基于预期理论的报童模型及敏感性分析  

Newsvendor model under prospect theory and sensitivity analysis

作　　者：邓天虎[1] 黄四民[1] 

机构地区：[1]清华大学工业工程系,北京100084

出　　处：《管理评论》2009年第6期108-112,共5页Management Review

基　　金：国家自然科学基金项目(70601031)

摘　　要：传统的报童模型关注的是确定最佳的订货数量从而使报童的期望收益最大。然而现实世界中并非所有的决策者都是完全理性的。本文重点讨论了基于预期理论的报童问题解的存在性和唯一性,并给出了一种数值解法。此外,文章还探讨了预期理论下报童问题对于决策者参数的敏感性。计算发现,报童订货量对参数比较敏感,说明了通过实验的方法来准确的获得决策者效用函数的参数对于解释决策者决策行为所具有的深远意义。Traditional Newsboy model focuses on determining the optimal order quantity so that expected earnings or revenues will be maximized. However, in the real world, not all the decision makers are rational or decision-neutral. In this paper, we first prove that there exists only one solution for newsvendor model under prospect theory. Then, we illustrate how to calculate such solution. By numerical examples, we also find the influence of parameters of the decision maker＇s utility on his choice is significant. Therefore, further researches on the value of an individual＇s parameters are meaningful and important.

关 键 词：报童模型 预期理论 敏感性分析 

分 类 号：G215-F[文化科学—新闻学]