基于悲观和乐观偏差的行为报贩问题的研究

发布时间：2018-03-22 00:30

本文选题：报贩问题　切入点：悲观和乐观偏差　出处：《厦门大学》2012年博士论文　论文类型：学位论文

【摘要】：有效管理库存一直以来都是运筹学和管理学研究主要议题,也是整个供应链有效运行的重要环节。面对快速变化的随机需求,每个制造企业如何决定自己的最优产量?每个零售企业如何决定自己的最优库存量?一些重要的服务业如何设计最优的运作空间?这些都是世界上各大企业所面对的共同难题。而作为对这类问题研究的理论基石,经典的报贩模型由于其结构简单,并能够刻画大量现实中商业和生产运作模式,从而具有广泛的应用前景,因此长期以来都是学者和管理者强烈关注的焦点。近30年来,在随机环境下,基于期望效用理论的传统经济和金融理论由于无法解释现实世界中一些异象,因而受到越来越多学者的质疑,一些学者通过把人类的行为因素纳入到决策模型中发展了行为经济学和行为金融学。目前,这一领域是经济学和金融学研究最为热点的主题.管理决策同所有经济和金融决策一样,都是同人类行为有着密不可分的关系。因而,近10年来,也有少数学者试图把行为经济学和金融学的理论引入到管理学的研究之中,提出了行为运作管理的思想。相对于行为经济学和行为金融学的发展,行为运作管理(BOM)仍然是一个刚刚起步领域.此外,在有关行为报贩模型的研究中,现有文献大多数考虑报贩的风险厌恶、损失厌恶、缺货厌恶、有限理性和过度自信等行为偏差。最近,大量的实验证据表明,情绪在人们的决策过程中具有重要的影响,来自心理学的研究表明悲观总是和人类的一切消极情绪密切相关,而乐观总是一切积极情绪密不可分。因此,悲观和乐观偏差在人类决策过程中扮演着重要角色.所以,无论从学术还是从实践的角度来考虑,研究悲观和乐观偏差对于报贩决策行为有怎样的影响是一个很有价值的研究问题。在这样的动机下,本文从悲观和乐观偏差的视角下对经典的报贩模型进行讨论,进行了以下三方面的研究： 1.研究了悲观乐观偏差对于报贩订购行为的影响,并同期望效用和风险中性框架下的结果进行了比较。证明了悲观预期效用报贩的订购量小于风险厌恶的期望效用和风险中性报贩的订购量,这说明概率相关的风险态度对供应链的效率造成更大的损失,对于乐观的报贩在适当条件下有相反的结果,因此悲观和乐观偏差加剧了供应链的不稳定性。通过构造例子说明Schweitzer和Cachon(2000)实验的“中心聚集效应”在AU框架下能够给予合理的解释。不同于现有的比较静态文献,考察了随机需求期望和方差的改变对于悲观和乐观报贩决策行为的影响。 2.研究了价格相关需求环境的报贩问题。在乘和加需求模型下讨论了悲观和乐观报贩的定价订购决策.在乘需求模型和适当的条件下,证明了悲观预期效用报贩制定的价格高于相应的对偶效用报贩和风险中性报贩,而订购量小于后面两者；乐观报贩的的最优价格小于对应的对偶效用报贩和风险中性报贩,而订购量大于后面两者。在加需求模型下,悲观预期效用报贩的最优价格小于对应的对偶效用和风险中性报贩的最优价格,但无法确定三者之间最优订购量之间的关系:乐观报贩有相反的定价行为. 3.研究了悲观和乐观偏差对于资本限制报贩决策问题的影响。考察了悲观和乐观偏差对于报贩订购和借贷行为的影响,以及悲观和乐观偏差对于银行利润和设定贷款上限决策的影响.证明了悲观(乐观)的报贩和银行的均衡订购量少于(大于)二者都是风险中性情形下的对应数量.而悲观(乐观)的银行设定的贷款上限总是小于(大于)风险中性银行所设定贷款上限,从而降低(增加)了报贩由于借贷而可能破产的概率.
[Abstract]:Effective inventory management has been operational research and management research major issues, but also an important part of the whole supply chain effectiveness. Facing stochastic demand of rapid change, how to determine the optimal yield of each manufacturing enterprises own? How to determine the optimal inventory of each of their retail enterprises? How important the optimal design of the operation of service industry space? These are common problems faced by the enterprises in the world. And as a theoretical foundation for the research of these questions, the classical newsvendor model because of its simple structure, and can depict large real-life business and production operation mode, which has a wide application prospect, it has long been the focus of scholars and management strong concern.
In the past 30 years, in the random environment, the expected utility theory of traditional economic and financial theory based on unable to explain some anomalies in the real world, thus being questioned by more and more scholars, some scholars through the human behavioral factors into the decision-making model of the financial development of behavioral economics and behavioral science. At present, in this field the studies of economics and finance is the most hot topic. Management decision with all economic and financial decision-making, is a human behavior has a close relationship. Therefore, in the past 10 years, a few scholars tried to put the theory of behavioral economics and finance into the management of the study, put forward the behavior operation management thought. Comparing with the development of behavioral economics and behavioral finance, behavioral operations management (BOM) is still a fledgling field. In addition, the relevant behavior model of newspaper vendors In the study, most of the