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Mean-variance analysis of the newsvendor model with stockout cost

文献类型：期刊论文

作者Wu, Jun2; Li, Jian3,4; Wang, Shouyang3; Cheng, T. C. E.1
刊名OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
出版日期2009-06-01
卷号37期号:3页码:724-730
关键词Supply chain Newsvendor problem Mean-variance Stockout cost
ISSN号0305-0483
DOI10.1016/j.omega.2008.02.005
英文摘要We study the risk-averse newsvendor model with a mean-variance objective function. We show that stockout cost has a significant impact on the newsvendor's optimal ordering decisions. In particular. with stockout cost. the risk-averse newsvendor does not necessarily order less than the risk-neutral newsvendor. We illustrate this finding analytically for the case where the demand follows the power distribution. (c) 2008 Elsevier Ltd. All rights reserved.
WOS研究方向Business & Economics ; Operations Research & Management Science
语种英语
WOS记录号WOS:000259851900021
出版者PERGAMON-ELSEVIER SCIENCE LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/9130]  
专题中国科学院数学与系统科学研究院
通讯作者Cheng, T. C. E.
作者单位1.Hong Kong Polytech Univ, Dept Logist, Kowloon, Hong Kong, Peoples R China
2.Beijing Univ Posts & Telecommun, Sch Econ & Management, Beijing 100876, Peoples R China
3.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
4.Beijing Univ Chem Technol, Coll Econ & Management, Beijing 100029, Peoples R China
推荐引用方式
GB/T 7714		 Wu, Jun,Li, Jian,Wang, Shouyang,et al. Mean-variance analysis of the newsvendor model with stockout cost[J]. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE,2009,37(3):724-730.
APA Wu, Jun,Li, Jian,Wang, Shouyang,&Cheng, T. C. E..(2009).Mean-variance analysis of the newsvendor model with stockout cost.OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE,37(3),724-730.
MLA Wu, Jun,et al."Mean-variance analysis of the newsvendor model with stockout cost".OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE 37.3(2009):724-730.

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来源：数学与系统科学研究院

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