基于定常风险的报童问题风险分析  

Risk Analysis of the Newsvendor Problem Based on Steady Risk Preference

作　　者：张艳霞[1] 赵晋[1] 霍佳震[1] 

机构地区：[1]同济大学经济与管理学院,上海200092

出　　处：《中国管理科学》2013年第S2期485-493,共9页Chinese Journal of Management Science

基　　金：同济大学中央高校基本科研业务费专项资金项目

摘　　要：本文对定常风险下具有不同风险偏好组合决策者的报童问题进行了风险分析。结合决策者在面对普通风险和投机风险时的不同心理特征,基于标准赌博构建了决策者的风险偏好组合,引入基于险度函数和价值函数的风险行动的风险度量公式。研究了报童问题的风险集表示方法,和风险值的计算方法。通过计算报童问题中决策者订货决策的风险值发现,对于具有不同风险偏好组合的决策者而言,同样订货量决策具有不同的风险值。对于高利润产品和低利润产品,在订货量相同时,高利润产品的风险值总是低于低利润产品的风险值;随着订货量的增加,风险值会增加,但是风险值的增量会先降低后升高;高利润产品的风险值最小增量总是比低利润产品的风险值最小增量小,风险值增量的变化状态在一定程度上与一项前人的实验研究结果相符合。The risk value of decision makers who have different risk preference combination in newsvendor problem in the range of steady risk preference is analyzed in this paper.Decision makers have different psychological characteristics when they face common risk and speculative risk.Based on standard gambling,risk preference combination is built.The risk measurement formula contains risk harm function and risk value function are introduced.The risk state expression of newsvendor problem is proposed,then the risk value calculation method was studied.According to the result of risk value of newsvendors,the risk values of the action for the same order quantity are different for decision makers who have different risk preference combination.For the same order quantity of high profit product and low profit product,the risk value of high profit product is always lower than that of the low profit product.As the order quantity increasing,the risk value increase,but the increment of risk value will decrease first and then increase.The minimum increment of risk value for high profit product is always less than the low profit product.The status of risk value increment to some extent is consistent with the finding of a previous experimental research.

关 键 词：报童问题 风险度量 定常风险偏好 

分 类 号：F274[经济管理—企业管理]