考虑收益波动性的风险厌恶型报童问题  

Study on Risk Aversive Newsboy Problem Considering Earnings Fluctuation

作　　者：田志勇[1] 周丽[1] 袁瑞萍[1] 

机构地区：[1]北京物资学院信息学院,北京101149

出　　处：《物流技术》2017年第7期66-71,91,共7页Logistics Technology

基　　金：国家自然科学基金资助项目(71501015);北京智能物流系统协同创新中心;智能物流系统北京市重点实验室(BZ0211)

摘　　要：将报童收益波动性融入目标函数,以价格和库存量作为决策变量,针对单期、加法形式的随机需求函数和风险厌恶型报童建立模型。分别利用顺序优化和同时优化的方法对模型进行研究,分析了模型最优解与风险系数和剩余库存处理单价等参数的关系,利用弹性概念描述了模型最优解存在的条件及实际意义。研究表明两种方法的最优解具有相同的性质—价格和库存量都是风险系数的减函数、是剩余库存处理单价的增函数。关于最优解存在条件,同时优化的局部最优解要求最为宽松,全局最优解要求最严格,而顺序优化最优解的要求则介于两者之间。这些研究结论为企业辨析决策环境、进行有效决策提供了有益的参考。In this paper, targeting at the fluctuation of the newsboy earnings, we built the risk aversive newsboy model with single- phased additive stochastic demand function and price and inventory as the decision-making variables. We analyzed the model respectively through sequential optimization and simultaneous optimization, investigated the relationship between the optimal solution of the model and such parameters as risk coefficient and disposal unit price of the residual inventory, etc., and used the concept of elasticity to describe the condition of existence and practical significance of the optimal solution of the model. Through the analysis, we found that the optimal solutions yielded by both methods were of the same nature, in that both the price and the inventory quantity were decreasing function to the risk coefficient and incr~~asing function to the disposal unit price of the residual inventory. As for the condition of existence of the optimal solution, the local optimal solution through simultaneous optimization was the least stringent in prerequisite, followed by the optimal solution through sequential optimization, and further followed by the global optimal solution through simultaneous optimization.

关 键 词：报童模型 收益波动性 风险厌恶型 弹性 

分 类 号：F224.0[经济管理—国民经济]