Dynamic Pricing Model for Container Slot Allocation Considering Port Congestion

2019 ◽  
pp. 243-250
Author(s):  
Tingsong Wang ◽  
Man Li
Keyword(s):  
Dynamic Pricing ◽  
Pricing Model ◽  
Slot Allocation ◽  
Port Congestion

scholarly journals Container Slot Allocation for Time-Sensitive Cargo in Maritime Transportation: A One-Phase Model with consideration of Port Congestion

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Qi Yao ◽  
Lu Xu ◽  
Qin Zhang
Keyword(s):  
Dynamic Pricing ◽  
Solution Algorithm ◽  
Maritime Transportation ◽  
Slot Allocation ◽  
Allocation Model ◽  
Numerical Examples ◽  
Proposed Model ◽  
Points Of View ◽  
Port Congestion ◽  
Pricing Pattern

This paper studies a container slot allocation problem with dynamic pricing for time-sensitive cargo considering port congestion. Time-sensitive cargo calls for express delivery as soon as possible, and hence a new pricing pattern is proposed considering port congestion. To solve the slot allocation with dynamic pricing issue, a one-phase allocation model which is from different points of view on slot allocation strategy is proposed to formulate this problem. Finally, numerical examples are carried out to test the applicability of the proposed model and solution algorithm.

scholarly journals Pricing Strategies of Logistics Distribution Services for Perishable Commodities

Algorithms ◽  
2018 ◽  
Vol 11 (11) ◽  
pp. 186
Author(s):  
Tao Li ◽  
Yan Chen ◽  
Taoying Li
Keyword(s):  
Dynamic Pricing ◽  
Consumer Satisfaction ◽  
Service Providers ◽  
Time Constraints ◽  
Optimal Pricing ◽  
Pricing Strategies ◽  
Pricing Model ◽  
Logistics Service ◽  
Distribution Services ◽  
Perishable Goods

The problem of pricing distribution services is challenging due to the loss in value of product during its distribution process. Four logistics service pricing strategies are constructed in this study, including fixed pricing model, fixed pricing model with time constraints, dynamic pricing model, and dynamic pricing model with time constraints in combination with factors, such as the distribution time, customer satisfaction, optimal pricing, etc. By analyzing the relationship between optimal pricing and key parameters (such as the value of the decay index, the satisfaction of consumers, dispatch time, and the storage cost of the commodity), it is found that the larger the value of the attenuation coefficient, the easier the perishable goods become spoilage, which leads to lower distribution prices and impacts consumer satisfaction. Moreover, the analysis of the average profit of the logistics service providers in these four pricing models shows that the average profit in the dynamic pricing model with time constraints is better. Finally, a numerical experiment is given to support the findings.

Dynamic Pricing Based on Net Cost for Mobile Content Services

2007 ◽  
pp. 220-226
Author(s):  
N. Srikhutkhao
Keyword(s):  
Mobile Phone ◽  
Mobile Phones ◽  
Dynamic Pricing ◽  
Market Price ◽  
Actual Cost ◽  
Pricing Model ◽  
Market Growth ◽  
The Past ◽  
Fixed Price ◽  
And Performance

In the past few years, the mobile phone’s performance has increased rapidly. According to IDC’s Worldwide Mobile Phone 2004-2008 Forecast and Analysis, sales of 2.5G mobile phones will drive market growth for the next several years, with sales of 3G mobile phones finally surpassing the 100 million annual unit mark in 2007. Future mobile phones can support more than 20,000 colors. With the advancements in functionality and performance of mobile phones, users will use them for all sorts of activities, and that will increase mobile content service requests. Currently, the pricing of mobile content service is up to each provider; typically they implement a fixed price called a market price because the providers do not have a formula to estimate the price according to the actual cost of their services. This article proposes a dynamic pricing model based on net cost for mobile content services.

Dynamic Pricing Model of Power Options in a Fractional Market

2011 ◽  
Vol 225-226 ◽  
pp. 338-341
Author(s):  
Hui Zhang ◽  
Wen Yu Meng
Keyword(s):  
Option Pricing ◽  
Dynamic Pricing ◽  
Stock Price ◽  
Risk Preference ◽  
Conditional Density ◽  
Hurst Parameter ◽  
Pricing Model ◽  
Conditional Density Function ◽  
Price Process ◽  
Random Events

In this paper, we study the new method of option pricing based on the risk preference. We define the equivalent classes of random events based on the historical information and the risk preference. The dynamic pricing model of power options has been studied. Applying the conditional density function of the stock price process, we have given the explicit solution of the model. And we analyze the influence of Hurst parameter on pricing formula.

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