Constant Regret Resolving Heuristics for Price-Based Revenue Management
研究了网络收益管理中的定价问题，提出一种重新求解启发式算法，证明其遗憾值为常数而非对数增长，显著改进了现有理论分析。
Title: Constant Regret Resolving Heuristics for Price-Based Revenue Management Network revenue management (NRM) and its corresponding pricing question is one of the most fundamental problems in operations management. To alleviate the curse of dimensionality and the prohibitive cost of computing an exact solution using dynamic programming, computationally efficient resolving algorithms are proposed. The state-of-the-art analysis of the resolving heuristic establishes a logarithmic additive regret for price-based NRM problems. In “Constant Regret Resolving Heuristics for Price-Based Revenue Management,” Y. Wang and H. Wang from the University of Florida and Georgia Institute of Technology, respectively, significantly advance the state-of-the-art analysis by showing a constant regret for resolving heuristics. Their theoretical advance is made possible by a novel, direct analysis of the exact DP solution.