization problem with multinomial logit demand and unknown model parameters. The novelty lies in the fact that the set of products is not finite but a continuum, motivated by the desire to understand the problem characteristics for many products, as well as by applications where products are characterized by a continuous quality variable. For settings with and without capacity constraints, the authors design data-driven decision policies and prove upper and lower bounds on the regret, which imply that these policies are asymptotically optimal.

品类优化多类别逻辑回归在线决策