摘要翻译：
从动态资源分配到接纳控制，随机背包模型在通信领域得到了广泛的应用。近年来，该模型的一种变体已成为研究收益管理和动态/弹性定价问题的基本工具；我们的研究正是在这种背景下进行的。本文基于动态规划公式和价值函数的相关性质，研究了一类控制策略--从只接受最高价格的订单开始，随着时间的推移切换到包含较低价格的订单，切换时间通过凸规划最优地确定。我们建立了切换策略的渐近最优性，并建立了基于切换策略的定价模型，以在决策范围内优化降价。
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英文标题：
《Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic
  Pricing》
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作者：
Grace Lin, Yingdong Lu, David Yao
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最新提交年份：
2007
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems that arise in revenue management and dynamic/flexible pricing; and it is in this context that our study is undertaken. Based on a dynamic programming formulation and associated properties of the value function, we study in this paper a class of control that we call switch-over policies -- start from accepting only orders of the highest price, and switch to including lower prices as time goes by, with the switch-over times optimally decided via convex programming. We establish the asymptotic optimality of the switch-over policy, and develop pricing models based on this policy to optimize the price reductions over the decision horizon.
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PDF链接：
https://arxiv.org/pdf/0708.1146