统计决策与贝叶斯分析的实践与思考

统计决策与贝叶斯分析是一门多学科相交叉的边缘课程,具有很强的应用性.本文在对北美一流院校相关课程教学特点的描述和对比分析的基础上,结合我校理工科院校的特色,从教学内容、教学方法和实践教学三个方面系统阐述了我校在该课程教学和课程建设中的几点体会.     

Cooperative Advertising in a Marketing Channel

This paper examines dynamic advertising and promotion strategies in a marketing channel where the retailer promotes the manufacturer product and the manufacturer spends on advertising to build a stock of goodwill. We assume that sales depend on goodwill and promotion activities and that there are decreasing marginal returns to goodwill. Two scenarios are studied. First, the manufacturer and retailer determine noncooperatively their respective strategies. Second, the game is played à la Stackelberg with the manufacturer as the leader who supports partially the cost of the promotion activities of the retailer. In both cases, stationary Markovian strategies are characterized. These scenarios are examined also in the absence of decreasing marginal effect of goodwill on sales. The results show that, whether or not the goodwill stock has a decreasing marginal effect on sales, the cooperative advertising program is a coordinating mechanism in the marketing channel, i.e., both players receive higher payoffs.     

Modelling Cooperative Advertising Decisions in Franchising

Advertising fee decisions in franchise systems are a frequent source of conflict between franchisors and franchisees. Such disagreements persist because the win-win potential of vertical cooperative advertising is not well appreciated. Our paper introduces a formal normative approach for analyzing, understanding and subsequently making these vertical cooperative advertising decisions within a franchising context in a manner that results in optimal system-wide returns. The model demonstrates that cooperative determination of franchisor's and franchisee's advertising contributions may yield superior payoffs for both exchange partners than the total payoff if the franchisor and franchisee seek to optimize their individual objective functions. Three types of models are developed and evaluated (i.e. deterministic, stochastic and under conditions of differing perceptions of the sales response functions to advertising). Conclusions hold under all three model variants. Industry implications are also presented.     

A Game-Theoretic Analysis for Coordinating Cooperative Advertising in a Supply Chain

In this paper, we investigate the coordination of cooperative advertising decisions in a supply chain with one manufacturer and one retailer. The manufacturer and the retailer invest in national and local advertising, respectively. The manufacturer also agrees to share part of the total local-advertising costs with the retailer. The model is analyzed using game theory. We also compare the results of our analysis with similar results from the literature developed for cooperative advertising.     

考虑溢出效应的纵向合作广告契约

为研究经销商间广告溢出对供应链成员广告决策的影响.运用委托代理理论分析了考虑经销商广告溢出时制造商和经销商纵向合作广告契约.研究发现:信息不对称下的制造商全国广告投资努力、经销商地区广告投资努力、广告补贴及制造商收益均次优;伴随广告溢出的增大,制造商和经销商均搭广告溢出"便车"降低努力水平,制造商提高经销商的利润分成、降低广告补贴.不论信息对称与否,广告溢出的增大都能提高制造商收益.还讨论了广告弹性对合作广告的影响.     

Channel Coordination with Cooperative Advertising Considering Effect of Advertising on Willingness to Pay

In this paper, cooperative advertising in a manufacturer–retailer supply chain is studied. Advertising can enhance willingness to pay (WTP) of customers. This trade-off between the benefits of increasing WTP of customers and the advertising expenditure is a key to understanding the retailers optimal advertising decision. On the other hand, it is interesting to understand in which condition supporting the retailer for his advertising expenditure is beneficial for the manufacturer. In this study, in order to capture pricing and advertising strategies of the channel member, three non-cooperative games including Nash, Stackelberg retailer and Stackelberg manufacturer game-theoretic models are established. In spite of the related studies which restrict price in order to prevent negative demand, the proposed model allows channel members to increase their prices by enhancing WTP of customers. In this study, contrary to similar additive form demand functions applied in the co-op ad literature which limits their studies for cases that profit function is concave with respect to variables, optimal prices and advertising strategies are obtained for all the solution space. Surprisingly for the very high values of the advertising effect coefficient, a finite optimal advertising expenditure is achieved.     

