论文标题
服务系统中动态定价和能力大小的在线学习方法
An online learning approach to dynamic pricing and capacity sizing in service systems
论文作者
论文摘要
我们在$ GI/GI/1 $队列中研究动态定价和容量尺寸问题,服务提供商的目标是获得最佳服务费$ P $ $ P $和服务能力$μ$,以最大程度地提高累积预期利润(服务收入减去人员的人员成本和延迟罚款和延迟罚款)。由于排队动力学的复杂性质,这种问题没有分析解决方案,因此以前的研究经常诉诸于交通型分析,在这种分析中,到达率和服务率都被发送到无穷大。在这项工作中,我们提出了一个在线学习框架,旨在解决此问题,该框架不需要系统的规模来增加。我们的框架在队列(GOLIQ)中被称为基于梯度的在线学习。 Goliq将时间范围组织为连续的操作周期,并使用以前的周期中收集的数据在每个周期中规定了有效的程序,以在每个周期中获得改进的定价和人员配备策略。此处的数据包括客户到达的数量,等待时间和服务器的繁忙时间。这种方法的创造力在于其在线性质,这使服务提供商通过与环境进行互动来做得更好。 GOLIQ的有效性得到了(i)理论结果的证实,包括算法收敛和遗憾分析(对数遗憾结合),以及(ii)通过模拟实验进行工程确认,以了解各种代表性$ GI/GI/GI/GI/1 $ $ $ $。
We study a dynamic pricing and capacity sizing problem in a $GI/GI/1$ queue, where the service provider's objective is to obtain the optimal service fee $p$ and service capacity $μ$ so as to maximize the cumulative expected profit (the service revenue minus the staffing cost and delay penalty). Due to the complex nature of the queueing dynamics, such a problem has no analytic solution so that previous research often resorts to heavy-traffic analysis where both the arrival rate and service rate are sent to infinity. In this work we propose an online learning framework designed for solving this problem which does not require the system's scale to increase. Our framework is dubbed Gradient-based Online Learning in Queue (GOLiQ). GOLiQ organizes the time horizon into successive operational cycles and prescribes an efficient procedure to obtain improved pricing and staffing policies in each cycle using data collected in previous cycles. Data here include the number of customer arrivals, waiting times, and the server's busy times. The ingenuity of this approach lies in its online nature, which allows the service provider do better by interacting with the environment. Effectiveness of GOLiQ is substantiated by (i) theoretical results including the algorithm convergence and regret analysis (with a logarithmic regret bound), and (ii) engineering confirmation via simulation experiments of a variety of representative $GI/GI/1$ queues.