资金和风险约束下的多产品报童模型最优解的研究  

The Study of the Optimal Solution of Multi-product Newsvendor in the Constraints of Funding and Risk

作　　者：谷水亮[1,2] 鞠彦兵[3] 

机构地区：[1]成都理工大学核自学院,成都610054 [2]电子科技大学经济管理学院,成都610059 [3]北京理工大学管理学院,北京10081

出　　处：《软科学》2012年第3期129-133,共5页Soft Science

基　　金：国家自然科学基金资助项目(70972007/G0212);四川省教育厅科技基金资助项目(09ZC028);成都理工大学青年基金资助项目(2009QJ13)

摘　　要：通过考虑近年来比较热门的多产品报童问题。以资金约束为第一约束,风险约束为第二约束,从而构成四种组合。在风险的刻画上,采用半方差来衡量;在资金约束的限制下,采用两种启发式算法来简化运算,通过实现费用函数的最小化来寻求满足约束条件的最优订购量。最后对文中叙述的结论加以数值分析。This paper concentrates on multi-product newsvendor which is popular recently.It considers the funding constraint as the first constraint and the risk as the second constraint to form four situations.Considering risk,it uses semivariance to measure.In the capital constraints,two heuristic algorithms simplify operations.Through minimizing the cost function,the optimal order is realized in the constraint condition.Finally numerical analysis of the conclusion before provides guidance for further application.

关 键 词：多产品报童问题 资金约束 风险规避 启发式算法 

分 类 号：F253.4[经济管理—国民经济]