系统仿真学报 ›› 2017, Vol. 29 ›› Issue (6): 1337-1343.doi: 10.16182/j.issn1004731x.joss.201706024

• 仿真应用工程 • 上一篇    下一篇

考虑乘性参考效应的价格控制模型仿真研究

杨慧, 张辰   

  1. 南京理工大学经济管理学院,江苏 南京 210094
  • 收稿日期:2016-07-29 修回日期:2016-12-26 出版日期:2017-06-08 发布日期:2020-06-04
  • 作者简介:杨慧(1977-),女,江苏徐州,博士,副教授,研究方向为运作与收益管理;张辰(1990-),女,安徽安庆,硕士生,研究方向为收益管理。
  • 基金资助:
    国家自然科学基金(71571102,71371094,71102073)

Simulation Study on Price Control Model with Multiplicative Reference Effect

Yang Hui, Zhang Chen   

  1. School of Economics and Management, Nanjing University of Science and Technology, Nanjing 210094, China
  • Received:2016-07-29 Revised:2016-12-26 Online:2017-06-08 Published:2020-06-04

摘要: 基于顾客购买行为的参考依赖特征,对包含乘性参考效应的收益管理动态定价问题进行了系统建模和仿真研究。定义乘性参考效应的概念,刻画参考效应函数性质和对应的需求函数特征;给出连续时间连续价格最优控制模型及其哈密尔顿—雅克比方程;针对该模型开发仿真算法,设计多类需求环境下的动态定价仿真试验。仿真结果表明参考效应对企业定价决策和收益状况具有显著影响;为企业在多种市场环境下制定价格策略提供了决策借鉴。

关键词: 收益管理, 动态定价, 参考效应, 最优控制, 仿真

Abstract: Considering customers' reference-dependent behavior, modeling and simulation study of the revenue management pricing problem with multiplicative reference effect was focused on, which defined the concept of multiplicative reference effect, described the characteristics of the reference effect function and the demand function with multiplicative reference effect, constructed the optimal control model with continuous time and continuous prices, proposed the Hamilton-Jacobi equation, provided simulation algorithm and designed simulation experiments to compare the pricing strategies under different demand circumstances. The simulation study shows that the reference effect has substantial impact on pricing paths and total revenues. The results provide management insights for enterprises to make pricing decisions under different market environments.

Key words: revenue management, dynamic pricing, reference effect, optimal control, simulation

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