工业工程2012，Vol.15Issue(5)：8-14,7.DOI:10.3969/j.issn.1007-7375.2012.05.002
CVaR准则下季节性产品市场运作策略
On the Optimal Marketing Strategy for Seasonal Products under the CVaR Criterion
摘要
Abstract
The traditional Newsvendor problem is based upon risk neutrality with an objective of maximizing the expected profit or minimizing the expected cost. However, the demands of a seasonal product are random and dependent on selling price and advertising cost. With the effect of selling price and advertising cost considered, a Newsvendor model with Conditional Value-at-Risk (CVaR) criterion as objective is derived. Based on this model, an optimal marketing strategy is found and the effect of risk aversion on the optimal strategy is analyzed. Examples are used to show the application of the proposed method and the managerial insights. The results are useful for retailers who sell seasonal products.关键词
报童模型/条件风险值(CVaR)/市场销售Key words
Newsvendor model/ conditional value-at-risk(CVaR) / marketing分类
数理科学引用本文复制引用
李绩才,周永务,肖旦,刘哲睿..CVaR准则下季节性产品市场运作策略[J].工业工程,2012,15(5):8-14,7.基金项目
国家自然科学基金资助项目(70971041,71131003) （70971041,71131003）
浙江省自然科学基金资助项目(Y6110095) （Y6110095）
广东省自然科学基金资助项目(10151064101000003) （10151064101000003）
教育部人文社科基金资助项目(10YJC630277) （10YJC630277）
浙江师范大学青年基金资助项目(KJ20100026) （KJ20100026）
