期刊论文

Strategies Research on the Discrete-time Queueing System with Risk-sensitive Customers

中文

应用数学学报

0254-3079

2024

47

2

284-311

10.20142/j.cnki.amas.202401022

国家自科基金项目(批准号:12071487) 湖南省教育厅科学研究项目(批准号:20C1521) 安徽省自然科学基金项目(批准号:2108085MA08) 衡阳师范学院科研启动项目(批准号:2023QD25)资助项目。

本校为第一机构

结合博弈论研究排队系统中顾客的策略行为成为当前排队论研究的一个热点.本文研究了离散时间排队系统中风险敏感性顾客的策略行为.不同于经典排队经济学的是,本文的效用函数是期望-方差二次效用函数.根据纳什均衡和马氏过程理论,该文分别研究了在完全可视和完全不可视两种情况下Geo/Geo/1排队系统中风险敏感性顾客的博弈行为.得到了风险敏感性顾客的个体最优策略、社会最优策略和服务商利润最优策略.研究发现,风险敏感系数越小,顾客越喜欢冒险,加入系统的意愿越强.数值实验探索了风险敏感系数对顾客策略行为的影响.

The research on customer strategy behavior in queueing system combined with game theory is a hot topic in the current queueing theory.This paper studies the strategic behavior of risk-sensitive customers in discrete-time queueing systems.Different from the classical eco...MORE The research on customer strategy behavior in queueing system combined with game theory is a hot topic in the current queueing theory.This paper studies the strategic behavior of risk-sensitive customers in discrete-time queueing systems.Different from the classical economics of queues,the utility function in this paper ...