| 基于CVaR准则的Newsboy型商品最优广告费用与订货策略 |
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| 引用本文： | 李绩才,周永务,钟远光.基于CVaR准则的Newsboy型商品最优广告费用与订货策略[J].系统工程理论与实践,2012,32(4):776-783. |
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| 作者姓名： | 李绩才 周永务 钟远光 |
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| 作者单位： | 1. 华南理工大学 工商管理学院, 广州 510641;2. 浙江师范大学 行知学院, 金华 321004 |
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| 基金项目： | 国家自然科学基金(71131003.70971041);浙江省自然科学基金(Y6110095);广东省自然科学基金(10151064101000003);浙江师范大学青年基金(KJ20100026) |
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| 摘 要： | 研究了风险厌恶型零售商在面对随机市场需求与广告投入相关时的最优广告投入与订货策略. 通过乘法需求形式将广告投入对需求的影响引入Newsboy问题中, 并以CVaR作为风险度量准则, 建立了风险厌恶型零售商广告投入与订货量联合决策的随机模型; 揭示了风险厌恶程度、需求不确定性以及商品本身特性对零售商最优广告投入和订货量的影响; 最后通过应用实例对理论结果进行了验证分析. 研究结果为零售商制订广告投入策略和相应的订货策略提供了参考.
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| 关 键 词： | Newsboy模型 CVaR 广告费用 订货策略 |
| 收稿时间： | 2010-06-21 |
Optimal advertisement cost and order policy for Newsboy-type-merchandise under the CVaR criterion |
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| LI Ji-cai
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ZHOU Yong-wu
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ZHONG Yuan-guang.Optimal advertisement cost and order policy for Newsboy-type-merchandise under the CVaR criterion[J].Systems Engineering —Theory & Practice,2012,32(4):776-783. |
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| Authors: | LI Ji-cai ZHOU Yong-wu ZHONG Yuan-guang |
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| Institution: | 1. School of Business Administration, South China University of Technology, Guangzhou 510641, China;2. Xingzhi College, Zhejiang Normal University, Jinhua 321004, China |
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| Abstract: | The standard Newsboy problem is based upon risk neutrality with an objective of maximizing expected profit or minimizing expected cost.In this paper,we consider the optimal advertisement cost and order policy under the conditional value-at-risk(CVaR) criterion in a Newsboy model,in which the retailer is risk averse and faces a random demand depending on advertising expenditure.We analyse the effect of risk aversion,the uncertainty in demand,and the merchandise nature on the optimal advertisement investment cost and order quantity decision.And then we illustrate our findings by some numerical examples.These results will be helpful for retailers to make advertisement investment policy,and order policy feasibly and scientifically. |
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| Keywords: | Newsboy model CVaR(conditional value-at-risk) advertisement cost order policy |
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