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销售努力下基于CVaR的二次订货模型
引用本文:代建生,谢梦萍.销售努力下基于CVaR的二次订货模型[J].软科学,2016(8):139-144.
作者姓名:代建生  谢梦萍
作者单位:昆明理工大学管理与经济学院,昆明,650093
基金项目:国家自然科学基金项目(71462023);云南省应用基础研究计划面上项目(2016FB114)
摘    要:运用CVaR风险度量准则,构建了风险规避的零售商实施销售努力影响市场需求且允许二次订货下的报童模型。分析了一次订货和二次订货两种订货模式下零售商的最优订货和销售努力决策,以及最优决策变量与模型中参数的变化关系。比较了两种订货模式下零售商最优决策的差异。最后使用数值分析对市场需求服从均匀分布和负指数分布下的相关结论进行了验证。最后,提出了一些重要的管理启示。

关 键 词:报童模型  促销和订货决策  风险规避  二次订货

Twice-Ordering Model with A Retailer Exerting Sales Effort Based on CVaR
Abstract:Taking the CVaR risk measurement criterion,this paper studies a newsvendor model in which a risk-averse retail-er has two order opportunities and exerts sales effort to enhance commodity demand. It discussed the two theoretical models, one of the models is once-ordering model and the other is twice-ordering model. And then it analyzes the optimal decision on the retailer's order quantity and sales effort,and implements sensitivity analysis on the parameters related in the two models. Furthermore,it compares differences of the retailer decisions in the two models. Finally,the main conclusions are verified by means of numerical analysis,on assumption that the commodity market demand obeys normal distribution and negative exponential,respectively. Some managerial insights are obtained from discussion in the end.
Keywords:newsvendor model  sales effort  risk aversion  twice-ordering
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