Pricing in a Chaotic World

How many times have you and your company,revising prices on a quarterly basis may produce the
debated and fought over the potential outcomes ofsame disruption and disorientation as would revisions
a particular pricing strategy, only to have seeminglyon a monthly or weekly basis. You could then focus
random, unpredictable factors rear their ugly heads?planning on other factors such as brand investment,
How many analytical tools have you used: gameefficient use of resources and so on. The idea is that
theory, forecasting, market research, decision-treeyou should expect ranges of control parameter
analyses,... only to realize that none of these was ablevalues where the system behavior is relatively
to help predict much beyond the next quarter or less.consistent; but you should also note parameter
Welcome to our wonderful world of chaos!ranges where small adjustments produce drastic
So what is happening? Just as in the movie, Jurassicchanges in response. If you were an IC manufacturer
Park, industries evolve in a very dynamic way givenwith facilities to improve efficiencies more quickly
complex interactions. As in nature, very smallthan your competitors, you may want to introduce
disturbances can lead to significantly differentsmall but frequent, price changes to disrupt the
outcomes- a reflection of a chaotic system.market and drive competitors out that cannot follow
Briefly, chaos theory considers nonlinear systems. Inthe efficiencies and maintain margins.
a linear system, if I do A then I know that B willPREDICTABILITY
happen and C will happen as a result of this. But,HOW DOES chaos theory explain, reduce or increase
according to chaos theory, a number of variables willpredictability?
change what happens between A and B and thenIn the near-term chaos can be used to uncover
between B and C. Again, as in Jurassic Park, apatterns and sub patterns that are not apparent and
butterfly may flap its wings and its rains in Centralthis information can be used to project the behavior
Park.of an industry that has irregular dynamics. Chaos
There are a few points to be aware of whenanalysts have been able to tease out competitors
thinking about the impact of chaos on pricing:pricing activities by using techniques that allow them
There are deterministic relationships between theto find information embedded within a mass of
participants in a chaotic system but only patternedbackground noise ( the economy, stock market
outcomes and not predictable, outcomes result. Influctuations, commodity prices, etc) over the short
the business world, outcomes reflect very complexterm. In addition, using chaos theory, pricing
underlying relationships that include the interaction ofdecision-makers have been able to estimate how long
several potentially chaotic systems; crop prices forthe projections may be useful.
example, are influenced by the interaction ofOver the longer term, while the paths of individual
economic and weather systems. While, chaos theorychaotic trajectories cannot be predicted accurately
provides guidance on crop price cycle patterns, itfor very long, knowledge of the system attractors
says that it's basically impossible to predict exactlyprovides useful information about the long-term
the size of the fluctuations or their timing.trends in system/industry behavior. In chaos theory,
Chaos theory, however, does say that prices willthe 'strange attractor' plays an organizing role, as the
vary between particular boundaries.order or pattern at the heart of what appears to be
In chaotic systems, small disturbances multiply overchaos. For example, if you're packing to go to
time because of nonlinear relationships and theMinneapolis in January, you'll pack very differently
dynamic, repetitive nature of chaotic systems. As athan if you were going to Miami, without any current
result, such systems are extremely sensitive to initialweather information. So, in Minneapolis the basic
conditions. For example, Dell's mail order strategyattractor is such that the temperatures trend to a
forced other companies to reduce their prices andpoint that will be below freezing. You would have
reexamine their traditional high-cost sales and servicemade your packing decisions based on some
channels.knowledge of the system trends. One major
While you might think that by obtaining better modelsproducer of surfactants in Europe, knowing that
and a more accurate specification of startingmarket dynamics were such that an industry
conditions, better forecasts would result. Chaosattractor was leading to rapid price declines, used
theory suggests that the payoff from developingthat knowledge to offer 10% discounts upfront for
more accurate models may be small. Oil companiesthe signing of one-year contracts. At the end of the
recognize this and have developed pricing modelsyear, other competitors were facing 50% lower
that take into account the numerous factors thatprices.
