运筹与管理Issue(1)：20-25,6.
不确定性对混合 CVaR 约束库存系统的影响
Effect of Uncertainty in Inventory Systems With Mixture CVaR Constrain
摘要
Abstract
In this paper , we analyze the effect of demand uncertainty in inventory systems with mixture CVaR constrain by using stochastic dominance in applied probability .We introduce the concept of “risk preference coefficient” and obtain monotonicities of optimal order quantity and optimal profit with respect to risk preference coefficient .We prove that stochastic larger demand leads to higher optimal order quantity and optimal profit ;under the cut criterion ordering , more variable demand may lead to more or less optimal order quantity;optimal profit has stochastic monotonicity under second stochastic dominance when risk preference coefficient is larger than or equal to one , but, this state may not hold true as risk preference coefficient is smaller than one .We illustrate this by a numerical example .关键词
不确定性/随机比较/混合CVaR/报童模型Key words
uncertainty/stochastic comparison/mixture CvaR/newsvendor model分类
管理科学引用本文复制引用
禹海波,王莹莉..不确定性对混合 CVaR 约束库存系统的影响[J].运筹与管理,2014,(1):20-25,6.基金项目
国家自然科学基金面上项目 （）
