CVaR准则下季节性产品市场运作策略  

On the Optimal Marketing Strategy for Seasonal Products under the CVaR Criterion

作　　者：李绩才[1,2] 周永务[2] 肖旦[2] 刘哲睿[2] 

机构地区：[1]浙江师范大学行知学院,浙江金华321004 [2]华南理工大学工商管理学院,广东广州510641

出　　处：《工业工程》2012年第5期8-14,共7页Industrial Engineering Journal

基　　金：国家自然科学基金资助项目(70971041;71131003);浙江省自然科学基金资助项目(Y6110095);广东省自然科学基金资助项目(10151064101000003);教育部人文社科基金资助项目(10YJC630277);浙江师范大学青年基金资助项目(KJ20100026)

摘　　要：研究了风险规避型零售商在面对季节性产品随机市场需求受销售价格和广告费用共同影响时的最优运作策略。通过乘法需求形式将销售价格、广告费用对需求的影响引入报童问题中,以CVaR作为风险度量准则,建立了风险规避型零售商销售价格、广告费用及订货量联合决策的随机模型;并进一步揭示了零售商的风险规避程度对其最优运作策略的影响;通过数值实例对模型的求解过程和理论结果进行了验证分析。研究结果为季节性产品零售商市场运作策略的制定提供了一定的参考。The traditional Newsvendor problem is based upon risk neutrality with an objective of maximi- zing the expected profit or minimizing the expected cost. However, the demands of a seasonal product are random and dependent on selling price and advertising cost. With the effect of selling price and advertising cost considered, a Newsvendor model with Conditional Value-at-Risk （CVaR） criterion as objective is de- rived. Based on this model, an optimal marketing strategy is found and the effect of risk aversion on the optimal strategy is analyzed. Examples are used to show the application of the proposed method and the managerial insights. The results are useful for retailers who sell seasonal products.

关 键 词：报童模型 条件风险值(CVaR) 市场销售 

分 类 号：O227[理学—运筹学与控制论]