具损失厌恶和损失概率厌恶的报童问题研究

发布时间：2018-09-13 10:59

【摘要】：研究了具损失厌恶和损失概率厌恶行为的考虑缺货成本报童模型。利用订购量小于和大于最大损失等量订购量时的随机利润分布函数以及随机获利和损失的排名函数,获得了报童的前景值函数,分析了报童的前景值函数性质。结果表明:前景值函数为订货量的连续不可微凹函数,不可微点位于最大损失等量订购量处;而且仅具损失厌恶或仅具风险中性的报童模型是本模型的特例。解析分析表明:当最优订购量小于最大损失等量订购量时,最优订购量随极端获利和不利结果重视程度的提高而增加;当最优订购量大于最大损失等量订购量时,最优订购量随极端获利结果重视程度的提高而增加,最优订购量随极端不利结果重视程度的提高而减少。数值结果表明:最优订购量随非极端获利和非极端损失结果敏感度的提高而增加;最优订购量随损失厌恶系数的提高而减少。
[Abstract]:A newsboy model with loss aversion and loss probability aversion is studied. By using the random profit distribution function and the rank function of random profit and loss when the order quantity is smaller than or greater than the maximum loss, the foreground value function of the newsboy is obtained, and the properties of the foreground value function of the newsboy are analyzed. The results show that the foreground value function is a continuous nondifferentiable concave function of order quantity, and the non-differentiable point is located at the maximum loss equal quantity, and the newsboy model with loss aversion or risk neutral is the special case of this model. The analytical analysis shows that when the optimal order quantity is less than the maximum loss equal quantity, the optimal order quantity increases with the increase of the value of the extreme profit and the adverse result, and when the optimal order quantity is larger than the maximum loss equal quantity, the optimal order quantity increases with the increase of the value of the extreme profit and the unfavorable result. The optimal order quantity increases with the increase of the value of the extreme profit result, and the optimal order quantity decreases with the increase of the value of the extremely unfavorable result. The numerical results show that the optimal order quantity increases with the increase of the sensitivity of the non-extreme profit and non-extreme loss results, and the optimal order quantity decreases with the increase of the loss aversion coefficient.
【作者单位】：青岛大学商学院;青岛大学经济学院;
【基金】：国家自然科学基金资助项目(71371102) 国际(地区)合作与交流项目(71311120090)
【分类号】：F274

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