摘要
对需求具有价格敏感性的多产品报童问题进行定量研究。首先建立了期望收益最大化为目标,需求函数是线性加函数形式,具有预算约束的多产品报童模型。接着证明了在需求分布函数具有失效率递增性质的条件下边际预算利润是产品订购量的非增函数,指出该模型是一类凸可分非线性连续多产品资源分配问题,可以应用二分搜索算法获得最优解或者近似最优解。最后应用算例验证了算法和模型的有效性。
The newsvendor problem of demanded multi-product with sensitive price was studied quantitatively. Firstly, a multi-product newsvendor model with the additive demand and budget constraint was developed and maximum expected revenue is as an objective. Then the characters of the problem are described. It is shown that the marginal budget benefit is non-decreasing in the order quantity under certain conditions in which demand distribution has an increasing failure rate. Finally, a binary search algorithm has been developed and the algorithm and its effectiveness were tested by the numerical example.
基金
福建省社科基金项目"海峡两岸经济区城市发展路径的实证研究"(项目号:2008B2033)
福建省教育厅项目"海峡两岸经济区城市品牌构建研究--以福州为例"(项目号J:A08040S)
福州大学社科研究项目"随机环境下易逝品定价模型研究"(项目号:826535)阶段性成果
关键词
多产品
报童模型
需求
价格敏感性
二分搜索算法
multi-product
newsvendor model
demand
price sensitivity
binary search algorithm
