有限需求分布信息下损失厌恶的报童模型研究
Loss-averse newsvendor model with partial demand information

考虑有限需求分布信息下具有损失厌恶特性的报童订货策略问题. 在前景理论框架下，基于最小最大后悔值准则建立了仅知需求区间信息下的报童鲁棒订货模型，分析了损失厌恶系数，单位剩余损失以及需求区间范围对损失厌恶报童鲁棒订货量和最小最大后悔值的影响. 研究结果表明：决策者的鲁棒订货量随单位剩余损失的增大而减少，但随着损失厌恶系数和需求区间范围的增大，鲁棒订货量可能增大也可能减少，决策者的最小最大后悔值总是随厌恶系数和需求区间范围的增大而增大，随单位剩余损失的增大而减小.
A loss-averse newsvendor’s robust order decision is studied when partial information of demand distribution is available. In the framework of prospect theory，the robust newsvendor model is developed based on the minimax regret criterion. Accordingly，the robust order quantity is derived in the closed-form expression. In addition，the effects of loss aversion coefficient，unit overage loss and the support on the robust order quantity and minimax regret are analyzed. The results show that the robust order quantity decreases with unit overage loss increasing. With the loss aversion coefficient and the support increasing，the robust order quantity is not monotonous. The results also show that the minimax regret value increases with the loss aversion coefficient and the support increasing，but deceases with unit overage loss increasing. Finally，numerical samples are conducted to verify the relationships of the robust order quantity and minimax regret value with loss aversion coefficient，unit overage loss and the support