资金和风险约束下的多产品报童模型最优解的研究

The Study of the Optimal Solution of Multi-product Newsvendor in the Constraints of Funding and Risk

通过考虑近年来比较热门的多产品报童问题。以资金约束为第一约束,风险约束为第二约束,从而构成四种组合。在风险的刻画上,采用半方差来衡量;在资金约束的限制下,采用两种启发式算法来简化运算,通过实现费用函数的最小化来寻求满足约束条件的最优订购量。最后对文中叙述的结论加以数值分析。

This paper concentrates on multi-product newsvendor which is popular recently.It considers the funding constraint as the first constraint and the risk as the second constraint to form four situations.Considering risk,it uses semivariance to measure.In the capital constraints,two heuristic algorithms simplify operations.Through minimizing the cost function,the optimal order is realized in the constraint condition.Finally numerical analysis of the conclusion before provides guidance for further application.