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结合条件风险值(conditional value-at-risk,CVaR)准则对机会损失最小化报童模型中零售商的订购决策进行研究.研究结果表明:当订购过量损失大于订购不足损失时,零售商基于CVaR机会损失最小化的订购量小于期望机会损失最小化的订购量,且随着零售商对风险厌恶程度的增加而减少;反之,当订购过量损失小于订购不足损失时,零售商基于CVaR机会损失最小化的订购量大于期望机会损失最小化的订购量,且随着零售商对风险厌恶程度的增加而增加;随着零售商对风险规避程度的增加,零售商基于CVaR机会损失最小化的订购量所对应的期望利润和期望机会损失分别减少和增加,即低风险意味着低收益,高收益伴随着高风险.
Based on CVaR criterion, the retailer’s ordering decision-making in the news loss minimization newsboy model is studied.The results show that retailers based on the CVaR opportunity when the excess order loss is greater than the loss of ordering, The order of loss minimization is less than the order of magnitude of expected loss of opportunity minimization and decreases as the retailer increases risk aversion; conversely, the retailer minimizes the opportunity loss based on CVaR when the order excess loss is less than the loss of subscription loss Is greater than the expected volume of order loss, and increases as the retailer increases the degree of risk aversion. As the risk aversion of retailers increases, the retailer, based on the CVaR opportunity loss minimization order volume The corresponding expected profits and expected loss of opportunity to reduce and increase, respectively, that low-risk means low-yield, high-yield with high risk.