毕业设计（论文）多阶段订货的报童模型研究.docxVIP

摘 要报童问题又称做单周期问题。其主要研究内容就是在无市场信息等其它影响因素下对短周期产品的订购量做出最优决策。在本文中，我们研究了资金约束和需求预测更新的报童问题，报童有在单期的销售季之前分两次向供应商订货，需求不确定的情况下，报童可以通过观察两次订货之间的市场信号提高预测，我们分析了在两种案例下的最优订货策略：风险中性和风险规避。此分析表明，在每一种情形下的最优订货策略，其特征在于一关键值：目标安全资本。在此策略下，当且仅当初始资本是高于目标安全资本时，报童将会留部分资本在第二阶段。在此情况下，第一阶段的订货量随着初始资本增加而减少。我们更深层次研究了信息价值更新对报童订货决策的影响。结果表明，当市场信息与需求之间相关系数很大或报童对风险更加厌恶时，将有更多的资本用于第二阶段。关键词：报童问题；库存；需求预测更新；资金约束；风险厌恶AbstractThe newsvendor problem, also known as the single cycle problem.The main research content is to make optimal decision on the order quantity of short cycle products without other factors such as market information. In this paper, we study the newsvendor problem with updated capital constraints and demand forecast, a single period Newsvendor before the sales season two orders to suppliers, demand uncertainty, newsvendor can be observed through market signals between the two order to improve the prediction, we analyze the optimal ordering strategy of two cases risk neutral and risk aversion. The analysis shows that, in each case, the optimal ordering policy is characterized by a critical value: target security capital. Under this strategy, if and only if the initial capital is higher than the target security capital, the newsvendor will leave fractional capital capital in the second stage. under this circumstances, the order quantity decreases as the initial capital increases at the first stage. We further study the impact of information value updating on the decision making of newsvendor ordering. The results show that more capital will be used in the second stage when the correlation coefficient between the market information and demand is large or the newsvendor is more disgusted with the risk.Keywords: Newsvendor Problem; Inventory; Demand Forecast Update; Captial constraint; Risk-aversion 目 录摘 要IAbstractII目 录III第一章 绪论11.1 课题研究目的与意义11.2 国内外研究现状1第二章 模型构建42.1 符号定义42.2 两阶段优化问题42.3 最优订货策略52.3.1 第二阶段最优订货策略52.3.2 第一阶段最优订货策略......6第三章 信息更新的价值83.1 无价值的信息83.2 完美的信息83.3 二元正态分布的一般情况9第四章 报童风险规避14第五章 总结1