| 风险厌恶条件下竞争报童问题的二层规划模型 |
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| 引用本文： | 侯阔林,洪志明,吴瑞溢,田敏,万仲平.风险厌恶条件下竞争报童问题的二层规划模型[J].数学的实践与认识,2012,42(4):45-52. |
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| 作者姓名： | 侯阔林 洪志明 吴瑞溢 田敏 万仲平 |
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| 作者单位： | 1. 黎明职业大学公共教学部,福建泉州,362000
2. 武汉大学数学与统计学院,湖北武汉,430072 |
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| 基金项目： | 国家自然科学基金，黎明职业大学科研课题 |
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| 摘 要： | 有效应用数学规划方法研究报童类产品的库存管理,能够降低企业的成本和风险,从而提高企业的经济效益.此类问题的研究,目前主要集中在应用Nash博弈研究竞争报童问题以及零售商所持风险态度对供应链库存水平的影响.试图研究序贯决策下的竞争报童问题模型以及零售商所持风险态度对供应链库存水平的影响.由此建立了二层规划模型.算例表明序贯决策的竞争报童问题中,总订购量随风险厌恶程度的提高而降低.
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| 关 键 词： | 运筹学 竞争报童问题 风险厌恶 二层规划 |
Study on Bilevel Programming Model of Competitive Newsvendor Problem with Risk Averse Condition |
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| HOU Kuo-lin
,
HONG Zhi-ming
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WU Rui-yi
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TIAN Min
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WAN Zhong-ping.Study on Bilevel Programming Model of Competitive Newsvendor Problem with Risk Averse Condition[J].Mathematics in Practice and Theory,2012,42(4):45-52. |
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| Authors: | HOU Kuo-lin HONG Zhi-ming WU Rui-yi TIAN Min WAN Zhong-ping |
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| Institution: | 1.Faculty of Foundational Education,Liming Vocational University,Quanzhou 362000,China) (2.School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China) |
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| Abstract: | Effective application of mathematical programming method to study the newsvendor type products inventory management,can reduce the cost and risk,and thus improve the economic profit of enterprise.At present,such issues of research focuses on where retailers’ Nash optimal order quantity and how the retailer’s risks attitudes influence supply chain inventory level.This paper tries to study the stackelberg type competitive newsvendor problem, retailers with different risks types decide the optimal ordering quantity,and the influence of supply chain inventory level.A bilevel programming model is constructed,and numerical examples shows that in the stackelberg game,the total quantity of competitive newsvendor problem reduce with risk aversion degree rise. |
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| Keywords: | operations research competitive newsvendor problem risk aversion bilevel programming |
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