论文标题

网络收入管理与需求学习和公平的资源消费平衡

Network Revenue Management with Demand Learning and Fair Resource-Consumption Balancing

论文作者

Chen, Xi, Lyu, Jiameng, Wang, Yining, Zhou, Yuan

论文摘要

除了最大化总收入外,许多行业的决策者还希望保证跨不同资源的平衡消费。例如,在零售行业中,确保来自不同供应商的资源平衡消费增强了公平性,并有助于建立健康的渠道关系;在云计算行业中,资源消费平衡有助于提高客户满意度并降低运营成本。在这些实际需求的推动下,本文研究了基于价格的网络收入管理(NRM)问题,都需要学习和公平的资源消费平衡。我们介绍了正规收入,即以平衡正规化的总收入,作为我们的目标,将公平的资源消费平衡纳入收入最大化目标中。我们提出了一种原始的偶型在线政策,并使用受到信心限制(UCB)的需求学习方法最大化正规收入。我们采用了几种创新技术,使我们的算法成为连续价格集的统一和计算高效的框架,并具有一系列平衡的正规化器。我们的算法实现了$ \ widetilde o(n^{5/2} \ sqrt {t})$的最坏遗憾,其中$ n $表示产品数,$ t $表示时间段的数量。几个NRM示例中的数值实验证明了我们算法同时实现收入最大化和公平资源消费平衡的有效性

In addition to maximizing the total revenue, decision-makers in lots of industries would like to guarantee balanced consumption across different resources. For instance, in the retailing industry, ensuring a balanced consumption of resources from different suppliers enhances fairness and helps main a healthy channel relationship; in the cloud computing industry, resource-consumption balance helps increase customer satisfaction and reduce operational costs. Motivated by these practical needs, this paper studies the price-based network revenue management (NRM) problem with both demand learning and fair resource-consumption balancing. We introduce the regularized revenue, i.e., the total revenue with a balancing regularization, as our objective to incorporate fair resource-consumption balancing into the revenue maximization goal. We propose a primal-dual-type online policy with the Upper-Confidence-Bound (UCB) demand learning method to maximize the regularized revenue. We adopt several innovative techniques to make our algorithm a unified and computationally efficient framework for the continuous price set and a wide class of balancing regularizers. Our algorithm achieves a worst-case regret of $\widetilde O(N^{5/2}\sqrt{T})$, where $N$ denotes the number of products and $T$ denotes the number of time periods. Numerical experiments in a few NRM examples demonstrate the effectiveness of our algorithm in simultaneously achieving revenue maximization and fair resource-consumption balancing

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