スタンバイ客を見込んだ多期間Littlewoodの法則 (不確実性の下での意思決定の数理とその周辺)

Abstract

Classical Littlewood's rule (1972) for the two-period static revenue management of a single perishable resource is extended to a generic T-period model with monotonically increasing fixed fares, ending with standby customers with a special fare. The expected revenue in the entire period is expressed explicitly in terms of multiple integrals involving the distribution function of the demand in each period. The exact optimal protection level in each period is calculated successively, resulting in the maximized expected revenue. We show some numerical examples with comments on the effects of accepting standby customers on the optimal booking limits and the increase in the expected revenue.