基于风险补偿模型的占线住房租赁问题及其竞争分析  

Competitive analysis for online house-renting problems based on risk-reward framework

作　　者：刘斌[1] 崔文田[1] 辛春林[2] 

机构地区：[1]西安交通大学管理学院,西安710049 [2]清华大学经济管理学院,北京100084

出　　处：《系统工程理论与实践》2008年第12期154-159,共6页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(70571062,70121001,70525004);中国博士后科学基金(20070420029)

摘　　要：在风险补偿框架下研究了具有二手交易价值的住房租赁问题.运用占线算法理论设计了考虑机会成本和交易成本的最优确定性占线策略:租用住房至租金与折旧和机会成本之间的差额累计几乎达到购买和出售住房的交易成本之和,然后一次性支付购买住房.随后将风险补偿模型引入住房租赁问题,在预测基础上设计了风险占线策略.将预测失败的占线策略与最优确定性占线策略比较分析,得到了将风险控制在某容忍水平内的风险占线策略集合.预测不成功产生的风险在可以忍受的水平内,预测成功获得补偿收益,风险决策者可以根据个人的风险容忍水平设计策略改善决策的收益.This paper studied an online house-leasing problem that the old house is worth of selling when it isn＇t required; framework with risk-reward is embedded in house-leasing problem. Firstly, with using online algorithm, we design an optimal （deterministic） online strategy. This strategy is to rent the house until the difference aggregated between rent fee and depredation and opportunity loss sum up to the transaction cost caused by buying and selling house, and then to buy house. Subsequently, we design an online risk strategy in the light of forecasting, and obtain the set of online risk strategy that the manager can aeeept risk tolerance level by comparing the unsuccessful online risk strategy with optimal （deteministie） online strategy. The risk strategy will lead to reward if forecasting is successful, the risk is sustainable if unsuccessful. The decision-makers can design online strategy to improve outcome in the light of his risk tolerance level.

关 键 词：住房租赁 风险补偿模型 竞争分析 竞争比 

分 类 号：TB114.1[理学—运筹学与控制论]