基于等级效用理论的双供应商二次采购问题

Dual Sourcing Problem with Two Ordering Opportunities Based on Rank-Dependent Expected Utility Theory

考虑损失规避和概率权重效应,基于等级效用理论,针对两个供应商提供的易逝品,建立需求不确定的二次订购模型。采用逆向归纳法解析求得零售商两次最优订购数量,分析产能、成本、损失规避系数和概率权重系数对零售商最优第一次订购数量的影响。等级效用理论下,损失规避系数增加,最优第一次订购数量减小;概率权重系数增加,最优第一次订购数量可能增加或减小。理论证明给出零售商第一次订购时如何在两个供应商之间选择,对期望效用理论和等级效用理论下的最优订购决策比较分析可知,零售商在相同的条件下可能选择不同的供应商。

An ordering problem with two ordering opportunities and dual sourcing was resolved based on the rank-dependent expected utility theory,which considered loss aversion and probability weighting effect.Backward induction was used to obtain the retailer′s optimal first ordering quantity.The existence of the optimal solution was proved,and the impacts of the capacity,cost,loss aversion coefficient,and probability weighting function were investigated.The optimal first ordering quantity decreases as the loss aversion coefficient increased.The optimal first ordering quantity might increase or decrease with the coefficient of probability weighting increases.Analytical analysis was conducted regarding how to select a supplier at the first ordering opportunity and comparing the optimal ordering decision under RDEU(rank-dependent expected utility theory)with the one under EUT(expected utility theory).The retailer might choose a different supplier under the RDEU and EUT.