基于零售商销售努力的风险和模糊规避报童模型研究  

Research on risk-and ambiguity-averse behavior using a newsvendor model with retailer′s sales effort

作　　者：邓杰 王宇[3] DENG Jie;WANG Yu(School of Accountancy,Chongqing Technology and Business University,Chongqing 400067,China;School of Economics and Business Administration,Chongqing University,Chongqing 400030,China;School of Management,Chongqing University of Technology,Chongqing 400054,China)

机构地区：[1]重庆工商大学会计学院,重庆400067 [2]重庆大学经济与工商管理学院,重庆400030 [3]重庆理工大学管理学院,重庆400054

出　　处：《管理工程学报》2023年第3期118-128,共11页Journal of Industrial Engineering and Engineering Management

基　　金：教育部人文社会科学研究青年基金资助项目(19YJC630026);国家自然科学基金资助项目(71872021);重庆市教育委员会人文社会科学研究项目(19SKGH131)。

摘　　要：本文基于零售商的销售努力研究了一类风险规避与模糊规避报童问题。本文运用最坏情况条件风险值(WCVa R)方法构建了决策模型,得到了零售商订货量及努力水平的最优决策,该决策可完全退化为风险中性及模糊规避型决策,并进一步刻画了风险规避及模糊规避行为对零售商决策和利润的影响。研究发现,虽然风险容忍度越低,零售商的最优订货量越低,但是对于成长性较好的企业,决策者在WCVa R模型中的“风险”及“模糊”双重规避行为并不会导致决策过度保守,甚至在市场需求分布信息不完备的情况下,该模型比模糊中性的CVa R模型有更好的绩效表现。Due to technological and economic development,the life cycle of products is gradually shortening,and market competition is increasingly fierce.To successfully sell products,increase market demand,or expand market share,enterprises need to implement sales efforts such as advertising,discount promotions,product exhibitions,and training of sales personnel to achieve goals.However,in reality,today′s world is marked by changes unseen in a century.The complex and changeable business environment intensifies the uncertainty of market demand faced by enterprises,which leads to decision makers often wanting to avoid profit volatility(risk-averse)and eliminate the decision disturbance caused by incomplete demand distribution information(ambiguity-averse).Therefore,the sales effort and order quantity decisions under risk aversion and ambiguity aversion behavior of decision makers become critical.This paper takes the retailer in a secondary supply chain as the research object.The retailer is faced with a highly uncertain sales market,where only the mean and variance information of market demand is known.The retailer has two types of decision-making behaviors:risk and ambiguity aversion,and the retailer can increase market demand by making sales efforts.Under the premise that the wholesale price and sales price are known,the retailer must determine the optimal sales effort and order quantity before the selling season.Therefore,the main research processes of this paper are as follows:First,this paper constructs a decision-making model with the retailer′s risk aversion and ambiguity aversion behavior.The expected utility method is complex and abstract,and the mean-risk method is difficult to implement and may contradict random dominance,leading to unintuitive results.Thus,this paper takes the risk measures method to describe the risk aversion behavior of the retailer.Furthermore,the value-at-risk(VaR)criterion of the risk measures method does not have subadditivity and cannot explain the situation beyond the limit value,and

关 键 词：销售努力 风险规避 模糊规避 成长性 报童模型 

分 类 号：F272.3[经济管理—企业管理]