考虑决策风险和参数时变性的报童模型  

Newsboy Problem Model Based on Decision Risk and Time-based Parameter

作　　者：张芮[1] 

机构地区：[1]重庆大学数学与统计学院,重庆401331

出　　处：《山西大学学报（自然科学版）》2012年第3期483-486,共4页Journal of Shanxi University(Natural Science Edition)

基　　金：重庆大学研究生创新基金(CDJXS10100030);重庆大学"211工程"三期创新人才培养计划建设项目(S-09110)

摘　　要：由经济学理论可以知道价格是影响需求的一个非常重要的因素.如果将需求、价格与时间结合起来进行研究了解三者之间的关系将有利于企业作出更为科学的决策.论文在零售商是风险厌恶型的情况下建立了批发价和需求量方差两个参数随时间变化的报童问题模型,并用数值方法求解.通过数值计算发现,零售商越是提前订货,则订货量越大,收益也越大.Based on the economics theory,the price is a very importants factor that affect the demand.If the demand,price and time together are studied togethe,understanding the relationship of them will help enterprises to made a more sciencific decision.Consider the retailers are risk aversion,and the mathematics model of newsboy problem with time-based wholesale price and time-based variance of demand is analyzed.Moreover,the optimal ordering time and ordering quantity are got by numerical methods.Through the numerical instance,the retailer orders more in advance,the larger the order,the greater the income.

关 键 词：CVAR 参数时变 报童问题 

分 类 号：O211[理学—概率论与数理统计]