报童投资组合模型中的批发价契约设计  

Wholesale Price Contract Design in Newsboy Portfolio Model

作　　者：徐绪松[1] 翁鸣[1] 

机构地区：[1]武汉大学经济与管理学院,武汉430072

出　　处：《技术经济》2008年第9期38-43,共6页Journal of Technology Economics

基　　金：国家自然科学基金资助项目(70771083)

摘　　要：当风险规避型报童的订货资金有限,却有多种产品可供订购时,供应商需要设计恰当的契约,以引导报童的订货行为,实现最大化自身收益的目的。针对上述问题,本文运用投资组合理论处理报童的决策问题;在此基础上建立了供应商与报童之间的博弈模型,设计了求解最优批发价契约的算法;通过数值算例,说明了最优契约的求解过程。结果表明,与未经优化而随机选择的契约相比,基于该算法求得的契约显著提升了供应商的期望收益。The supplier has to design an appropriate contract to coordinate the risk-averse newsboy＇s ordering actions when he provides multi- product for ordering,so that his own revenue can be maximized. In order to solve this problem,the portfolio theory is used to support the newsboy＇s decision making,and a game theoretic model is developed to describe the game between the supplier and the newsboy. An algorithm is presented to get the optimal wholesale price contract. The numerical example shows the procedure of seeking the optimal contract. The result also shows that, compared with the stochastically selected contracts, the optimal contract leads to the remarkable improvement in the supplier＇s expected revenue.

关 键 词：报童模型 投资组合 风险规避 多产品订购 批发价契约 

分 类 号：F224[经济管理—国民经济]