考虑零售商行为因素的报童模型研究

发布时间：2017-12-27 03:28

本文关键词：考虑零售商行为因素的报童模型研究　出处：《清华大学》2016年博士论文　论文类型：学位论文

【摘要】：报童模型是供应链管理中一个经典的单周期库存管理模型,它研究了在市场需求不确定时一类短生命周期产品的订货决策问题。经典的报童模型假设零售商是风险中性的,他的目标是最大化期望利润。然而在现实生活中决策者的决策会受到其行为因素的影响,从而偏离风险中性下的最优决策。因此在报童模型中讨论零售商的行为因素对其订货决策的影响具有重要的现实意义和理论意义。本文首先建立了风险规避的竞争报童模型来研究风险规避倾向对多个互相竞争的零售商的订货策略的影响。我们指出纳什均衡存在唯一的条件,并得到以下结论:随着风险规避程度的降低、初始财富的增加或者市场上竞争人数的增加,零售商的总均衡订货量增加;相比于风险中性的情况,适当的风险规避倾向会使得零售商的期望利润增加;当风险规避比竞争的影响大时,总均衡订货量会比集中决策下的最优订货量少。其后,本文研究了基于前景理论的报童模型中零售商的订货策略。在指数S型效用函数假设下,本文证明了对于一大类需求分布,都存在参照点使得零售商的最优订货量落在需求均值和风险中性下最优订货量之间。在一般S型效用函数和需求服从均匀分布的假设下,我们给出零售商的订货量比风险中性下最优订货量高(低)的充分必要条件;并分别在高利润和低利润情形下讨论了零售商的参照点在什么范围时,其订货量会落在需求均值和风险中性下最优订货量之间。这两个模型的结论都说明:在考虑参照依赖后,前景理论可以解释报童实验中出现的均值偏向效应。本文的主要创新与贡献如下:(1)在竞争报童模型中考虑了零售商的风险规避倾向,研究了零售商的风险态度和竞争对其订货策略、期望利润和期望效用的影响;(2)用前景理论来描述报童模型中零售商的订货行为,并研究了参照点位置对零售商最优订货量的影响;(3)说明了在考虑参照依赖之后,基于前景理论的报童模型可以解释报童实验中观察到的均值偏向效应。
[Abstract]:Newsboy model is a classical single cycle inventory management model in supply chain management. It studies the ordering decision problem of a class of short life cycle products with uncertain market demand. The classic newsboy model assumes that the retailer is risk neutral and that his goal is to maximize the expected profit. However, in real life, decision makers' decisions will be affected by their behavioral factors, thus deviating from the optimal decision under risk neutral. Therefore, it is of great practical and theoretical significance to discuss the influence of the retailer's behavior factors on the order decision of the retailer in the newsboy model. This paper first establishes a risk averse competitive newsboy model to study the influence of risk aversion tendency on the order strategy of multiple competing retailers. We pointed out that the conditions for the existence and uniqueness of the Nash equilibrium, and get the following conclusions: with the decrease of the degree of risk aversion, the initial increase of wealth or market competition on the increase in the number of the total balance of the retailer's order quantity increased; compared to the risk neutral, the appropriate risk aversion tendency makes the retailer's profit increases; when the risk aversion the impact of competition than large, general equilibrium quantity than the optimal order quantity under centralized decision less. After that, this paper studies the retailer's ordering strategy in the newsboy model based on the prospect theory. Under the assumption of exponential S utility function, it is proved that for a large class of demand distribution, there is a reference point, which makes the optimal order quantity of retailers fall between the optimal order quantity under the demand mean and risk neutral. Obey in general S utility function and demand uniform distribution under the assumption that the order quantity of the retailer's optimal ordering than our risk neutral high (low) the necessary and sufficient conditions; and in high profit and low profit situation discuss the retailer's reference point in what range, the order quantity will fall between the optimal order quantity in average demand and risk neutral. The conclusions of the two models show that, after considering the reference dependence, the prospect theory can explain the mean bias effect in the newsboy experiment. The main innovation and contribution of this paper is as follows: (1) in the senior high school entrance examination into the competitive newsvendor model the retailer's risk aversion tendency, influence of the retailer's risk attitude and competition order strategy, expected profits and expected utility to them; (2) using prospect theory to describe the behavior of retailers ordering a newspaper boy in the model, and Study on the effect of the reference point on the optimal order quantity of the retailer; (3) shows that in consideration of reference dependence, based on the newsboy model of prospect theory can explain the experimentally observed mean Newsboy bias effect.
【学位授予单位】：清华大学
【学位级别】：博士
【学位授予年份】：2016
【分类号】：F713.32

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