工业技术经济2016，Vol.35Issue(1)：36-45,10.DOI:10.3969/j.issn.1004-910X.2016.01.005
前景理论框架下基于期望的损失厌恶报童博弈
Expectation-based Loss -averse Newsvendor Game Based on Prospect Theory
摘要
Abstract
Based on prospect theory , this paper considers the influence of loss -averse newsbvendor's expectation level on the de-gree of loss aversion , extends the loss -averse newsvendor model to a game setting where multiple expectation -based loss -averse newsvendors are competing for inventory from a risk -neutral supplier and researches the influence of newsvendor's related parameters on the equilibrium total quantity . Introducing expectation reference profits under stochastic demand , this paper firstly uses prospect theory to es-tablish the utility function of a single expectation-based loss-averse newsvendor , secondly deduces the game model of multiple expecta-tion-based loss-averse newsvendors , then proves the existence and uniqueness of pure strategy Nash equilibriumh in the game model , deduces the expression of the equilibrium total quantity and analyzes the relationship between the equilibrium total quantity and newsvendor number , loss-averse coefficient , expectation level , finally demonstrates the correctness of the relationship through numerical example and compares the risk-neutral newsvendor's optimal order quantity , the optimal order quantity of a single expectation -based loss -averse newsvendor with the equilibrium total quantity . We find that the equilibrium total quantity increases with the newsvendor number , and de-creases with the loss -averse coefficient , and decreases with the expectation level . Moreover , the optimal order quantity of a single expec-tation-based loss-averse newsvendor is smaller than risk -neutral newsvendor's optimal order quantity and the equilibrium total quantity .关键词
运作管理/报童模型/前景理论/损失厌恶/博弈理论Key words
operation management/newsvendor model/prospect theory/loss averse/game theory分类
管理科学引用本文复制引用
李新军,康建群..前景理论框架下基于期望的损失厌恶报童博弈[J].工业技术经济,2016,35(1):36-45,10.基金项目
国家社科基金项目 "基于供应商产能的供应应急策略与设计研究" (项目编号 :12CGL042 ) ,国家自然科学基金资助项目"以DC为中枢的农产品冷链库存策略与多温共配优化研究" (项目编号 :71372122 ) ,国家自然科学基金项目 "考虑有限理性的供应链中断风险管理模型研究" (项目编号 :71272122 ). （项目编号 :12CGL042 ）
