基于CVaR准则的Newsboy型商品最优广告费用与订货策略

来源 :系统工程理论与实践 | 被引量 : 0次 | 上传用户：tonytanli

【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

【作者】

：

李绩才周永务钟远光

【机构】

：

华南理工大学工商管理学院,浙江师范大学行知学院

【出处】

：

系统工程理论与实践

【发表日期】

：

2012年4期

【关键词】

：

Newsboy模型 CVaR 广告费用订货策略

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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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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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