• 论文 •

### 机会损失最小化报童模型中的订购决策研究

1. 1. 浙江理工大学科技与艺术学院, 杭州 311121; 2. 浙江工业大学经贸管理学院,杭州 310023; 3. 滨州学院数学系, 滨州 256603
• 出版日期:2017-01-25 发布日期:2017-03-31

XU Lina, MENG Zhiqing,XU Xinsheng. Optimal Ordering Decisions to Minimize Opportunity Loss in the Newsvendor Model[J]. Journal of Systems Science and Mathematical Sciences, 2017, 37(1): 239-252.

### Optimal Ordering Decisions to Minimize Opportunity Loss in the Newsvendor Model

XU Lina1, MENG Zhiqing2 ,XU Xinsheng3

1. 1. Keyi College, Zhejiang Sci-Tech University, Hangzhou 311121; 2. College of Economics and Management, Zhejiang University of Technology, Hangzhou 310023; 3. Department of Mathematics, Binzhou University, Binzhou 256603
• Online:2017-01-25 Published:2017-03-31

This paper adopts the CVaR measure to study the newsvendor model in which the risk-averse newsvendor aims to minimize his CVaR of opportunity loss. The following results are achieved. The newsvendor's optimal order quantity to minimize CVaR of opportunity loss is decreasing in the confidencel level and thus is smaller than the expected opportunity loss minimization order quantity when the overage loss is bigger than the underage loss. The newsvendor's optimal order quantity to minimize CVaR of opportunity loss is increasing in the confidencel level and thus is bigger than the expected opportunity loss minimization order quantity when the overage loss is smaller than the underage loss. Besides, it is shown that under the optimal order quantity to minimize CVaR of opportunity loss, the newsvendor's expected profit is decreasing in the confidence level and the newsvendor's expected opportunity loss is increasing in the confidence level, which confirm that low risk implies low return while high return comes with high risk.

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