Three essays on dynamic pricing and resource allocation
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- Tez No: 400322
- Danışmanlar: SOULAYMANE KACHANI
- Tez Türü: Doktora
- Konular: İşletme, Business Administration
- Anahtar Kelimeler: Belirtilmemiş.
- Yıl: 2012
- Dil: İngilizce
- Üniversite: Columbia University
- Enstitü: Yurtdışı Enstitü
- Ana Bilim Dalı: Endüstri Mühendisliği Ana Bilim Dalı
- Bilim Dalı: Belirtilmemiş.
- Sayfa Sayısı: 170
Özet
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Özet (Çeviri)
This thesis consists of three essays that focus on dierent aspects of pricingand resource allocation. We use techniques from supply chain and revenuemanagement, scenario-based robust optimization and game theory to studythe behavior of rms in dierent competitive and non-competitive settings. Wedevelop dynamic programming models that account for pricing and resourceallocation decisions of rms in such settings.In Chapter 2, we focus on the resource allocation problem of a service rm,particularly a health-care facility. We formulate a general model that is ap-plicable to various resource allocation problems of a hospital. To this end, weconsider a system with multiple customer classes that display dierent reac-tions to delays in service. By adopting a dynamic-programming approach, weshow that the optimal policy is not simple but exhibits desirable monotonicityproperties. Furthermore, we propose a simple threshold heuristic policy thatperforms well in our experiments. In Chapter 3, we study a dynamic pricingproblem for a monopolist seller that operates in a setting where buyers havemarket power, and where each potential sale takes the form of a bilateral nego-tiation. We review the dynamic programming formulation of the negotiationproblem, and propose a simple and tractable deterministic \uid“ analoguefor this problem. The main emphasis of the chapter is in expanding the for-mulation to the dynamic setting where both the buyer and seller have limitedprior information on their counterparty valuation and their negotiation skill.In Chapter 4, we consider the revenue maximization problem of a seller whooperates in a market where there are two types of customers; namely the \in-vestors”and \regular-buyers". In a two-period setting, we model and solvethe pricing game between the seller and the investors in the latter period, andbased on the solution of this game, we analyze the revenue maximization prob-lem of the seller in the former period. Moreover, we study the eects on thethe total system prots when the seller and the investors cooperate througha contracting mechanism rather than competing with each other; and explorethe contracting opportunities that lead to higher prots for both agents.
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