运筹与管理2018，Vol.27Issue(3)：32-40,9.DOI:10.12005/orms.2018.0057
广义均值保持变换的随机单调性及其在库存系统中的应用
Stochastic Comparison of the Generalized Mean-preserving Transformations and Its Applications to Inventory Decisions and Optimization
摘要
Abstract
In this paper,we provide a generalized mean-preserving transformation which has non-linear and mean inequality conversions,to study the sufficient conditions or sufficient and necessary conditions which can achieve its stochastic comparison.We also characterize the effect of demand uncertainty in decision and profit in invento-ry system.First, we get the relationship between the distribution function and the random monotonicity before and after the conversion.We also get the connection between the generalized mean-preserving transformation and generalized TTT transformation.In addition,three special generalized mean-preserving transformations are used for validation.Finally,the transition is applied to the newsvendor model which has both minimize cost newsven-dor problem and maximize profit newsvendor problem, and the random monotonicity of the unified newspaper problem transformation is obtained.关键词
广义均值保持变换/可变性/随机占优/报童模型Key words
generalized mean-preserving transformation/variability/stochastic dominance/newsvendor problem分类
管理科学引用本文复制引用
禹海波,李媛..广义均值保持变换的随机单调性及其在库存系统中的应用[J].运筹与管理,2018,27(3):32-40,9.基金项目
北京社会科学基金研究基地重点项目(16JDGLA004) （16JDGLA004）
国家自然科学基金(71672004) （71672004）
国家自然科学基金应急管理项目(11541006) （11541006）
