管理综合课程报告格式样例 - 自动化科学与电气工程学院 - 北京航空 .pdf

考虑缺货惩罚的交叉销售产品报童模型与博弈分析 周佳琪，张人千* （北京航空航天大学 经济管理学院，北京 100191） 摘要：当产品间存在互补关联关系时，会出现交叉销售：顾客在购买一种产品的同时也会以一定可 能性购买另一种关联产品；反过来，某商品也会因其关联产品的缺货而失去交叉销售机会。本文考 虑交叉销售，首先建立带缺货惩罚的单周期多产品集中决策报童模型，推导其最优订货量的一阶必 要条件，并给出最优解的上下界。考虑多个报童独立竞争决策，建立交叉销售产品的报童博弈模型， 证明该博弈是超模博弈，并给出了一阶博弈均衡条件以及均衡解的唯一性条件和上下界。分析了集 中决策和分散博弈决策的差异，给出了博弈模型中需求相关系数对期望利润的影响规律。最后，计 算研究讨论了交叉销售系数、需求相关系数以及缺货惩罚成本对订货量和期望收益的影响。 关键词：交叉销售；报童模型；报童博弈；纳什均衡 中图分类号：F224.3 ；F253.4 文献标识码：A Newsvendor model and game analysis of cross-selling products considering penalty cost of shortage ZHOU Jia-Qi, ZHANG Ren-Qian (School of Economics and Management, Beihang University, Beijing 100191, China) Abstract: Cross-selling emerges when complementary associations exist among products : A customer who has purchased a product may be willing to purchase another associated product with a certain probability; otherwise, the cross-selling opportunity of a stocked product can also be lost because of the shortage of its associated products. In this paper we first formulate a single-period multi-product centralized newsvendor model considering cross-selling and shortage penalty. The first-order necessary conditions and the upper and lower bounds of the optimal order quantity are presented. Considering multiple newsvendors who make decisions individually and competitively, we formulate the newsvendor non-cooperative game problem, which is proved supermodular. The first-order conditions, the uniqueness conditions and the bounds of the Nash equilibrium are developed. We analyze the difference between the decisions of the two models and show how the correlation of demand influences the expected profit in the game model. Finally, computational study is conducted to observe the impacts of cross-selling, demand correlation, an