行为视角下双边风险的报童订购问题研究

发布时间：2018-03-30 19:40

本文选题：损失厌恶　切入点：损失概率厌恶　出处：《青岛大学》2017年硕士论文

【摘要】：根据传统报童模型理论,建立起供应和需求市场同时不确定情况下的双边风险报童模型,以传统单风险报童模型为基础,从行为视角出发,分别研究具损失厌恶和损失概率厌恶偏好的报童与具浪费厌恶偏好的报童最优订购问题。构建了具有损失厌恶和损失概率厌恶报童的双边前景值函数与具有浪费厌恶报童的期望效用值函数,通过证明函数的凹性,分别推导其最优订货量满足的条件,与双边风险情况下传统报童模型对比,最后进行了行为参数的比较静态分析和数值算例。比较静态分析发现:随报童对最好结果的重视程度的增加,将增加其最优订购量;随对最差结果的重视程度的增加,将减少其最优订购量。数值计算结果表明:较单风险而言,双边风险情况下的零售商的最优订购量会更大;随损失概率敏感度的增加,报童的最优订购量减少,其前景值减少;随获利概率敏感度的增加,报童的最优订购量增加,其前景值增加;随损失厌恶系数的增加,报童的最优订购量减少,其前景值减少;随浪费厌恶系数的增加,报童的最优订购量减少,其期望效用值减少。进一步总结得出相关的经济学和管理学启示。
[Abstract]:Based on the traditional newsboy model theory, a two-sided risk newsboy model with uncertain supply and demand markets is established, which is based on the traditional single-risk newsboy model and from the perspective of behavior. The optimal ordering problem of newsboy with loss aversion and loss probability aversion and with waste aversion is studied, respectively. The bilateral foreground value function and waste with loss aversion and loss probability aversion are constructed. The expected utility value function of the disgust newsboy, By proving the concavity of the function, the conditions to satisfy the optimal order quantity are derived, respectively, and compared with the traditional newsboy model in the case of bilateral risk. Finally, the comparative static analysis and numerical examples of behavior parameters are carried out. The comparative static analysis shows that with the increasing of the attention of newsboy to the best result, the optimal order quantity will increase, and the attention to the worst result will increase. The numerical results show that the optimal order quantity of the retailer in the case of bilateral risk is larger than that of the single risk, and the optimal order quantity of the newsboy decreases and the foreground value decreases with the increase of the sensitivity of the probability of loss. With the increase of profit probability sensitivity, the optimal order quantity of newsboy increases and its foreground value increases; with the increase of loss aversion coefficient, the optimal order quantity decreases, and the foreground value decreases with the increase of waste aversion coefficient. The optimal order quantity of newsboy is reduced and its expected utility value is reduced.
【学位授予单位】：青岛大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274

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