具有概率分布在线租赁问题策略研究

Abstract

Abstract: In economic system,the decision making is representing the online characteristics.Dealing with online decision problem,the traditional Bayesian analysis often depends on the probabilitic assumptions so that it gives out the optimal result in the probability sense.However,there is coming a focus in the algorithmic fields in the recent years,which is the online algorithms and competitive analysis.It gives a new angle of view to deal with online problem,but this method always intentionally avoids probabilistic distribution.For the online leasing problem,beacuse its input structure has a simple and good statistical property,it would be a waste to ignore this knowledge which is precisely what the traditional competitive ratio does.In this paper,we introduce the information distribution of future input into the competitive analysis so as to build online leasing model with probability distribution,and obtain their optimal competitive strategies and competitive ratios.

Key words: online algorithm, financial leasing, competitive analysis, competitive ratio

CLC Number:

F830

XU Wei-jun, XU Yin-feng. Strategy Research for Online Leasing Problem with Probability Distribution[J]. Chinese Journal of Management Science, 2005, (5): 33-38.

References

[1] Schall L D. The lease-or-buy and asset acquisition decisions[J]. Journal of Finance, 1974,29:1203-1214.
[2] Moller M H, Upton C W.Leasing, buying and the cost of capital services [J]. Journal of Finance, 1976,31: 761-768.
[3] Lippman S A, McCall J J.The economics of uncertainty:Selected topics and probabilistic methods[C]. In K. J. Arrow and M. D. Intriligator, editors, Handbook of Mathematical Economics. North-Holland, 1981,1 (6): 211-284.
[4] Mirman L J. Uncertainty and optimal consumption decisions[J]. Econometrica, 1971,39:179-185.
[5] 张金隆,王林,陈涛,曾宇容.连续生产模式下的不常用备件联合采购优化分析[J].中国管理科学,2004,12(5):58-62.
[6] 黎子良,郑祖康.生存分析[M].杭州:浙江科学技术出版社,1993.
[7] Zheng Z G,Fang K T.Bayesian procedure in time sequential sample plan[R].北京大学技术报告,1995.
[8] Wei L L, Zhang W X.Bayesian procedure in classification problem with linear exponential hazard function [J]. Acta Mathematica Scientia, 2003,23 (4): 436-443.
[9] 张俐杰,杨景平.一类判别分析问题的Bayes解[J].兰州大学学报(自然科学版),2000,36(3):36-41.
[10] Karp R. Online algorithms vessus offline algorithms. How much if it worth to know the future[J]. Proc. IFIP 12th World computer Congress,992,1:416-429.
[11] Karlin A R, Manaees M S, Mc Geogh L, Owichi S. Competitive randomize algorithms for nonuniform problems[J]. Algorithmica, 1994,11 (1): 542-571 .'
[12] Yaniv R E, Kaniel R, Linial N. Competitive optimal online leasing[J]. Algorithmica, 1999,25:116-140.
[13] al-Binali S.A risk-reward framework for the competitive analysis of financial games[J]. Algorithmica, 1999,25:99-115.
[14] Fujiwara H, Iwama K. Average-case competitive analyses for ski-rental problems[J]. ISAAC,2002,476-488.
[15] Fiat A,Woeginger G J .Online algorithms:The state of art[M]. Springer, 1998: 368-370.
[16] Borodin A, Yaniv R E.Online computation and competitive analysis[M]. Cambridge University Press, 1998.
[17] 杨永福,朱桂龙.管理模式和方法创新分析及其启示[J].中国管理科学,1999,7(2):67-75.
[18] 高农昌,何平.决策过程及最优决策时刻分析[J].中国管理科学,1995,3(4):53-58.

Strategy Research for Online Leasing Problem with Probability Distribution

PDF (PC)

Knowledge

Cited

Abstract

Cite this article

share this article

References

Related Articles 14

Metrics

Comments

Recommended 0

[1]	Teng-yu WU,Jing-lu ZHANG,Hai-yan YU. The Real-time Pick-up and Delivery Problem with the Asymmetric Network [J]. Chinese Journal of Management Science, 2023, 31(9): 214-221.
[2]	Xuan WANG,Bin LIU,Ling TANG. Competitive Strategy for Online Replacement Problem of Leasing Equipment [J]. Chinese Journal of Management Science, 2023, 31(9): 170-176.
[3]	XU Yin-feng, ZHI Rong-teng, ZHENG Fei-feng, LIU Ming. Online Strategy and Competitive Analysis of Production Order Scheduling Problem with Rental Cost of Shared Machines [J]. Chinese Journal of Management Science, 2023, 31(4): 142-150.
[4]	GUO Xian, DAI Wen-qiang, JIANG Si-qi. Online Procurement Problem with Increasing Lower Bounds Price [J]. Chinese Journal of Management Science, 2023, 31(1): 200-205.
[5]	ZHENG Meng, DAI Wen-qiang. Online Procurement Problem of Inventory-dependent Deteriorating Items [J]. Chinese Journal of Management Science, 2022, 30(12): 26-37.
[6]	ZHENG Fei-feng, JIN Kai-yuan, ZHANG E, LIU Ming. Online Two Parallel Batch Machines Scheduling with Order Types [J]. Chinese Journal of Management Science, 2021, 29(5): 173-179.
[7]	XU Wei-jun, LIU You-zhu, CHEN Xiao-li, HU Mao-lin, GAO Li. Competitive Strategy for On-line Multiple Devices Leasing in an Inflation Market [J]. Chinese Journal of Management Science, 2016, 24(2): 69-75.
[8]	DING Li-li, XU Yin-feng, LIU Xin-min. On-line Auction Strategies on the Internet Based on Risk Preference [J]. Chinese Journal of Management Science, 2014, 22(3): 96-102.
[9]	ZHANG Gui-qing, XU Yin-feng. The Minimal Risk Strategy of the Online Newsboy Problem Based on Probabilistic Forecast [J]. Chinese Journal of Management Science, 2010, 18(6): 131-136.
[10]	CHEN Li-gang, LI Yi-jun. Competitive Analysis for Keyword Advertising in Search Engine [J]. Chinese Journal of Management Science, 2010, 18(5): 98-105.
[11]	ZHANG Yong, ZHANG Wei-guo, XU Wei-jun. Competitive Strategy of On-line Device Replacement Problem and Its Risk-reward Model [J]. Chinese Journal of Management Science, 2010, 18(2): 113-119.
[12]	WANG Yang, DONG Yu-cheng, XU Yin-feng, XU Wei-jun. Competitive Analysis for the Online Multistage Leasing Problem [J]. Chinese Journal of Management Science, 2009, 17(3): 101-106.
[13]	DONG Yu-cheng, XU Yin-feng, XU Wei-Jun. Competitive Analysis and Risk-Reward Model for Online Rental Problem with Canceling Buying-Permission [J]. Chinese Journal of Management Science, 2007, 15(4): 28-33.
[14]	XU Yin-feng, ZHANG Wei-guo, HU Mao-lin. Competitive Strategy Analysis for Online Leasing with Continuous Change of Purchasing Price and Renting Cost [J]. Chinese Journal of Management Science, 2006, (2): 94-99.