摘要
在仅知需求区间信息条件下,本文研究了具有二次订货机会(追索权)的损失厌恶报童鲁棒库存决策问题。在构建不确定需求下的报童支付函数基础上,根据前景理论给出了考虑二次订货的损失厌恶报童期望值函数,本文针对随机优化方法难以处理需求信息缺失情况和传统最大最小鲁棒建模准则过于保守问题,在仅知需求区间信息下,建立了基于最小最大后悔值准则的鲁棒优化模型。在此基础上,本文分别给出了风险中性和损失厌恶下具有封闭形式的报童鲁棒订货量决策和后悔值绩效;分析了损失厌恶系数、初次订货单位成本、二次订货单位成本、剩余产品单位残值以及需求区间范围等系统参数对报童鲁棒订货量和后悔值的影响,并给出了相应的管理启示。结果表明,同风险中性情况相比,损失厌恶下的报童订货量更低,而对应的后悔值却更高。此外,虽然各系统参数对报童订货量决策和后悔值的影响机制不同,但无论是风险中性还是损失厌恶情况下,该影响机制并无本质区别,表明即使决策者具有不同风险态度,依据文中方法制定的订货策略在管理意义上具有一致性。进一步,通过对比不同决策准则下的报童运作绩效发现,基于文中最小最大后悔值方法得到的订货量决策能够确保较小的绩效损失,具有更好的鲁棒性。
A robust inventory decision problem is studied with the interval of the demand as the only known information for a lossaverse news vender.According to the prospect theory,an expected value function of the loss-averse news vender problem with two ordering opportunities is developed based on the construction of the news vender payment function.A robust optimization model based on the minimax regret criterion is established with the only known demand interval to overcome the disadvantage of stochastic programming in coping with demand information incompleteness and the conservativeness of the traditional max-min approaches.The closed-form robust order quantities and the regret values for both the risk neutral and loss-averse news venders are derived,respectively.Furthermore,the influences of the system parameters such as the loss-aversion coefficient,the unit cost of the initial order,the unit cost of the second order and the salvage value of the product on the robust order quantities and the regret values are analyzed.The results show that the robust order quantities for the risk neutral and loss-averse news venders all decrease with the increase in the unit cost of the initial order.However,the regret value caused by the non-optimal decision due to the lack of information is not monotonous with the increase in the unit cost of the initial order.In addition,the robust order quantity and the corresponding regret value increase with the increase in the unit cost for the second order for both the risk neutral and the loss-averse news venders.In theory and practice,it is true that a higher unit salvage value leads to a higher robust order quantity and a smaller regret value for both the risk neutral and loss-averse news venders.From the perspective of demand forecasting,the width of the demand interval reflects the accuracy of the decision makers′available demand information.The regret values of both the risk neutral and loss-averse news venders increase with the increase in the width of the demand interval,indicatin
作者
邱若臻
曹沙沙
孙月
QIU Ruozhen;CAO Shasha;SUN Yue(School of Business Administration,Northeastern University,Shenyang 110169,China)
出处
《管理工程学报》
CSSCI
CSCD
北大核心
2022年第2期182-194,共13页
Journal of Industrial Engineering and Engineering Management
基金
国家自然科学基金资助项目(71772035)
辽宁省兴辽英才计划项目(XLYC1907104)
中央高校基本科研业务费项目(N180614003)。
