簡易檢索 / 詳目顯示

研究生: 陳彥翔
Yen-Hsiang Chen
論文名稱: 網際網路交易之動態價格模式
Dynamic Pricing Model on the Internet Market
指導教授: 溫于平
Ue-Pyng Wen
口試委員:
學位類別: 碩士
Master
系所名稱: 工學院 - 工業工程與工程管理學系
Department of Industrial Engineering and Engineering Management
論文出版年: 2004
畢業學年度: 92
語文別: 英文
論文頁數: 45
中文關鍵詞: 動態價格有時限的商品收益管理網際網路市場
外文關鍵詞: Dynamic Pricing, Perishable Products, Revenue Management, Internet Market
相關次數: 點閱:1下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 很多企業的業者都有機會透過動態價格來增加收益,尤其是針對像是飛機票、旅館房間和流行性商品等有時限的商品,這些商品在一特定期間內若沒售完就會變得沒有價值,因此如何利用顧客不同的購買時間和剩下的商品數,動態地調整有時限商品的價格使業者收益最大,即成為一個重要的議題。由於網際網路的發達,使得賣方對於市場變化能夠作即時的反應,以及網路上較低的價格更新成本,於是動態價格在網際網路交易的應用顯得更有價值。
    本研究建構了網際網路交易中之動態價格模式,其中交易的商品為有時限的商品。根據模式,可以計算出所有最佳的時間序列,然後藉著這些轉換價格的時間點,可以動態地調整價格使業者獲得最大收益。此外,本篇提出了幾個定理說明模式中期望收益和時間序列的特性,接著並以一售票系統為例,證實如何應用本研究提出的模式,計算出時間序列來動態地調整商品的售價。最後亦探討了幾個很實際的延伸問題,包括業者能額外訂貨以及允許顧客退還商品。


    In many industries, sellers have the opportunity to enhance their revenues through the dynamic pricing of their perishable products such as flight seats, hotel rooms, and seasonal fashion goods that become worthless if they are not sold by a specific time. Therefore, how to dynamically adjust the prices of perishable products through differentiating the purchased time and the amount of unsold items to maximize the revenue is an important issue. Due to the immediate response and lower menu cost on the Internet, the application of the dynamic pricing to the Internet market is especially valuable.
    In this thesis, we construct a dynamic pricing model for selling a given stock of identical perishable products over a finite time horizon on the Internet. By the model, we can compute all optimal switching time. Then according to the calculated time thresholds, we can dynamically adjust prices on the Internet to maximize the total profit. In addition, we propose some lemmas to demonstrate the properties of the expected revenue and the time thresholds in the model. Furthermore, we illustrate a numerical example to show the procedure and the results. Finally, we examine several extensions where overbooking, re-supply, and cancellations are allowed.

    Table of Content Abstract……………………………………………………………...……i Acknowledgement……………………………………………………….iii Table of Content………………...……………………………………… iv List of Figures…………………………………………………………vi List of Tables…………………………………………….……………vii Chapter 1 Introduction………………………………………………….1 1.1 Background and Motivation………………………………………………….1 1.2 Research Aims and Scope……………………………………………………4 1.3 Framework of this Thesis…………………………………………………….5 Chapter 2 Literature Review……………………………………………7 2.1 Revenue Management………………………………………………………..7 2.2 Seat Inventory Control……………………………………………………….8 2.3 Dynamic Pricing Policy……………………………………………………...9 2.4 Overbooking…………………………………………………………...……11 2.5 Dynamic Pricing on the Internet……………………………………………12 Chapter 3 Model Construction………………………………………..14 3.1 Problem Statement………………………………………………………….14 3.1.1 Problem Assumptions and Restrictions………………….……………...…..14 3.1.2 Notations…..……………………………………………….………...……..15 3.2 Model Framework…………………………………………………………..16 3.2.1 Model Description ………………………………………….………...…….16 3.2.2 Model Formulation………………………………………….………...…….16 3.3 Structure of the Time Thresholds…………………………………………...24 Chapter 4 Numerical Examples………………………….…………...27 4.1 Ticket Pricing Example……………………………………………………..27 4.2 Character of the Time Thresholds…………………………………………..31 Chapter 5 Extensions………………………………….……………...35 5.1 Re-supply…………………………………………………………………...35 5.2 Cancellations……………………………………………………………….37 Chapter 6 Conclusion…………………………………………………41 Reference………………………………………………………………..43 List of Figures Figure 1.1 Procedure of the study……………………………………………………..6 Figure 2.1 Framework of revenue management……………………………………….7 Figure 4.1 All time thresholds in the entire period…………………………………...30 Figure 4.2 Time thresholds with last 5 tickets left…………………………………...31 Figure 4.3 Comparisons in high demand and low demand…………………………..32 Figure 4.4 Time thresholds in time period 8 to 12…………………………………...33 Figure 4.5 Time thresholds in time period 23 to 26………………………………….34 Figure 5.1 Comparisons in three different probability of the cancellations………….40 Figure 6.1 Time thresholds with last 20 tickets left………………………………….42 List of Tables Table 4.1 Data in Example 1…………………………………………………………27 Table 4.2 Demand and revenue in Example 1………………………………………..28 Table 4.3 Optimal time thresholds in high demand (Example 1)……………….28 Table 4.4 Optimal time thresholds in low demand (Example 1)………………..29 Table 4.5 Optimal time thresholds in medium demand (Example 1)…………...29 Table 5.1 The expected revenue in Example 2……………………………..36 Table 5.2 The expected revenue at t = 28.5…………………………………37 Table 5.3 Time thresholds in three cases in Example 3…………………………39

