一类占线融资租赁问题的最优竞争策略与风险补偿模型

摘要

This paper studies the optimal competitive strategy and risk reward model for online financial leasing problem by using online algorithm and competitive analysis method, of which the asset ownership of the assets may be transferred to the lessee after a certain lease time. We first obtain the optimal offline solution of this problem. According to the relation among the given leasing time, purchase price and rent cost, we present three online strategies and analyze their competitive ratios respectively. Finally, under the formwork of online risk reward proposed by Al-Binali, we propose two kinds of forecast and their optimal online reward strategies.%运用占线算法与竞争分析方法,研究了资产所有权在一定的租赁时间后转移给承租人的融资租赁问题的最优竞争策略与风险补偿模型.首先给出了该问题的最优离线解；然后,根据约定的租赁时限与购买价格及租赁费用的大小关系,分别给出了3种情形的占线策略及相应的竞争比分析；最后,在AL-BINALI提出的占线风险补偿分析框架下,给出了2种预期形式及相应最优占线收益策略.