| 风险厌恶条件下具有价格决策的报童问题 |
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| 引用本文： | 侯阔林,吴瑞溢,洪志明.风险厌恶条件下具有价格决策的报童问题[J].莆田高等专科学校学报,2012(5):14-18. |
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| 作者姓名： | 侯阔林 吴瑞溢 洪志明 |
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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： | 国家自然科学基金资助项目（71171150）;黎明职业大学科研课题资助项目（LZ201007） |
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| 摘 要： | 研究风险厌恶的零售商如何同时决策零售价格和订购量以获取最大期望效用，建立了风险厌恶条件下具有价格决策的报童问题模型，分析该模型的一阶最优性条件与目标函数是凹函数的性质。说明了设计数值算法计算模型的必要性，数值结果表明模型是有意义的。
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| 关 键 词： | 报童问题 风险厌恶 价格决策 |
The Risk-averse Price-setting Newsvendor Problem |
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| HOU Kuo-lin,WU Rui-yi,HONG Zhi-ming.The Risk-averse Price-setting Newsvendor Problem[J].Journal of Putian College,2012(5):14-18. |
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| Authors: | HOU Kuo-lin WU Rui-yi HONG Zhi-ming |
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| Institution: | 1.Faculty of Foundational Education, Liming Vocational University, Quanzhou Fujian 362000, China; 2. School of Mathematics and Statistics, Wuhan University, Wuhan Hubei 430072, China ) |
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| Abstract: | This paper studies how a risk-averse retailer will determine price and order quantity simultaneously to maximize his expected utility. By exploiting a risk-averse newsvendor model with price decision, this thesis analyzes the first-order optimality condition of this model and find that the objective function is concave in price as well as order quantity. In the end, an algorithm was designed to calculate it. The numerical results indicate that the model is meaningful. |
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| Keywords: | newsvendor problem risk-aversion price-setting |
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