制造商数量折扣策略和零售商广告投入博弈分析

广告投入不仅会提高需求期望也会对需求方差产生影响,方差可能不变、与期望同比增大、增速大于期望.针对一个制造商和一个零售商组成的两层供应链系统,研究制造商如何利用目标数量折扣机理来激励零售商的广告投入和订货协调,以改善供应链的渠道效率.     

Decision Theory and Weak Statistical Dominance

This note presents an alternative proof of a result on statistical dominance first given by Fishburn. The proof is simpler than the original, and avoids the use of the rather complex Abel's summation identity. A criterion of "weak" dominance is then proposed in order to deal with situations where it is not possible to establish Fishburn's "strict" dominance. It is also shown that "strict" dominance is a special case of the more general concept of "weak" dominance.     

风险中性零售商的合作广告策略与订货模型

考虑了由一个制造商与一个零售商构成的单期二阶段供应链是否进行合作广告的博弈问题.面对市场需求的不确定性,零售商从制造商处订购报童类型产品销售给消费者,零售商具有风险中性的行为特征.通过不合作广告与合作广告两种情形,制造商与零售商进Stackelberg主从博弈,得到了均衡解,比较后发现,合作广告下的最优解及利润总是优于不合作广告下的最优解和利润,告诉了上下游企业采用合作广告的广告策略.最后,通过数值算例,给出了需求敏感系数对最优决策的影响,同时也论证了有关结论.     

制造商与渠道势力不对称零售商的合作广告模型研究

研究制造商与渠道势力不对称零售商的合作广告问题.在需求不确定的情况下,建立了制造商和零售商的分散式与集中式系统下的合作广告模型,得到了不同系统下制造商和强势零售商的最优合作广告策略、强势零售商和边缘零售商的最优订货策略,及他们的最优期望利润.通过对不同系统下均衡结果的比较分析,证明了分散式系统存在不协调.设计了实现渠道协调的联合契约,指出分散式协调系统下的联合契约不唯一,契约参数两两正相关,广告补贴率、产品批发价格和回购价格是制造商和强势零售商力量平衡的焦点.     

Decision Analysis

Journal of the Operational Research Society -     

双渠道供应链中合作广告与定价的动态模型

基于单个制造商与单个零售商所组成的双渠道供应链结构,利用微分对策方法,分别考察了动态架构中Stackelberg博弈与合作博弈情形下渠道成员的最优定价和广告策略,并对此两种博弈结构下的反馈均衡结果进行了分析比较.研究发现,两种博弈相比,制造商的直销价格相同,零售商在合作博弈下选择更小的零售价格;制造商在合作博弈下对广告的投入更多,而零售商在两种博弈下的广告投入水平取决于零售商的广告竞争强度与两个渠道销售价格竞争强度的关系;两种博弈下供应链系统利润的大小关系依赖于系统参数.     

广告分担、价格折扣与供应链的纵向合作广告

研究了生产商和零售商的纵向合作广告问题。分别在广告分担和价格折扣策略下，探讨了双方的均衡结果和利润。当生产商的边际利润较小时，生产商的最优决策是不采取任何一种策略。当生产商的边际利润达到一定范围时，广告分担策略是双方共同的最优选择。而无论在什么样的条件内，价格折扣策略都不会使双方同时满意。为了增加双方的收益，供应链成员应该在广告上集成决策。最后给出了系统集成的可行最优解的范围和Nash讨价还价解。     

Subjective Aspects of the Art of Decision Analysis: Exploring the Role of Decision Analysis in Decision Structuring,Decision Support and Policy Dialogue

The paper argues that, until very recently, decision analysts have devoted relatively little attention to the processes of problem formulation and subjective judgement in handling ill-structured strategic decision problems. Therefore, following a brief review of existing varieties of decision analysis, a modified policy dialogue' model of decision analysis is presented which integrates decision analysis with decision aids and decision support technology. This model is developed using as an illustration strategic problems drawn from the insurance industry. The paper concludes with some suggestions for the successful application and implementation of decision analysis.