基于风险分析的排队博弈理论及应用

Game-theoretic equilibrium analysis of various queueing models from the view of economics is an active research topic in the field of queueing theory and OR/MS, and it has lots of important applications in practical operations and service management problems. Quite different from the risk-neutral assumption in the game-theoretic queueing literature, we will investigate in this proposal the risk analysis of queueing-game models with risk sensitive customers from several viewpoints, including waiting time mean-variance method, perceived-value pricing method, and prospect theory, aim to give a systemic study of such risk-oriented theory for queueing-game models with risk sensitive customers under various information levels of the system. With different risk attitudes and utility functions, we will model different risk sensitive customers’ behavior beyond the risk-neutral assumption. The equilibrium and socially optimal strategies of these customers will be analyzed and the optimal pricing issue will be also studied. There is very few domestic studies of this work and we did not find any research related to risk analysis of queueing-game models with risk sensitive customers even internationally. Therefore, it is very meaningful to propose and study this work both in the theory of queueing-game models and in its practice.

基于博弈论的排队系统经济学分析是当前排队论和运筹管理领域的一个研究热点，已经在许多运营服务系统中得到了重要应用。本项目拟从风险分析的角度研究具有风险敏感顾客的排队博弈模型，区别于文献中顾客为风险中立的假设，利用不同方法包括基于等待时间均值-方差分析方法、基于认知价值定价法、基于前景理论风险分析方法，研究风险敏感顾客在不同信息条件下非风险中立假设情况时的风险排队博弈模型。项目旨在给出不同风险偏好条件下排队系统的Nash均衡解、社会最优解及优化定价策略。国内此方面的研究工作很少，尚未见到从风险分析角度出发的有关研究，国际上相关研究也寥寥无几，因此，本项目无论是对排队博弈理论还是其应用实践方面，都是很有意义的一项研究。

基于博弈论的排队系统经济学分析是当前排队论和运筹管理领域的一个研究热点，已经在许多运营服务系统中得到了重要应用。本项目拟从风险分析的角度研究具有风险敏感顾客的排队博弈模型，区别于文献中顾客为风险中立的假设，利用不同方法包括基于等待时间均值-方差分析方法、基于认知价值定价法、基于前景理论风险分析方法，研究风险敏感顾客在不同信息条件下非风险中立假设情况时的风险排队博弈模型。项目旨在给出不同风险偏好条件下排队系统的Nash均衡解、社会最优解及优化定价策略。国内此方面的研究工作很少，尚未见到从风险分析角度出发的有关研究，国际上相关研究也寥寥无几，因此，本项目无论是对排队博弈理论还是其应用实践方面，都是很有意义的一项研究。