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以往对于库存水平影响需求的研究主要是在假设零售商对于风险保持中立态度的基础之上开展的,而对于商品需求依赖于库存水平且零售商为风险规避型决策者的最优订货决策等相关间题未做深入探讨。本文针对需求依赖于库存水平下的风险规避型零售商的最优订货决策问题,将CVaR准则作为引入零售商风险规避系数的方法,结合需求为库存水平的幂函数形式,给出了有无缺货惩罚成本下的最优订货决策及其满足的条件,并进一步分析发现需求函数中的参数和最优订货量均呈正相关,而零售商的风险规避程度越大,最优订货量则越小。
The previous research on the impact of inventory level requirements was mainly based on the assumption that retailers are neutral on risk, while the demand for commodities depends on the inventory level and the retailer is the risk-avoiding decision maker’s optimal ordering decision. The topic has not been discussed in depth. In this paper, aiming at the optimal ordering decision-making problem of demand-dependent risk-averse retailers under the inventory level, the CVaR criterion is taken as the method of introducing the retailer’s risk aversion coefficient and the demand is the power function form of the inventory level. The optimal ordering decision under the penalty cost and the conditions for satisfaction are further analyzed. It is found that the parameters in the demand function are positively related to the optimal order quantity, while the greater the retailer’s degree of risk aversion is, the smaller the optimal order quantity is. .