An EMSR-based approach for revenue management with integrated upgrade decisions

We consider the revenue management problem of capacity control with integrated upgrade decision-making. The dynamic programming formulation of this problem is hard to solve to optimality, even in the single-leg case, because multiple hierarchical resource types must be considered simultaneously. Therefore, in this paper, we propose a new heuristic approach that generalizes the idea behind the well-known single-leg EMSR-a procedure to multiple resource types. Similar to EMSR-a, our approach is based on the computation of protection levels, but additionally allows for the integrated consideration of upgrades. In addition, we derive control policies for typical demand arrival patterns. As an extension, we propose a generalization of our approach that allows for arbitrarily ordered prices with respect to the upgrade hierarchy. Furthermore, we perform a number of computational experiments to investigate the performance of the new approach compared to other capacity control methods that incorporate upgrades. We consider typical airlines′ single-leg scenarios with 10 (re)optimizations throughout the booking horizon. The results show that our approach can significantly outperform existing methods in terms of the total achieved revenue, including dynamic programming decomposition approaches that are proposed in literature, as well as successive planning approaches that are widely used in commercial revenue management systems.     

基于深度强化学习的生鲜产品联合库存控制与动态定价研究

针对生鲜产品的易逝性特征以及复杂多变的现实环境导致生鲜产品的最优订货和定价策略难以获得的问题,提出了基于深度强化学习方法的生鲜产品联合库存控制与动态定价方法,结合生鲜产品特性对问题进行建模并定义为马尔可夫决策过程,然后基于深度强化学习设计了生鲜品联合库存控制和动态定价算法。实验结果表明,基于深度强化学习的联合库存控制和动态定价策略收益表现最佳,因此,基于深度强化学习的联合库存控制和动态定价研究能够提高企业收益,有效促进强化学习在收益管理领域的落地,具有实际应用价值。     

Ant colony optimization with immigrants schemes for the dynamic railway junction rescheduling problem with multiple delays

Train rescheduling after a perturbation is a challenging task and is an important concern of the railway industry as delayed trains can lead to large fines, disgruntled customers and loss of revenue. Sometimes not just one delay but several unrelated delays can occur in a short space of time which makes the problem even more challenging. In addition, the problem is a dynamic one that changes over time for, as trains are waiting to be rescheduled at the junction, more timetabled trains will be arriving, which will change the nature of the problem. The aim of this research is to investigate the application of several different ant colony optimization (ACO) algorithms to the problem of a dynamic train delay scenario with multiple delays. The algorithms not only resequence the trains at the junction but also resequence the trains at the stations, which is considered to be a first step towards expanding the problem to consider a larger area of the railway network. The results show that, in this dynamic rescheduling problem, ACO algorithms with a memory cope with dynamic changes better than an ACO algorithm that uses only pheromone evaporation to remove redundant pheromone trails. In addition, it has been shown that if the ant solutions in memory become irreparably infeasible it is possible to replace them with elite immigrants, based on the best-so-far ant, and still obtain a good performance.     

船体套料信息系统的设计

船体套料是船舶设计制造的一个重要环节,船体数据在套料过程中得以集中体现,套料结果的优劣,直接影响到船舶制造原材料的利用率,更会影响到产品的制造成本,以及企业的效益。本文以某船舶企业的实际套料工作为背景,通过集成零件、材料以及套料的方法和数据开发系统,实现了船体套料工作的集成信息化,提高了工作效率,缩短了生产周期,更接近了精益制造和敏捷造船的目标。     

大型套料系统的切割任务管理

船体套料是船舶设计制造的一个重要环节,船体数据在套料过程中得以集中体现,套料结果的优劣,直接影响到船舶制造原材料的利用率,更会影响到产品的制造成本,以及企业的效益。本文以某船舶企业的实际切割任务管理为背景,通过集成零件、材料以及套料的方法和数据开发系统,实现了船体套料工作的集成信息化,提高了工作效率,缩短了生产周期,更接近了精益制造和敏捷造船的目标。     

Generic nonlinear stabilization of systems with matching algebraic structure

The paper demonstrates that using algebraic methods for the construction of time varying stabilizing controls for general controllable systems which are affine in the control is not only computationally feasible, but delivers generic feedback laws. A single feedback control law can be stabilizing for all systems which have the same algebraic structure and also for systems that can be adequately approximated by this structure. The systems considered are not limited to those whose controllability Lie algebra is nilpotent or even finite dimensional. The stabilizing controls are constructed by the help of an open-loop control problem on an associated Lie group which is posed as a trajectory interception problem in the logarithmic coordinates of flows.     

Optimal control problems with a continuous inequality constraint on the state and the control

We consider an optimal control problem with a nonlinear continuous inequality constraint. Both the state and the control are allowed to appear explicitly in this constraint. By discretizing the control space and applying a novel transformation, a corresponding class of semi-infinite programming problems is derived. A solution of each problem in this class furnishes a suboptimal control for the original problem. Furthermore, we show that such a solution can be computed efficiently using a penalty function method. On the basis of these two ideas, an algorithm that computes a sequence of suboptimal controls for the original problem is proposed. Our main result shows that the cost of these suboptimal controls converges to the minimum cost. For illustration, an example problem is solved.     

