RISK MANAGEMENT FOR ONLINE SIMPLIFIED BAHNCARD PROBLEM
The Bahncard problem is a generalization of the Ski- Rental problem. Previous research approaches on the Bahccard problem have mostly focused on the purecompetitive analysis that deliberately ignores all available information. Fleischer presented a deterministic (2-β)-competitive online algorithm and showed that this is the best competitiveness of a deterministic strategy for the BP(C,β,T). Recently Karlin, Kenyon and Randall developed a randomized on-line algorithm that achieves an optimal competitive ratio of e/e-1 ～ 1.58. In this paper, risk management is introduced to restudy the simplified Bahncard problem and the research results show that the performance measure of competitive analysis can be dramatically improved.
Bahncard problem Risk management Competitive analysis Competitive ratio
CHUN-LIN XIN WEN-TIAN CUI WEI-MIN MA
School of Management, Xian Jiaotong University, Xian, 71004, Shanxi 9, China School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 1000
国际会议
2006 International Conference on Machine Learning and Cybernetics(IEEE第五届机器学习与控制论坛)
大连
英文
715-720
2006-08-13（万方平台首次上网日期，不代表论文的发表时间）