零售商过度自信的库存决策研究

发布时间：2018-10-08 12:37

【摘要】：传统供应链库存决策是基于“理性经济人”假设之上的，但随着产业链的快速推进，供应链管理领域出现了新的变化，实证研究表明不确定条件下人们实际的决策系统性地偏离“理性经济人”的假设。为了解决这一问题，，只有从决策人本身的行为和心理认知的角度着手去研究他们的决策才能更好地指导实践。实证研究发现库存决策者往往存在非理性的订货倾向，过度自信作为一种典型的非理性行为，在生活的各个领域都普遍存在，并且很多决策者并不能意识到自己具有过度自信的倾向，决策者对已获取的信息的认知常常会受到过度自信的影响，进而做出的决策会给自己和供应链其他成员的利润产生影响。本文将已有的过度自信相关理论与供应链库存决策结合起来，着重研究零售商过度自信非理性行为下的库存决策问题。本文首先在经典的报童模型的基础上，考虑报童的过度自信行为，建立了过度自信的报童决策模型，求解得出了报童过度自信时的最优订货量和他理性时的最优订货量之间的关系式，并对他的库存决策偏差的变化规律进行了探讨，求证得出了报童过度自信时的信念期望利润是他理性时最优利润的函数，并且总是不比报童理性时的最优利润低，从理论上给出了报童过度自信时会依据他自己对需求的理解来订货决策的原因。随后从过度自信的报童模型扩展到两个零售商的产量竞争模型，分析了过度自信水平对各零售商最优订货量和期望利润的影响，研究发现在Stackelberg产量竞争中，无论是理性零售商处于主导地位还是过度自信的零售商处于主导地位，过度自信的零售商都会倾向于多订货并获得比他在理性时更多的利润以此在竞争中处于优势地位，这与过度自信的报童模型对比说明了过度自信本身并不一定都会带来负面的效应，研究同时还发现过度自信并不会影响到Stackelberg博弈竞争中决策者的先动优势。
[Abstract]:The traditional inventory decision of supply chain is based on the hypothesis of "rational economic man", but with the rapid development of industrial chain, new changes have appeared in the field of supply chain management. Empirical studies show that people's actual decisions systematically deviate from the hypothesis of "rational economic man" under uncertain conditions. In order to solve this problem, only from the perspective of the decision makers' own behavior and psychological cognition, can they better guide the practice. Empirical research shows that inventory decision-makers tend to have irrational ordering tendency. As a typical irrational behavior, overconfidence is prevalent in every field of life. And many decision makers are not aware of their tendency to overconfidence, and their perception of the information they have acquired is often influenced by overconfidence. Decisions that are then made will have an impact on the profits of themselves and other members of the supply chain. In this paper, the existing overconfidence theory is combined with the inventory decision in the supply chain, and the inventory decision problem of the retailer under the irrational behavior of overconfidence is studied. In this paper, based on the classical newsboy model, the overconfident behavior of the newsboy is considered, and the decision model of the overconfident newsboy is established. The relationship between the optimal order quantity when the newsboy is overconfident and the optimal order quantity when he is rational is obtained, and the variation law of his inventory decision deviation is discussed. It is proved that the belief that a newsboy is overconfident is a function of his rational optimal profit, and it is always not lower than the best profit of a newsboy when he is rational. In theory, the reason why a newsboy makes an order based on his own understanding of demand when he is overconfident is given. Then from the overconfident newsboy model to the production competition model of two retailers, this paper analyzes the influence of overconfidence level on the optimal order quantity and expected profit of each retailer, and finds out that in the competition of Stackelberg production, the influence of overconfidence level on the optimal order quantity and expected profit of each retailer is analyzed. Whether the rational retailer is in the dominant position or the overconfident retailer is in the dominant position, the overconfident retailer will tend to place more orders and gain more profits than the rational retailer in order to gain an advantage in the competition. The comparison with the newsboy model of overconfidence shows that overconfidence itself does not always bring negative effects. It is also found that overconfidence does not affect the first-mover advantage of decision makers in Stackelberg game competition.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274

【共引文献】