題目👨‍👩‍👦🙋🏼：Revenue Management Under a Price Alert Mechanism（價格預警機製下的收益管理）

演講人：江波教授👨🏼‍🍼，上海財經大學信息管理與工程意昂2

主持人：朱希德副教授🥮🧹，意昂2

時間📁：2023年11月9日（周四）👇🏼🐯，上午11:00

地點：意昂2注册校本部東區意昂2官网420室

主辦單位↔️：意昂2🧛、意昂2青年教師聯誼會

演講人簡介：

江波🪱🎿，上海財經大學信息管理與工程意昂2常聘教授，副院長。

國家級青年人才、上海市東方學者特聘教授、上海市青年拔尖人才🆘。

榮獲中國運籌學會青年科技獎🕟、上海市自然科學獎二等獎等榮譽。

從事運籌優化、收益管理✈️、機器學習等方向的研究♓️，成果發表於運籌優化與機器學習的國際頂級期刊《Operations Research》🙋🏽、《Mathematics of Operations Research》、《Mathematical Programming》👩🏻‍🦼‍➡️、《Journal of Machine Learning Research》。

為順豐、京東、太平金科、永輝等多個國內著名企業提供無人倉庫內優化⏺、智能定價、智能選址、智能排班等技術服務。

演講內容簡介：

Many online platforms adopt a price alert mechanism to facilitate customers tracking the price changes. This mechanism allows customers to register their valuation to the system when they find the price is larger than the valuation on their arrival period. Once the price drops below the customers’ registered price, a message will be sent to notify them. In this paper, we study the optimal pricing problem under this mechanism. First, when the customer's waiting time is one period, we show that it is optimal for the seller to use a threshold to decide whether to accept or reject a registered price, and the price trajectory under the optimal policy has a stochastic cyclic decreasing structure. When the customer’s valuation is a uniform distribution, the analytical form of the optimal policy is further obtained. When the customer’s patience level is two periods, we obtain the structure of the optimal policy by showing the asymmetric role each registered price plays in the optimal policy. Then we consider the case when the customer can stay in the system for an infinite number of periods. We derive an asymptotic optimal policy for this case. We find that adopting the price alert mechanism always increases social welfare; however, it may hurt the customer surplus when the seller has a large discount factor. Finally, we consider the case when the customers can strategically react to the price alert mechanism by timing their purchases and reporting false valuations. Using a Stackelberg’s game model, we obtain the seller’s optimal threshold type of policy. We show that the price alert mechanism can still be helpful to the seller, although the advantage diminishes when customers are very strategic.

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