前景理论框架下基于期望的损失厌恶报童博弈

发布时间：2018-01-02 13:03

本文关键词：前景理论框架下基于期望的损失厌恶报童博弈　出处：《工业技术经济》2016年01期 　论文类型：期刊论文

【摘要】：本文运用前景理论,考虑了损失厌恶报童期望水平对其损失厌恶程度的影响,扩展了损失厌恶报童模型,分析了多个基于期望的损失厌恶报童向一个风险中性供应商竞争订货的情形,研究了报童相关参数对报童均衡总订货量的影响。在随机需求情形下引入期望参考利润水平,首先基于前景理论建立单个基于期望的损失厌恶报童效用函数,其次推导出多个基于期望的损失厌恶报童博弈模型,然后证明了该博弈模型对称纯策略纳什均衡的存在性和唯一性,推导出均衡总订货量的表达式并分析了均衡总订货量与报童数量、损失厌恶系数、期望水平的关系,最后通过算例论证了均衡总订货量与报童数量、损失厌恶系数和期望水平之间关系的正确性,进而比较分析了风险中性报童最优订货量、单个基于期望的损失厌恶报童最优订货量以及均衡总订货量之间的关系。结果表明,均衡总订货量随着报童数量的增多而增加,随着损失厌恶系数的增大而减少,随着期望水平的增大而减少;单个基于期望的损失厌恶报童最优订货量要小于风险中性报童最优订货量以及均衡总订货量。
[Abstract]:Based on the prospect theory, this paper considers the influence of the expectation level of loss aversion newsboy on the loss aversion degree, and extends the loss aversion newsboy model. In this paper, we analyze the case of multiple expectation based loss aversion newsboys competing with a risk-neutral supplier. This paper studies the influence of newsboy parameters on the total order volume of newsboy equilibrium. In the case of random demand, the expected reference profit level is introduced. Firstly, a single expected loss aversion newsboy utility function is established based on the prospect theory. Secondly, several expected loss aversion newsboy game models are derived, and the existence and uniqueness of the symmetric pure strategy Nash equilibrium are proved. This paper deduces the expression of equilibrium total order quantity and analyzes the relationship between equilibrium total order quantity and the number of newspaper children, loss aversion coefficient, expectation level, and finally proves the equilibrium total order quantity and the number of newspaper children through an example. The relationship between loss aversion coefficient and expected level is correct, and the optimal order quantity of risk neutral newsboy is compared and analyzed. The relationship between the optimal order quantity of loss aversion newsboy based on expectation and the equilibrium total order quantity. The results show that the equilibrium total order quantity increases with the increase of the number of newsboy. The loss aversion coefficient decreases with the increase of loss aversion coefficient and decreases with the increase of expected level. The optimal order quantity of a single loss aversion newsboy based on expectation is smaller than that of risk neutral newsboy and balanced total order volume.
【作者单位】：烟台大学;大连理工大学;
【基金】：国家社科基金项目“基于供应商产能的供应应急策略与设计研究”(项目编号:12CGL042) 国家自然科学基金资助项目“以DC为中枢的农产品冷链库存策略与多温共配优化研究”(项目编号:71372122),国家自然科学基金项目“考虑有限理性的供应链中断风险管理模型研究”(项目编号:71272122)
【分类号】：F274;F224.32
【正文快照】： 引言1951年,Arrow等人提出的单阶段报童模型,一直以来在运作管理科学领域中被广泛运用和分析,成为随机库存管理问题的经典模型,在诸如产能计划、收益管理和供应链契约等方面近似反映了许多现实生活场景。近年来,报童模型不断加入新的理论、不断出现新的研究视角,其中比较典型

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