中文摘要：

以著名逆向拍卖网站Priceline为背景，研究买方定价和卖方定价下的收益管理问题，假定顾客到达是一任意的更新过程，决策时刻为顾客到达时刻，所以决策是离散时间的，建立了两种定价方式下的马氏决策过程模型，获得了最优策略的表达式．在传统收益管理问题中，通常是卖方定价、连续时间决策、同时需要假定顾客到达是一Poisson过程，对于买方定价，文中证明了，卖方是否知道到达顾客的报价信息不影响他的收益；同时，随着剩余物品数的增加，卖方的期望收益递增，而边际收益递减，最优价格（或报价）递减，文中讨论两种定价方式下卖方的期望收益之间的关系．考虑了顾客需求是多重的情形，最后，数值分析表明文中所得的结论是成立的。

英文摘要：

Based on the reverse auction website--Priceline, we study revenue management problems with both customer-pricing and seller-pricing. Here, a seller wants to sell a given amount of items during a fixed period, and customers arrive according to an arbitrary renewal process. Markov decision process models are presented and expressions for the optimal policies are obtained. These problems differ from the traditional revenue management problems where （1） the seller continuously sets a price, and （2） customers arrive according to a Poisson process. It is shown for the customer-pricing that there is no impact on the seller whether or not he knows the customers＇ private information, that the optimal policy is monotone in the remaining items, and that the optimal value is a concave function of the remaining items. Also, the expected revenues of the seller in the two pricing cases are compared and the models and the results are generalized to the multiple demand case. Finally, the models and the results are illustrated by numerical analyses.