Reinforcement Learning for Call Admission Control and Routing under Quality of Service Constraints in Multimedia Networks

In this paper, we solve the call admission control and routing problem in multimedia networks via reinforcement learning (RL). The problem requires that network revenue be maximized while simultaneously meeting quality of service constraints that forbid entry into certain states and use of certain actions. The problem can be formulated as a constrained semi-Markov decision process. We show that RL provides a solution to this problem and is able to earn significantly higher revenues than alternative heuristics.     

Robust global stabilization of a class of uncertain feedforward nonlinear systems

The problem of global asymptotically stabilizing a certain class of uncertain feedforward nonlinear systems is considered. The control law is obtained by nesting saturation functions whose amplitude can be rendered arbitrarily small. With respect to previous works on the subject the design procedure is able to deal with uncertain (possibly time-varying) parameters ranging within the prescribed compact sets which can affect also the linear approximation of the system. The small gain theorem for nonlinear systems which are input to state stable “with restrictions” is shown to be a key tool for designing a state feedback saturated control law.     

基于铁路基础信息网和LonWorks技术的高速铁路安全监视系统

ＬｏｎＷｏｒｋｓ是一种先进的现场总线技术,是现代网络控制系统的基本支持技术之一,本文通过对高速铁路系统对安全监视技术要求的讨论,提出了一个用铁路基础信息网和ＬｏｎＷｏｒｋｓ现场总线的高速铁路安全监视系统总体方案。     

基于客流分配的高铁票价调整策略

针对目前高铁票价单一、客运收益率低、区段客流不均衡等问题,提出基于客流分配的高铁票价调整策略。首先,分析影响旅客出行选择行为的相关因素,构建包含经济性、快速性、便捷性和舒适性四项指标的广义出行费用函数;然后,建立兼顾高铁客运管理部门收益最大化和旅客出行费用最小化的双层规划模型,其中上层规划通过制定票价调整策略实现高铁客运收益最大化,下层规划以旅客广义出行费用最小为目标,利用区段不同车次间的竞合关系构建随机用户均衡（SUE）分配模型,同时采用基于改进Logit分配模型的相继平均法（MSA）进行求解;最后,结合案例验证了所提票价调整策略能够有效地平衡区段客流,降低旅客出行成本并在一定程度上提高客运收益。结果分析表明该票价调整策略能够为铁路客运管理部门优化票价体系、制定票价调整方案提供决策支持与方法指导。     

Regional optimal control for a class of semilinear systems with distributed controls

This paper considers a regional optimal control problem for a class of semilinear infinite dimensional systems, with distributed controls. The existence of an optimal control is proven, and then this control is characterised for four cases of admissible controls. Theoretical results lead to a useful algorithm, that we illustrate by simulations of two heat equations.     

Simulation of Railway Traffic Control

Traffic control is the centre of the railway traffic system. The success of a railway traffic simulation model depends very much on an adequate modelling of the traffic control. The main objective of a traffic control system is to minimise delays. Important tasks which contribute to this goal are controlling connections between trains, deciding about priorities and controlling the rotations of crew and rolling stock. In this paper, we discuss a simulation model of railway traffic which is centred around the traffic control functions. It is observed that an object-oriented approach to the modelling of traffic control presents itself as very natural. It results in a very flexible model, which can accomodate a range of present and future traffic control systems. Finally, we present some results of a simulation study that investigates the possibility of partially automating traffic control.     

Theory and method of genetic-neural optimizing cut-off grade and grade of crude ore

Cut-off grade for ore drawing is a kind of technological method used to control the process of drawing in sublevel caving with no sill pillar. The cut-off grade for ore drawing means the grade of ore in the last time (current time) of ore drawing. Grade of crude ore is the grade of ore entering the milling workshop after ore mixing. Cut-off grade and grade of crude ore are key parameters of production and management in mine system. Genetic algorithm and neural networks nesting method are used in this research to simulate the highly complexity and highly non-linear relationship between variables in mining system, to optimize the cut-off grade and grade of crude ore. The idea is detailed as follows. Cut-off grade and grade of crude ore are joined as chromosome of population for evolution computation; Self-adaptive neural network is used to obtain the local connection between the revenue (fitness function) and chromosome; Genetic algorithm is performed to search the optimal cut-off grade and grade of crude ore globally. The inner layer of nesting is neural networks, which is used to compute loss rate, amount of tailing ore and total cost; the outer layer is evolutionary computation, which is used to get the revenue. The inner layer carries out local approximation, and the outer carries out global search. These two layers carry out the optimization of cut-off grade and grade of crude ore jointly. Take Daye Iron Mine as an example, and the result shows that, the present scheme (cut-off grade is 18%, grade of crude ore is 41–43%) should be improved. During the period of August to November in the year 2007, the optimal cut-off grade is 15.8%, and optimal grade of crude ore is 43.7762–44.1387%, the optimized scheme can improve the present value by 9.01–9.44 million yuan.     

