具超額預訂和可變定價的海運即時訂單接受決策的穩健啟發式方法

A Robust Heuristic for Real-Time Sea Cargo Order Acceptance Decision with Overbooking and Variable Pricing

本文探討定期航運中貨櫃艙位分配與訂單接受問題。在訂單取消與貨櫃未出現情況下，航商常採用超額預訂以降低收益損失。本文考慮具有預設超額預訂水準與價格差異的決策環境，當訂單請求到達時，決策者需在體積與重量容量限制下，考量未出現機率，即時作出訂單接受決策，以最大化船舶有效容量內預期總利潤。本研究以Chu與Li（2020）提出之情境模型為基礎，放寬其單一價格假設，以反映現貨市場波動。針對模型所衍生之計算複雜性，本文提出一種實用且高效的兩階段啟發式解法。模擬結果顯示，該解法具良好效能與穩健性，設計簡單、易於實作。整體而言，本文建立更貼近市場運作之訂單接受模型，並提供在不同市場條件下評估超額預訂模型穩健性之實證洞見。

This paper addresses the real-time order acceptance problem for container slot allocation, a critical issue in liner shipping where overbooking is employed to mitigate losses from cancellations and no-shows. We investigate a setting characterized by a predetermined overbooking quantity and heterogeneous pricing, in which a decisionmaker must make real-time acceptance decisions on incoming booking requests, subject to volume and weight constraints and accounting for no-show probabilities. The objective is to maximize the total expected profit within the vessel’s capacity. Building on the scenario-based model of Chu and Li (2020), we extend their work by relaxing the restrictive assumption of single-price bookings to accommodate realistic price fluctuations in the spot market. To solve this complex problem, we develop a practical and efficient two-phase heuristic based on a scenario-based approach. Extensive simulation results demonstrate the effectiveness and robustness of the proposed heuristic across a wide range of parameter settings, cargo weight distributions, and profit distributions. The heuristic’s simple design and ease of implementation make it a practical tool for decision-makers and provide a foundation for future research on more complex multi-period and multi-leg maritime logistics problems. By relaxing the single-price assumption, our findings contribute to a more realistic modeling of order acceptance and offer valuable insights into the robustness of overbooking models under varying market conditions.