위험회피성향을 고려한 공급 불확실성下 신문팔이소년 문제에 대한 고찰
Research on Risk-Averse Newsboy under Supply Uncertainty
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In this paper, the single-period inventory problem, what is called newsboy problem, has been revisited with two different conditions,uncertain supply and risk-averseness. Eeckhoudt et al. [5] investigated the effect of risk-averseness of a newsboy on the optimal order quantity in a stochastic demand setting. In contrary to Eeckhoudt et al. [5] this paper investigates the effect of risk-averseness in a stochastic supply setting. The findings from this investigation say that if α* represents the optimal order quantity without risk-averseness then the risk-averse optimal order quantity can be greater than α* and can be less than α* as well.
Abstract
In this paper, the single-period inventory problem, what is called newsboy problem, has been revisited with two different conditions,uncertain supply and risk-averseness. Eeckhoudt et al. [5] investigated the effect of risk-averseness of a newsboy on the optimal order quantity in a stochastic demand setting. In contrary to Eeckhoudt et al. [5] this paper investigates the effect of risk-averseness in a stochastic supply setting. The findings from this investigation say that if α* represents the optimal order quantity without risk-averseness then the risk-averse optimal order quantity can be greater than α* and can be less than α* as well.
참고문헌 (19)
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