论文标题
扰动定价
Perturbed Pricing
论文作者
论文摘要
我们提出了一个简单的随机规则，以通过上下文信息优化收入管理中的价格。众所周知，尽管受欢迎，但确定性等效的定价规则是最佳的。我们表明，通过允许在这些确定性同等价格上进行少量随机化，最佳定价和低遗憾的好处是可以实现的。
We propose a simple randomized rule for the optimization of prices in revenue management with contextual information. It is known that the certainty equivalent pricing rule, albeit popular, is sub-optimal. We show that, by allowing a small amount of randomization around these certainty equivalent prices, the benefits of optimal pricing and low regret are achievable.
