缺货惩罚下的损失厌恶报童模型

针对缺货惩罚与损失厌恶的报童模型,在期望效用理论的框架下,引入了单位机会期望缺货惩罚、单位机会期望超量损失两个概念,利用这两个概念分析了最优订购量与损失厌恶系数,证明了最优订购量随着缺货惩罚的增加而增加,但在某些情况下最优订购量随着损失厌恶系数的增加而增加、减少或者不变.

Out of stock penalty and loss aversion newsvendor model

Considering the shortage punishment and loss aversion of the newsvendor model within the expected utility theory(EUT)framework,the two concepts of the unit opportunity expect shortage punishment and unit opportunity excessive loss are introduced.By using these two concepts,the relationship between optimal order quantity and the loss aversion coefficient under the unit out of stock is analyzed.Finally,it is found that the optimal order quantity increases with the shortages of punishment increase,but in some cases,the optimal order quantity increases,reduces or remain unchanges with the loss aversion coefficient increase.