Optimal control of a revenue management system with dynamic pricing facing linear demand

This paper considers a dynamic pricing problem over a finite horizon where demand for a product is a time‐varying linear function of price. It is assumed that at the start of the horizon there is a fixed amount of the product available. The decision problem is to determine the optimal price at each time period in order to maximize the total revenue generated from the sale of the product. In order to obtain structural results we formulate the decision problem as an optimal control problem and solve it using Pontryagin's principle. For those problems which are not easily solvable when formulated as an optimal control problem, we present a simple convergent algorithm based on Pontryagin's principle that involves solving a sequence of very small quadratic programming (QP) problems. We also consider the case where the initial inventory of the product is a decision variable. We then analyse the two‐product version of the problem where the linear demand functions are defined in the sense of Bertrand and we again solve the problem using Pontryagin's principle. A special case of the optimal control problem is solved by transforming it into a linear complementarity problem. For the two‐product problem we again present a simple algorithm that involves solving a sequence of small QP problems and also consider the case where the initial inventory levels are decision variables. Copyright © 2006 John Wiley & Sons, Ltd.     

荧光原位杂交技术分析人结肠菌群方法研究

建立荧光原位杂交技术分析人体内结肠菌群的方法。取受试者新鲜粪便 ,选用 5种特异性的 16SrRNA寡核苷酸探针 ,检测粪便样本收集后的保存时间、温度 ,离心条件及样本固定液存放时间对杂交计数结果的影响。结果建立最佳实验条件为 :粪便样本收集后应尽快在 4℃下保存 ,放置时间不要超过 12小时即作处理 ;样本的适宜离心条件为 70 0g 2分钟 ;样本用多聚甲醛固定后在 - 80℃下存放时间不要超过 5个月。该方法具有较好的稳定性 ,可以有效地检出个体之间结肠菌群的差异。