存在市场利率条件下的占线租赁策略研究  

An Competitive Analysis for On-line Leasing Strategy with Interest Rate

作　　者：徐寅峰[1] 徐维军[1] 卢致杰[1] 

机构地区：[1]西安交通大学管理学院

出　　处：《系统工程》2005年第3期29-34,共6页Systems Engineering

基　　金：国家自然科学基金委员会优秀创新群体项目(70121001);国家自然科学基金资助项目(10371094)

摘　　要：基于占线租赁问题的输入结构简单且具有良好的统计特性,运用竞争分析方法并结合输入结构的分布信息建立最优占线租赁决策模型,突破纯竞争分析有意规避概率分布这一假设条件,分析当存在市场利率因素时的占线租赁策略,并给出最优的竞争策略及其竞争比。相对于Karp及El-Yaniv等人的研究结果,由于引进了输入信息使得竞争比性能分析提高;相对于Fujiwara等人的研究结果,本文研究了存在利率时离散性情形,给出了问题的最优解。For the on-line leasing problem, since its input structure has simply and favorably statistical property, we integrate probability distribution into pure competitive analysis to build the optimal decision-making model of on-line leasing with interest rate, although pure competitive analysis always avoids probability assumption. We also get optimal competitive strategies and their competitive ratios. Compared to the results of Karp and El-Yaniv, the introduction of information of (future) input structure leads to improve the performance measure of competitive analysis. Moreover, compared to the (Fujiwara's) results that discuss the continuous model without interest rate, we consider the discrete model with interest rate and obtain the accurate solution.

关 键 词：占线算法 概率性竞争比 金融租赁 离散型模型 竞争分析 

分 类 号：F830[经济管理—金融学]