基于确定当量的风险规避零售商最优订货决策分析

在报童模型的基础上，分析了风险规避对零售商订货决策造成的影响。比较了几种常用的供应链风险分析模型．认为确定当量法是一种更有效的分析方法。利用指数效用函数对风险进行定量处理．通过确定当量分析方法，将随机效用值转化为确定的效用值．从而将风险引入收益函数进行订货决策分析。同时，证明了零售商的风险规避将导致其最优订货量下降，而且随着零售商风险规避意愿的增强，最优订货量会不断减少。最后，通过数值实验，对风险中性和风险规避零售商的订货量进行了比较。

Risk-Averse Retailer's optimal Order decision Analysis Based on Certainty Equivalence

Based on the newsboy, the influence of risk-averse is analyzed which could affect the retailer's order decision. Several SCM risk analysis models are compared and think that certainty equivalence method is effective. Exponential utility function is used to risk quantitative analysis. Through cer- tainty equivalence, stochastic utility is transformed into certainty utility and the risk factor can be expressed in the revenue function for decision make. The optimal order quantity will decrease because of risk-...