基于前景理论的两产品报童的订货模型

Two-product newsboy problem based on prospect theory

运用前景理论,针对需求不确定条件下的两产品订货问题进行了分析.在前景理论的框架下分析、推导了随机市场需求下零售商对两产品订货的价值函数、主观概率与决策权重函数,并建立了订货模型.此模型将已有文献中的单一产品扩展到了两个产品,为今后进一步扩展到多产品奠定了基础,使前景理论在描述具有更强现实性的多产品报童问题方面前进了一步.算例分析从需求不确定性、缺货损失、残值、心理参考点、风险态度系数、损失厌恶系数等多个角度分析了基于前景理论的两产品订货问题,进一步说明此模型能较好地描述零售商的实际订货行为.

Applying the prospect theory to analyzing the ordering model of two products under random demand is a new research approach. Based on the framework of prospect theory, this article analyzes the value function, subjective probability and decision weighting function while considering two products under random demand, and then the ordering model is established. This model considers two products while existing researches only consider a single product. It can be the foundation of researches on multi-production. It makes an important progress in the research of multi-product newsboy problem while using prospect theory. The ordering problem of two products based on prospect theory is analyzed from many different aspects in the numerical example, like the salvage value, the psychological reference points, the risk-attitude coefficients and so on. The resuits show that this model can be used to better describe the retailers＇ actual ordering behavior.