基于CVaR准则下二层报童问题模型及其解法

Model and Solution for Bilevel Newsboy Problem with CVaR Criterion

在条件风险值CVaR风险度量准则下,提出了一种没有缺货惩罚时上层供应商为风险中性,下层零售商为风险厌恶的二层报童问题模型及其求解算法.根据实例分析结果可知,风险中性的供应商可确定适当的批发价格,风险厌恶的零售商可在风险降到最低的情况下对买进多少订购量做出最佳的决策,使得各自最终获得最大效益.

Proposes a class of model and its solution for the bilevel-newsboy problem without lost-sale penalty under the conditional value-at-risk framework. In the model, the upper level is suppliers with neutral risk and the lower level is retailers with averse risk. The analyzing results according to concrete examples show that the suppliers can confirm an optimum price and the retailers can make the best decision for the purchasing amount under the lowest risk to maximize their profit.