【摘要】 考虑了两种带有能力(capacity)约束的报童风险模型.在这两种模型中,零售商是风险厌恶的(risk averse)并且能力是有限制的,采用了两种风险度量方法:下游风险度量和CVaR风险度量,在这两种风险度量方法下研究了零售商在能力约束条件下的最优订货策略,并进一步分析了零售商的风险厌恶程度对零售商的最优订货策略的影响.由于考虑到能力约束,使得问题最优策略更具有一般性.而且,研究表明经典报童模型是所研究的模型的一种特例.更多还原

【Abstract】 This paper considers a newsvendor model where the retailer is risk averse and his capacity is constrained.Two risk measures are considered: the downside risk measure and CVaR risk measure.Under the two measures,the optimal order quantities are obtained,and the impact of risk-averse degrees on the retailer’s decision is analyzed.This model further extands the classical newdvendor models and it is more interesting and meaningful to consider the capacitated constraint in practice.更多还原