风险规避下的损失制库存管理

发布时间：2018-03-04 12:19

本文选题：风险规避　切入点：库存管理　出处：《湘潭大学》2017年硕士论文　论文类型：学位论文

【摘要】：传统的库存模型通常假定决策者为风险中性的,也即研究库存策略以使决策者在规划期内获得最大的期望总利润。然而面对不确定和复杂的市场环境,零售商往往表现出风险偏好,当前已有很多研究集中在风险规避下的库存管理,但主要考虑允许缺货等待的情况,而在实际生活中,损失制情形更常见。因此,本文假定采购成本为常数和采购成本服从马氏链变化两种情形分别研究风险规避下的损失制库存管理。本文结构如下。第一章论述研究背景和研究进展。第二章介绍K-凸函数和模函数及其性质。第三章通过引入消费决策模型讨论当采购成本为常数时一般的递增凹效用函数和指数效用函数下的最优订购策略。研究得到:在一般递增的凹效用函数下无固定订购成本时最优策略为基本库存策略,在指数效用函数下有固定订购成本时最优策略为(s,S)策略;并且利用模函数的性质讨论单位产品的缺货费用、存储费用及销售价格对基本库存水平、再订购点和订购到水平的影响。进一步地,第四章讨论采购成本服从马氏链变化时一般的递增凹效用函数和指数效用函数下的最优订购策略,得到与第三章类似的结论,但此时最优策略中的参数与每阶段所处的状态有关。
[Abstract]:The traditional inventory model usually assumes that the decision-maker is risk-neutral, that is, to study inventory strategy to maximize the expected total profit during the planning period. However, in the face of uncertain and complex market environment, Retailers often show risk preference. Many studies have focused on inventory management under risk aversion, but mainly consider the situation of allowing stock out of stock waiting, and in real life, loss system is more common. This paper assumes that the purchase cost is constant and the purchase cost changes from Markov chain. The structure of this paper is as follows. Chapter 1 discusses the research background and research progress. This paper introduces K-convex function and modular function and their properties. In chapter 3, by introducing the consumption decision model, we discuss the optimal ordering strategy under the general incremental concave utility function and exponential utility function when the purchasing cost is constant. The optimal strategy is the basic inventory strategy when there is no fixed order cost under the general increasing concave utility function. Under the exponential utility function, the optimal strategy is the SSA) strategy, and by using the properties of the modular function, the cost of stock shortage, the storage cost and the sales price of the unit product are discussed, and the basic inventory level of the unit product is discussed by using the properties of the modular function. Further, chapter 4th discusses the optimal ordering strategy under the general incremental concave utility function and exponential utility function when the purchase cost service changes from Markov chain, and obtains a conclusion similar to the third chapter. But the parameters in the optimal strategy are related to the state of each stage.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：O227

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