价格相依报童模型中信息和不确定性的研究

Information,Uncertainty and Supplier's Buybacks in the Price Dependent Newsvendor Model

价格相依报童模型由一个零售商和一个供应商组成,其中,风险中性供应商销售产品给风险中性零售商,零售商确定零售价格和销售量;零售商面临不确定性需求,需求函数从顾客效用函数的微观模型推导得出,需求函数中考虑到了顾客数量,以及需求的价格敏感系数。在基于不确定性需求的价格相依报童模型下,首先,分析了需求不确定性类型如何影响供应商和零售商的决策;其次,假设供应商和零售商之间存在信息不对称情况,考虑了零售商拥有更新信息时,零售商是否愿意与供应商共享更新信息,供应商为获取更新信息应该支付的信息租金。

A price dependent newsvendor model is constructed by a supplier and a retailer where the risk-neutral supplier sells its product to the risk-neutral retailer,the retailer decides product's pricing and selling quantity;the retailer faces uncertainty demand,Demand formulation is derived from micromodeling of consumer utility functions and captures demand uncertainty regarding two parameters: consumer quantity and price sensitivity coefficient.Considering the price dependent newsvendor based on uncertainty demand,how the nature of demand uncertainty affects decisions of the supplier and the retailer is analyzed.Second,the model analyzes whether the retailer shares updating information with the supplier when the retailer holds more updating information of demand,how much information rent should be paid for updating information by the supplier.