报童问题的最优竞争比策略及其风险补偿模型

摘要

Newsboy problem has always been an important issue in inventory management. A number of methods have been proposed to solve such problems based on different objectives or considerations. Traditional newsboy models assume full knowledge of the demand probability distribution;however, in reality, it is often difficult to completely characterize the demand. Therefore, many researchers focused on the newsboy problem with partial (or limited) information. This paper constructs an online risk-reward model for the newsboy problem with rang information under probabilistic forecasts. Using the above method, this paper designs the risk tolerance strategy and proves its competitive ratio to help the newsboy choosing the optimal strategy according to his own risk tolerance and probabilistic forecast.%报童问题是库存管理中一个重要的模型.对报童问题在不同的目标函数和约束条件下的扩展模型已有了大量的研究.已有研究假设产品的需求分布已知,然而,在实际中完全刻画需求分布信息常常是很困难的,因此,部分信息下的报童模型研究近年越来越受到重视.在竞争比分析方法下,对报童问题进行了讨论,建立概率预期下风险补偿模型用于解决部分信息的报童问题.在确定性预期和基本概率预期下,分别为具有风险偏好的报童设计了最优订购策略,使报童可以根据自己不同的风险容忍度和未来预期选择订购策略.