Advertising an event

The paper considers a problem of how to minimize advertising costs to sell seats for a particular event, for instance, a sports game, a rock concert or a ballet performance. We take into consideration a word-of-mouth effect, which means that people buying a ticket tell their friends about it, so that advertising is unnecessary to inform those people.The problem is one of optimal control and the number of seats sold and the advertising effort of the organizers are the state and control variables, respectively. We show that, besides being dependent on the cost and revenue parameters, the optimal advertising policy is also affected by the length of the planning period and the relation between the number of seats and the total number of potential attendees.     

Decentralized control of the Tennessee Eastman Challenge Process

A decentralized control system is developed for the Tennessee Eastman Challenge Process (TE problem). The design procedure begins with the selection of the method for production-rate control, to which inventory controls and other functions are then coordinated. Results show that production rate can be maximized at any of the three standard product compositions, even when the feed of reactant A is lost. All specifications of the challenge problem are satisfied despite large disturbances in feed composition and reaction kinetics. Variability in product rate and quality is less than that seen in previous studies. The process can operate on-spec for long periods without feedback from composition measurements. Setpoints for certain variables (such as reactor temperature and concentrations of A and C in the reactor feed) must be chosen a priori, and the effect on operating cost is estimated. The performance of the proposed decentralized control is compared to that of a nonlinear model predictive control (NMPC) developed previously. There appears to be little, if any, advantage to the use of NMPC in this application. In particular, the decentralized strategy does a better job of handling constraints - an area in which NMPC is reputed to excel. Reasons for this are discussed.     

航班座位控制模型实现与分析

收益管理是航空公司在航班销售期间合理分配有限的航班座位,以期在竞争环境下获得最大收益的有效经营策略.本文首先介绍了座位分配常用的两种算法;然后给出了算法的实现方法,并特别强调了在不同应用环境下开发算法动态链接库的方法;最后对两种算法的计算结果和计算时间进行了细致的比较分析.结果表明,两种算法在座位分配效果上无明显差异,...     

Risk management policies for dynamic capacity control

Consider a dynamic decision making model under risk with a fixed planning horizon, namely the dynamic capacity control model. The model describes a firm, operating in a monopolistic setting and selling a range of products consuming a single resource. Demand for each product is time-dependent and modeled by a random variable. The firm controls the revenue stream by allowing or denying customer requests for product classes. We investigate risk-sensitive policies in this setting, for which risk concerns are important for many non-repetitive events and short-time considerations.Numerically analysing several risk-averse capacity control policies in terms of standard deviation and conditional-value-at-risk, our results show that only a slight modification of the risk-neutral solution is needed to apply a risk-averse policy. In particular, risk-averse policies which decision rules are functions depending only on the marginal values of the risk-neutral policy perform well. From a practical perspective, the advantage is that a decision maker does not need to compute any risk-averse dynamic program. Risk sensitivity can be easily achieved by implementing risk-averse functional decision rules based on a risk-neutral solution.     

控制量前具有不确定系数的电液伺服系统自适应控制

针对控制输入前具有不确定系数的电液伺服位置系统精确跟踪控制问题, 提出了一种改进的自适应Backstepping控制器设计方法. 该方法通过对系统模型的等价变换和选择合适的Lyapunov函数, 有效解决了系统模型中控制输入前存在不确定系数而导致所设计的控制器存在参数自适应律, 而自适应律中存在控制量造成的嵌套难题. 以驱动连铸结晶器的电液伺服位置系统为例, 进行了控制器的设计和稳定性证明. 仿真研究结果表明, 所提出的改进设计方法是可行的, 设计的控制器具有较强的鲁棒性和良好的跟踪性能.     

An economic model of optimal fraud control and the aftermarket for security services in online marketplaces

The anonymity of online markets allows traders to easily behave opportunistically. Online marketplaces can lower the uncertainty of participants’ identities by adopting preventative controls such as privacy disclosure rules. However, the use of severe privacy controls to engender risk-free environments might sacrifice not only the size of transactions in the marketplace but also the demand for optional security services like escrow services, which constitute a very sizable revenue source for the marketplace services provider. In this vein, we investigate the probability that an integrated online marketplace (IOM) with security services strategically adjusts privacy controls to incentivize traders to self-select both basic transactions and optional security services. Our results show that an integrated marketplace increases the probability of allowing more fraud than is socially optimal by lowering privacy controls. Market risk can be viewed as an asset for an integrated marketplace rather than a liability that inflicts transaction costs on worried traders. Our study argues that marketplaces may differ in terms of their fraud control from what is socially optimal, according to their revenue structures so that the control of online fraud needs to be regulated from the social perspective. However, under certain conditions, integration of this aftermarket will not harm traders or the social welfare.