could influence prices at the pump- making ongoingCONTROLLING CHAOS
adjustments to prices.Chaos theory helps first, by recognizing that an
In contrast to game theoretic models that predictattractor can help understand and manipulate the
equilibrium outcomes, chaotic systems do not reach aindustry or system since the attractor gives form
stable equilibrium. They never pass through the sameand structure to behavior that we might otherwise
state more than once. The implication is thatdismiss as random. Second, if you can find an
industries do not settle down and any apparentattractor for an industry (system), then any
stability for example, in pricing, is likely to bedisturbances to the current state will still render its
short-lived.particular evolution unpredictable (think of a swinging
A chaotic system constantly changes based on thetire). But any, transient behavior eventually dies out,
feedback that results from the actions of players inand the global system behavior trends are
the systemunchanged. Third, there is some hope of predicting
Chaotic behavior can take place on an attractor, inbasins of attraction, so that in initiating pricing moves,
which case, a large set of initial conditions will lead toyou can set up initial conditions so that the systems
convergence towards a particular pattern of behavior.evolves under its own dynamics towards the trends
USING CHAOS THEORY IN PRICING STRATEGYof the attractor that you want. For example, if you
Use Of Feedbackwere the lowest cost producer in a price sensitive
The results of chaos theory help us know whatmarket with a large number of aggressive
transitions to expect when we add feedback to acompetitors, by taking a small decrease in price you
system and suggest ways to adjust feedback.would likely initiate a price war. The attractor,
For example, suppose that you observe a change inindustry movement towards the lowest price, would
your competitor's behavior based on how often youultimately favor you, as the lowest cost producer.
change your prices. Normally, your competitor mayKEY LEARNINGS
not change prices when you make no price changes;By thinking about your industry as a chaotic system,
but, if you have adjusted your prices, the competitoryou need to be aware of the extent to which
responds by changing prices on some key products.uncertainties can disrupt the industry and dramatic
Should you double your rate of price changes tochange can occur unexpectedly- so flexibility and
twice a year, your competitor may then changeadaptiveness in pricing are necessary
prices on all products. You have cut the timeAs a result, you need to identify the key metrics
difference between significant events in half andthat will provide you with sufficiently fast feedback
observe a transition in the system. While it is notso that the chaos does not get to the extreme
clear exactly how you can predict the next transitionboundaries that chaotic systems can reach.
in competitive behavior by decreasing the timeBy testing and understanding the dynamics of a
between price changes, you should at least be alertchaotic system, you can mitigate the potential
that the next transition in this system could occurdownside of a chaotic industry.
only if we increase the frequency of price changesMost importantly, Chaos can be controlled. Chaos
by a small amount. Such an understanding of thetheory demonstrates that a chaotic system,
chaotic dynamics should help you understand andpreviously thought of as random, can be influenced
control your own response, selected from a flexibleso that it becomes stable. Small changes can make
range of options, given the likely transitions testedbig differences. There are three techniques for doing
when the system control parameters were tested.this, described above.
Another key use of feedback being introduced into aRegular periodic disturbances can be introduced into
system so as to create chaos is the relative timingthe system so that the system responds in a
of an incursion on a competitive decision cycle (itmanner that will see it evolve into the longer term
may even be more important than the magnitude oftrends that you may want based on an attractor
the incursion). Many successful strategies hinge ondescribing the longer-term recurrent behavior that
"getting inside the decision cycle" of the competitor.you want in an industry.
The idea is to take some pricing action and thenReal-time measurements of the system output to
move with such agility as to make a subsequentdetermine how far to adjust the selected control
move before the competitor has time to orient,parameter ( think of keeping a yardstick balanced on
observe, decide and act (OODA, to use a militarythe palm of your hand; by moving your hand a bit,
term) in response to your first pricing move. Chaosyou keep the yardstick balanced). While this requires
theory offers an important new insight into this basica constant feedback loop, a stable output is reached
strategy: we should expect ranges of differentintentionally, and not in a "hit and miss manner".
responses depending on how tightly we approach theExtensive calculations can be developed to
duration of the OODA loop. That is, to outpace theapproximate the dynamics of the system's attractor.
competitor that may operate on a semi-annual basis,