    [1] Belobaba, P. P., “Airline yield management: an overview of seat inventory control,” Transportation Science, Vol. 21, No. 2, pp. 63-73, 1987.
    [2] Bichler, M. et al., “Applications of flexible pricing in business-to-business electronic commerce,” IBM Systems Journal, Vol. 41, No. 2, pp. 287-302, 2002.
    [3] Bitran, G. R. and Mondschein, S. V., “Periodic pricing of seasonal products in retailing,” Management Science, Vol. 43, No. 1, pp. 64-79, 1997.
    [4] Boston Consulting Group, “Winning the online consumer: insight into online consumer behavior,” research report, Cambridge, MA, 2000.
    [5] Brynjolfsson, E. and Smith, M. D., “Frictionless commerce? a comparison of Internet and conventional retailers,” Management Science, Vol. 46, No. 4, pp. 563-585, 2000.
    [6] Cao, Y., Gruca, T. S., and Klemz, B. R., “Internet pricing, price satisfaction and customer satisfaction,” International Journal of Electronic Commerce, Vol. 8, No. 2, pp. 31-50, 2003.
    [7] Chatwin, R. E., “Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices,” European Journal of Operational Research, 125, pp. 149-174, 2000.
    [8] Chun, Y. H., “Optimal pricing and ordering policies for perishable commodities,” European Journal of Operational Research, 144, pp. 68-82, 2003.
    [9] Feng, Y. and Gallego, G., “Optimal starting times for end-of-season sales and optimal stopping times for promotional fares.” Management Science, Vol. 41, No. 8, pp. 1371-1391, 1995.
    [10] Feng, Y. and Gallego, G., “Perishable asset revenue management with Markovian time dependent demand intensities,” Management Science, Vol. 46, No. 7, pp. 941-956, 2000.
    [11] Feng, Y. and Xiao, B., “Optimal policies of yield management with multiple predetermined prices,” Operations Research, Vol. 48, No. 2, pp. 332-343, 2000a.
    [12] Feng, Y. and Xiao, B., “A continuous-time yield management model with multiple prices and reversible price changes,” Management Science. Vol. 46, No. 5, pp. 644-657, 2000b.
    [13] Gallego, G. and van Ryzin, G., “Optimal dynamic pricing of inventories with stochastic demand over finite horizons,” Management Science, Vol. 40, No. 8, pp. 999-1020, 1994.
    [14] Gallego, G. and van Ryzin, G., “A multiproduct dynamic pricing problem and its applications to network yield management,” Operations Research, Vol. 45, No. 1, pp. 24-41, 1997.
    [15] Kannan, P. K. and Kopalle, P. K., “Dynamic pricing on the Internet: importance and implications for consumer behavior,” International Journal of Electronic Commerce, Vol. 5, No. 3, pp. 63-83, 2001.
    [16] Lee, T. C. and Hersh, M., “A model for dynamic airline seat inventory control with multiple seat bookings,” Transportation Science, Vol. 27, No. 3, pp. 252-265, 1993.
    [17] Liang, Y., “Solution to the continuous time dynamic yield management model,” Transportation Science, Vol. 33, No. 1, pp. 117-123, 1999.
    [18] Lin, K. Y., “A sequential dynamic pricing model and its applications,” Naval Research Logistics, Vol. 51, No. 4, pp. 501-521, 2004.
    [19] Littlewood, K., “Forecasting and control of passengers,” 12th AGIFORS Symposium Proceedings, Nathanya, Israel, 1972.
    [20] McGill, J. I. and van Ryzin, G. J., “Revenue management: research overview and prospects,” Transportation Science, Vol. 33, No. 2, pp. 233-256, 1999.
    [21] Pak, K. and Piersma, N., “Overview of OR techniques for airline revenue management,” Statistica Neerlandica, Vol. 56, No. 4, pp. 480-496, 2002.
    [22] Subramanian, J., Stidham, S. J., and Lautenbacher, C. J., “Airline yield management with overbooking, cancellations, and no-shows,” Transportation Science, Vol. 33, No. 2, pp. 147-167, 1999.
    [23] Wollmer, R. D., “An airline seat management model for a single leg route when lower fare classes book first,” Operations Research, Vol. 40, No. 1, pp. 26-37, 1992.
    [24] Zhao, W. and Zheng, Y. S., “Optimal dynamic pricing for perishable assets with nonhomogeneous demand,” Management Science, Vol. 46, No. 3, pp. 375-388, 2000.
    [25] Zhao, W. and Zheng, Y. S., “A dynamic model for airline seat allocation with passenger diversion and no-shows,” Transportation Science, Vol.35, No. 1, pp. 80-98, 2001.

    無法下載圖示 全文公開日期 本全文未授權公開 (校內網路)
    全文公開日期 本全文未授權公開 (校外網路)

    QR CODE