Séance TA9 - Gestion du revenu I / Revenue Management I
Jour mardi, le 05 mai 2009 Salle Banque Scotia Président Nicolas Chan
Présentations
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10h30- 10h55 |
An Improved Dynamic Programming Decomposition Approach for Network Revenue Management |
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Dan Zhang, McGill University, Desautels Faculty of Management, 1001 Sherbrooke Street West, Montreal, QC, Canada, H3A 1G5 We consider a nonlinear non-separable functional approximation to the value function of a dynamic programming formulation of the network revenue management problem. We provide an approach to solve the resulting problem and show that the approach leads to tighter revenue bounds than known approaches. The computational cost is comparable to existing approach. We provide encourage numerical results. |
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10h55- 11h20 |
A Fractional Programming Approach for Choice-Based Network Revenue Management |
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Morad Hosseinalifam, GERAD, École Polytechnique de Montréal, Mathématiques et génie industriel Gilles Savard, GERAD, École Polytechnique de Montréal, Mathématiques et génie industriel, C.P. 6079, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3A7 We consider the choice-based revenue management problem and propose a deterministic linear model resulting into computational challenges. As we develop a column generation algorithm to solve it on real-size network, we face a linear fractional programming sub-problem which is NP-complete. We provide a heuristic with high quality results to tackle this complexity. |
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11h20- 11h45 |
A Stochastic Bilevel Programming for Taxation on a Network and its Application to Airline Revenue Management |
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Sharouz Mirzaalizadeh, GERAD, École Polytechnique de Montréal, Mathematiques et Genie Industriel, CP 6079 Succ Centre-Ville, Montreal, Quebec, Canada, H3C 3A7 Gilles Savard, GERAD, École Polytechnique de Montréal, Mathématiques et génie industriel, C.P. 6079, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3A7 Patrice Marcotte, Université de Montréal, Informatique et recherche opérationnelle, CIRRELT, C.P. 6128, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3J7 We present a two-stage Stochastic Bilevel Program (SBP) for taxation on a network with uncertain information. Through this model, tolls set at the beginning of the first period allow the leader to maximize his revenue at the end of the second period. An upper bound is computed based on the deterministic bilinear bilevel model. |
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11h45- 12h10 |
A Stackelberg Model for Optimal Media Placement in the Broadcasting Industry |
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Nicolas Chan, École Polytechnique de Montréal, Mathématiques et génie industriel/GERAD, Montréal, Québec, Canada, H3C 3A7 Patrice Marcotte, Université de Montréal, Informatique et recherche opérationnelle, CIRRELT, C.P. 6128, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3J7 Gilles Savard, GERAD, École Polytechnique de Montréal, Mathématiques et génie industriel, C.P. 6079, Succ. Centre-ville, Montréal, Québec, Canada, H3C 3A7 We propose a bilevel model to tackle the pricing and inventory allocation issues for the media revenue management. The second level model which represents the clients is expressed as a knapsack. We propose approaches to solve this model based on cuts generation which use the notion of minimal set and compare our results to some industry practices. |