存在价格折扣的风险厌恶者的净现值库存模型

A NPV-based Risk-averse Inventory Model with Price Discount

为解决决策者的风险态度问题,以及由于经济环境的多变性和复杂性所造成的周期末总收益的无风险回报率,利用最大化净现值的期望效用的方法,导出了决策者是风险厌恶者时的库存模型,并确定了最优目标库存水平。研究结果表明,在多周期随机库存问题中,净现值方法是可行的。

The method of the maximum expected utility of net present value is used to resolve the decisionmaker＇s risk attitude and the risk-free return at the end of decision horizon because of the variation and complexity of the economic environment. Inventory model of a risk-averse decision-maker is established and the optimal inventory level is given. The result shows that net present value method is a possible way for multi-period stochastic inventory decision problems.