英文标题:
《The Integrated Size and Price Optimization Problem》
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作者:
Miriam Kie{\\ss}ling, Sascha Kurz, and J\\\"org Rambau
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最新提交年份:
2014
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英文摘要:
We present the Integrated Size and Price Optimization Problem (ISPO) for a fashion discounter with many branches. Based on a two-stage stochastic programming model with recourse, we develop an exact algorithm and a production-compliant heuristic that produces small optimality gaps. In a field study we show that a distribution of supply over branches and sizes based on ISPO solutions is significantly better than a one-stage optimization of the distribution ignoring the possibility of optimal pricing.
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中文摘要:
我们提出了一个具有多个分支机构的时尚折扣店的综合规模和价格优化问题(ISPO)。基于一个有追索权的两阶段随机规划模型,我们开发了一个精确的算法和一个产生较小最优性差距的符合生产要求的启发式算法。在一项实地研究中,我们表明,基于ISPO解决方案的分支机构和规模的供应分配明显优于忽略最优定价可能性的一阶段分配优化。
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分类信息:
一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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