existing literature or consider risk aversion, loss aversion, stock aversion, limited rationality and overconfidence behavior. Recently, considerable experimental evidence suggests that emotions have important influence in the decision-making process of people's psychology, from the research shows that pessimism is always closely related and all the negative emotions of human. All the positive emotions and optimism is always inseparable. Therefore, the pessimistic and optimistic bias plays an important role in human decision-making process. Therefore, whether from the academic or from the practical perspective, research the pessimistic and optimistic bias for vendor decision-making behavior has what kind of impact is a very valuable research issue.
Under this motivation, this article from the pessimistic and optimistic bias from the perspective of the classical newsvendor model are discussed, we study the following three aspects:
1. of the pessimistic optimistic bias for or ordering behavior, and same expected utility and risk neutral framework were compared to the results. It is proved that the expected utility or pessimistic ordering of expected utility and risk neutral or risk aversion is less than the order quantity, the probability of risk attitude related to supply chain efficiency caused by a greater loss for optimism or have the opposite result under appropriate conditions, so pessimistic and optimistic bias exacerbated the supply chain stability. By constructing examples of Schweitzer and Cachon (2000) the "central gathering effect" under the framework of AU can give a reasonable explanation. Different from the existing literature comparative static the influence of stochastic demand expectation and variance of the change in the pessimistic and optimistic or decision-making behavior.
2. of the newsvendor problem price related demand environment. In passenger demand model and discussed the pessimistic and optimistic vendor pricing and ordering decision. In passenger demand model and the appropriate conditions, that the pessimistic expected utility or the price is higher than the dual utility vendor and risk neutral or corresponding, and the order quantity is less than the back both; or the price is less than optimal optimistic or dual utility and risk neutral or the order quantity is greater than the latter two. In demand model, pessimistic expectations optimal price dual utility and risk neutral or optimal price or less than the corresponding utility, but cannot be determined between the three optimal ordering relation vendor: optimistic pricing behavior instead.
3. of the pessimistic and optimistic bias for the impact of capital restriction or decision problem was studied. The influence of the pessimistic and optimistic bias or for ordering and lending behavior, and the pessimistic and optimistic bias effects on bank profits and set credit limit decision-making. Proved pessimistic (optimistic) newsvendors and bank balance quantity less than (greater than two) are the corresponding number of risk neutral case. While pessimistic (optimistic) of the bank's loan ceiling is always less than (greater than) the risk neutral banks set credit limit, so as to reduce (increase) the Seller due to lending possible bankruptcy probability.

【学位授予单位】：厦门大学
【学位级别】：博士
【学位授予年份】：2012
【分类号】：F224;F830

【共引文献】