风险补偿分析框架下的占线批量订货策略设计  

On-line batch order strategies designs in risk-reward frameworks

作　　者：丁黎黎[1,2] 张波[1] 刘新民[1] 

机构地区：[1]山东科技大学经济管理学院,青岛266590 [2]中国海洋大学海洋环境学院,青岛266003

出　　处：《系统工程理论与实践》2016年第5期1261-1267,共7页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(71471105;71371111);教育部人文社科规划项目(14YJA630007)~~

摘　　要：研究一类采购价格未知情形下的占线批量订货问题.论文扩展了以往研究中关于订货人的风险规避假设,给出了订货人具有风险偏好特征下的批量订货策略设计.首先针对订货人不同的预期情境,构建了两种风险补偿分析框架,以辅助多种风险偏好类型订货人的决策.尔后在两种不同框架下,基于订货人的风险忍耐度和不同预期设计了多种占线批量订货策略.最后,借助算例更清晰地阐述不同风险忍耐度,预期与批量订货策略的关系.为不确定信息情境下的库存管理问题提供一种新的解决思路,以期丰富现有的库存管理理论.The paper studies a class of online batch ordering problems without knowing purchasing price. It extends the risk aversion hypothesis about the decision-maker in the previous studies and give the batch order policy based on the risk preference. Firstly, the paper builds two risk-reward frameworks about different expectations to help making decision. Furthermore, several on-line batch order strategies based on the risk tolerance and different expectations are designed. Finally, it states the relationship between different risk tolerances, expectations and the batch order policies by the numerical examples. It hopes to provide a new method to solve inventory problems with incomplete information and enrich the present inventory theories.

关 键 词：占线批量订货策略 经济订货批量 风险补偿 

分 类 号：C935[经济管理—管理学]