摘要
传统的租赁问题以经典的"租雪橇"模型为基础,只考虑纯租赁和纯购买策略,为更加贴近实际,进一步考虑了投资者可选择先付部分购买费用后以某一较低的租赁费用进行租赁的策略,提出了多策略选择形式下的在线租赁模型。首先分析了该问题的最优离线策略;其次运用在线算法理论和竞争比思想给出该问题的确定性最优在线策略及其竞争比;最后,数值例子结果表明:在多策略选择的问题中,竞争比性能随着策略的不同而改变,说明了多策略选择对投资者的租赁决策具有显著的影响。
In real rental market, based on the fact that the investor has several lease options in addition to the pure ren~ arrd buy options which are discussed in the classical ski-rental problem, we propose online rental decision model with muitiple options. The investor can choose not only the pure rent or buy option, but also the strategy that pays a part of the purchase cost and gets a lower rental cost. Firstly, we investigate optimal offline strategy, and then present deterministic optimal online strategy and its competitive ratio by using online algorithm and competitive analysis. Finally, numerical analysis illustrates that the competitive performance changes with the different multiple options. Thus, it shows that the multiple options have a significant effect on online rental decision.
出处
《系统工程》
CSSCI
CSCD
北大核心
2013年第6期43-48,共6页
Systems Engineering
基金
国家自然科学基金青年项目(70801027)
中央高校基本科研业务费专项(2012ZZ0035
2009ZM0220)
关键词
在线租赁问题
多策略
在线算法
竞争比
Online Leasing Problem
Multiple Options
Online Algorithm
Competitive Ratio
