可替代時效性商品之動態定價模型

Dynamic Pricing Model for Substitutable Perishable Products

蔡文真(Wen-Chen Tsai)

指導教授 ： 溫于平

國立清華大學/工學院/工業工程與工程管理學系/碩士(2013年)

摘要

很多行業的業者都有機會透過動態價格的策略來增加收益，尤其像是飛機票、旅館訂房、租用汽車等，具有時效性的商品，如果沒有在有限的銷售期間結束之前將商品售出，這些商品就會變得沒有價值。因此，業者在販賣有時效性的商品時，可以透過採用動態定價的策略，以獲取較高的利潤。對於消費者而言，他們可以選擇加價購買品質較好的替代性商品，或是因為預算上的考量， 而購買低廉的替代性商品。因此，如何利用剩餘的銷售期間及未售出的商品數量，動態地調整有時效性的替代性商品的價格達到利潤最大化的目標，即成為一個重要的議題。本研究建構了一個動態定價模型，描述在壟斷市場中，業者在有限的銷售期間內出售兩種有時效性的替代性商品。首先，我們針對這兩種有時效性的替代性商品的不同存貨水準，計算其價格變化的最佳時間序列；然後，業者可以依據最佳時間序列動態的調整價格，以獲得最大的期望利潤值。此外，我們延伸此動態定價模型，加入允許顧客退還商品和退款的策略，以更符合實際情形。最後，以數據的例子說明如何應用此模型，其結果如下：一、轉換價格的最佳時間序列值對其本身的存貨水準具敏感性，而與替代性商品的存貨水準關係不大；二、顧客退還商品的機率越高，會造成調整價格的最佳時間序列值提早；三、加入允許顧客退還商品和退款的策略確實有助於增加業者的利潤。

關鍵字

動態價格 ； 替代性商品 ； 時效性的商品 ； 收益管理

並列摘要

In many industries, sellers have the opportunities to enhance their revenues through dynamic pricing of their perishable products, such as flight tickets, hotel rooms or car rental that would become worthless if they are not sold at the end of the selling horizon. For customers, they may substitute their choices to higher quality products with additional payment or cheaper ones due to budget constraint. Therefore, how to dynamically adjust the prices of substitutable perishable products through the remaining selling horizon and the amount of unsold products to maximize the revenue is an important issue. In this thesis, we construct a dynamic pricing model where a seller offers two substitutable perishable products over a finite time horizon in the monopolist market. We firstly compute time thresholds for all inventory levels of the substitutable perishable products. Then seller can dynamically adjust prices to maximize the expected revenue. Furthermore, we extended the pricing model to cancellation and refund policy. Finally, a numerical example is given to demonstrate the procedure and the results as follows: first, time thresholds of the price are more sensitive to their own inventory levels than to the substitutes’ inventory level. Second, time thresholds would become earlier when the cancellation rate increases. Third, it shows that cancellation policy is effective in enhancing revenue.

並列關鍵字

Dynamic Pricing ； Substitutable Products ； Perishable Products ； Revenue Management

參考文獻

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