供应不可靠下库存定价联合决策的CVaR研究  

CVaR in Joint Inventory-Pricing Decision under Unreliable Supply

作　　者：唐志雄 刘俣豪 刘树人[1] TANG Zhi-xiong;LIU Yu-hao;LIU Shu-ren(School of Mathematics and Computational Science,Xiangtan University,Xiangtan 411105 China)

机构地区：[1]湘潭大学数学与计算科学学院,湖南湘潭411105

出　　处：《湘潭大学学报（自然科学版）》2020年第6期8-16,共9页Journal of Xiangtan University(Natural Science Edition)

基　　金：湖南省教育厅创新开放基金项目(19K093)。

摘　　要：该文研究风险规避下供应不可靠时报童模型的库存与定价联合决策问题.对于加式需求函数情形,利用CVaR风险准则得到随机生产能力下零售商的最优定价与最优订购量所满足的方程组,并进一步证明供应可靠时为其特殊情形.最后,通过算例进行数值模拟.In this paper,we study the joint decision-making problem of inventory-pricing of the newsvendor model with unreliable supply under risk aversion.For additive demand model,we use the CVaR criterion and obtain the equations for the optimal pricing and ordering quantity with stochastic capacity.Furthermore,we obtain the corresponding equations as a special case when supply is reliable.Finally,numerical examples are given.

关 键 词：库存论 供应不可靠 定价 CVAR 

分 类 号：O152.1[理学—数学]