《A RISKAVERSE NEWSVENDOR MODEL WITH LIMITED CAPACITY AND OUTSOURCING UNDER THE CVAR CRITERION》.pdfVIP
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J Sci
SystSystEng(March2015)24(1):49—67
DOI:10.1007/s11518一015—5263.3 CNll—2983/N
ARISK.AVERSENEWSVENDoRMoDELWITHLIMITEDCAPACITY
ANDoUTSoURCINGUNDERTHECVARCRITERIoN
ZhenweiLuo Chen
Jinting Wanting
Wang
o0044,Chinn
Depnrtment嘭Mnthemntics,School可Science.Be匀ingJinotongUniversi够.BeiJing.j
wc2498@cD,“m6缸.砒
,“Dz矗P玎wPfJ彳@小口fb.“c口s.口c.c珂/n^砸,曙@彩f“.砒.c玎(臣翌)
Abstract
Forseasonal retailers launchvarious and
e肋rts,likeadVenising
pmducts,theusually marketing
the
themina season.While demand丘omcustomers,one
promotion,topromote selling facinglarge
shouldtakethe and into theshortenlife
consideration.Considering
c叩aci够constraintoutsourcing
modelto the
ofmost this we the仃aditionalnewsVendorinVestigate
cycles products,inp印er adopt
aVersionissueand
e仃bn with order addresstherisk
optimalmarketingalong optimalquantity.We
theinnuenceofmesellers’risk withCVaR we an
characterize pmpensity criterion,anddeVelop
e日ective toobtainthe ofsellers’risk the
algorithm optimalstrategy.TheiInpact pmpensi够on
numerical innovationofmis is
ofthe isillus仃atedvia examples.The paper
performancesystem
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