考虑均值—方差多目标决策的报童模型研究  

Newsvendor's Mean-variance Multi-objective Decision-making Problem

作　　者：乔虹[1] 

机构地区：[1]黄淮学院经济管理系,河南驻马店463000

出　　处：《经济问题》2009年第7期63-65,共3页On Economic Problems

摘　　要：考虑到传统报童模型忽视了对风险的关注,引入了方差来度量报童面临的风险,从而将报童的期望利润最大化的单目标决策问题扩展为均值-方差多目标决策问题。首先利用绝对最优解和有效解的概念分析了多目标决策问题的相关性质,然后利用加权法将其转化为单目标决策问题进行求解,最后通过数值实验研究了权系数和需求波动对报童最优订货量的影响。Considering little concentration on risk in classic newsvendor model, this paper introduces variance to measure the risk facing by the newsvendor. So we transform the original single - objective decision - making problem of maximize expect profit into a multi - objective decision - making problem. After discussed several properties of this problem, we use weighting method to change its two objectives into a single objective. Finally by numerical experiment we analyze the effects of weight factor and demand fluctuation on newsvendor＇s optimal ordering quantity.

关 键 词：报童模型 均值-方差分析 多目标决策 

分 类 号：F270.7[经济管理—企业管理]