Wolf Ketter's Publications

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Product Pricing in TAC SCM using Adaptive Real-Time Probability of Acceptance Estimations based on Economic Regimes

Alexander Hogenboom, Wolfgang Ketter, Jan van Dalen, Uzay Kaymak, John Collins, and Alok Gupta. Product Pricing in TAC SCM using Adaptive Real-Time Probability of Acceptance Estimations based on Economic Regimes. In Workshop: Trading Agent Design and Analysis (TADA) at Twenty-First International Joint Conference on Artificial Intelligence (IJCAI 2009), pp. 15–24, July 2009.

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Abstract

Dynamic product pricing is a vital, yet non-trivial task in complex supply chains - especially in case of limited visibility of the market environment. We propose to differentiate product pricing strategies using economic regimes. In our approach, we use economic regimes (characterizing market conditions) and error terms (accounting for customer feedback) to dynamically model the relation between available data and parameters of double-bounded log-logistic distributions assumed to be underlying daily offer prices. Given the parametric estimations of these price distributions, we then estimate offer acceptance probabilities using a closed-form mathematical expression, which is used to determine the price yielding a desired quota. The approach is implemented in the MinneTAC trading agent and tested against a price-following product pricing method in the TAC SCM game. Performance significantly improves. More customer orders are obtained against higher prices and profits more than double.

BibTeX

@inproceedings{AHogenboom09TADA,
  author =       {Alexander Hogenboom and Wolfgang Ketter and Jan van Dalen and Uzay Kaymak and John Collins and Alok Gupta},
  title =        {{Product Pricing in TAC SCM using Adaptive Real-Time Probability of Acceptance Estimations based on Economic Regimes}},
  booktitle =    {{Workshop: Trading Agent Design and Analysis (TADA) at Twenty-First International Joint Conference on Artificial Intelligence (IJCAI 2009)}},
  year =         {2009},
  pages =        {15--24},
  month =        {July},
  abstract =     {{Dynamic product pricing is a vital, yet non-trivial task in
  complex supply chains - especially in case of limited visibility of the
  market environment. We propose to differentiate product pricing strategies
  using economic regimes. In our approach, we use economic regimes
  (characterizing market conditions) and error terms (accounting for customer
  feedback) to dynamically model the relation between available data and
  parameters of double-bounded log-logistic distributions assumed to be
  underlying daily offer prices. Given the parametric estimations of these
  price distributions, we then estimate offer acceptance probabilities using a
  closed-form mathematical expression, which is used to determine the price
  yielding a desired quota. The approach is implemented in the MinneTAC trading
  agent and tested against a price-following product pricing method in the TAC
  SCM game. Performance significantly improves. More customer orders are
  obtained against higher prices and profits more than double.}},
  bib2html_pubtype = {Refereed Workshop/Symposium},
  bib2html_rescat = {Trading Agents: Supply-Chain Management},
}

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