可折旧设备在线租赁的随机性竞争策略

摘要

It is a hot topic to use the online algorithm and competitive analysis to study the online leasing problem. Based on the study of online leasing of general equipment, the online leasing of depreciable equipment is discussed. Since randomized algorithms can boost up performance, the randomized strategies for online leasing of depreciable equipment with oblivious adversary is proposed both with and without consideration of interest rate, respectively, and the maximum of its optimal competitive ratio is also obtained respectively. The conclusion shows that the introduction of depreciation factor made competitive performance improved. The introduction also makes the model more practical for large-scale investment in equipment problem, and provides investor better theoretical basis for decision making. In addition, consideration of interest rates makes the eompetitive ratio decrease a little, that is, investor will take more prudent investment strategy when interest rate is taken into consideration.%应用在线算法与竞争分析研究在线租赁问题是近年来国内外的一个研究热点.在一般设备在线租赁的基础上,提出了可折旧设备在线租赁问题.针对离线人具有遗忘性竞争对手的特点分别给出了可折旧设备在线租赁在有无利率情形下的随机性竞争策略.基于在线-离线成本比值矩阵分别证明了有无利率下随机性策略的竞争比,说明了折旧因素的引入使得可折旧设备随机性策略的竞争性能进一步得到改善并使得模型更适合于实际中大型设备投资问题,从而为投资者提供更好的理论决策依据.另外,市场利率的引入使得可折旧设备随机性策略的竞争性能有所降低但模型更符合现实情况,即大型设备投资者若考虑到资金的收益及市场风险因素后将会采取更加谨慎稳健的投资策略.