带有马尔可夫竞争因子的多产品报童模型

doi:10.16381/j.cnki.issn1003-207x.2019.05.011

中国管理科学 ›› 2019, Vol. 27 ›› Issue (5): 96-108.doi: 10.16381/j.cnki.issn1003-207x.2019.05.011

带有马尔可夫竞争因子的多产品报童模型

武博¹, 官雨娴¹, 陈杰², 陈志祥³

1. 西南交通大学经济管理学院, 四川成都 610031;
2. 华南理工大学工商管理学院, 广东广州 510640;
3. 中山大学管理学院, 广东广州 510275

收稿日期:2017-06-04 修回日期:2017-11-06 出版日期:2019-05-20 发布日期:2019-05-25
通讯作者: 陈杰(1979-),男(汉族),海南临高人,华南理工大学工商管理学院,副教授,博士后,研究方向:共享经济、供应链管理等,E-mail:sysuchenjie@126.com E-mail:sysuchenjie@126.com
基金资助:
国家自然科学基金资助项目（71772191，71301171，71571196）；教育部人文社会科学研究青年基金资助项目（15YJC630013）

Multi-product Newsvendor Model with Markov Competitive Factors

WU Bo¹, GUAN Yu-xian¹, CHEN Jie², CHEN Zhi-xiang³

1. School of Economics & Management, Southwest Jiaotong University, Chengdu 610031, China;
2. School of Business Administration South China University of Technology, Guangzhou 510640, China;
3. School of Business, Sun Yat-sen University, Guangzhou 510275, China

Received:2017-06-04 Revised:2017-11-06 Online:2019-05-20 Published:2019-05-25

摘要/Abstract

摘要： 在竞争的环境下考虑多产品报童问题。为了刻画多产品间的竞争关系，本文利用马尔可夫链构建多产品的需求转移模型，并根据模型的转移概率矩阵提出马氏竞争因子和综合竞争力等核心概念，进而结合卷积公式和雅可比行列式，将竞争因子的概念纳入经典报童模型的框架，构建了带有马氏竞争因子的多产品报童模型，同时在该模型的理论基础上给出了新的决策机制。模型的数据实验表明：竞争因子对多产品库存系统的最优订购策略具有重要的影响，关于产品的综合竞争力为单调递增函数；将竞争因子纳入多产品库存系统的决策机制，可进一步拓展报童模型在实际应用领域中的适应性以及提高库存系统的优化与控制的效用。

关键词: 马尔可夫链, 竞争因子, 综合竞争力, 多产品报童模型

Abstract: Under the free competitive market, one of the basic attributes of modern commodities is competitive relationships among the multiple products. It means multi-product inventory control system has to be built on information of demands with competition. Newsvendor model is one of the most important and basic theoretical approach of making optimal ordering policy for the multi-product inventory system. Therefore, a multi-product newsvendor problem is discussed under the situation with competition in this article. First, in order to characterize the competitive relationships among the multiple products, a demand transition model is constructed by using the Markov chain. And then, two core concepts as Markov competitive factors and comprehensive competitive power are proposed in accordance with the transition probability matrix in the model. Furthermore, the competitive factors are incorporated into the framework of classic newsvendor model and combining convolution formula and Jacobian determinant to the multi-product newsvendor model with competitive factors, and the new decision-making mechanism is derived from the model. Finally, the numerical examples are given to analysis in the condition of competitive relationship between the 3 products. The numerical examples show that the competitive factors have an important impact on the optimal ordering polices in the inventory system in which the optimality of ordering quantity is increasing in the comprehensive competitive power, and the data experiment results also demonstrate that the adaptability of the newsvendor model in the practical application and the effectiveness of optimization and control in the inventory system would be further improved when the competitive factors were incorporated into the decision-making mechanism.

Key words: Markov chain, competitive factors, comprehensive competitive power, multi-product newsvendor model

中图分类号:

武博, 官雨娴, 陈杰, 陈志祥. 带有马尔可夫竞争因子的多产品报童模型[J]. 中国管理科学, 2019, 27(5): 96-108.

WU Bo, GUAN Yu-xian, CHEN Jie, CHEN Zhi-xiang. Multi-product Newsvendor Model with Markov Competitive Factors[J]. Chinese Journal of Management Science, 2019, 27(5): 96-108.

参考文献

[1] 代建生, 孟卫东. 基于CVaR的供应链联合促销的回购契约协调研究[J]. 中国管理科学, 2014, 22(7):43-51.

[2] 杨亚, 范体军, 张磊. 新鲜度信息不对称下生鲜农产品供应链协调[J]. 中国管理科学, 2016, 24(9):147-155.

[3] 王利华. CVaR准则下基于损失厌恶的零售商订货决策问题[J]. 统计与决策, 2016,(19):45-48.

[4] 李辉, 齐二石. 基于市场规模不确定条件下的销售商预售策略研究[J]. 中国管理科学, 2017, 25(2):50-56.

[5] Yan Xiaoming, Wang Yong. A newsvendor model with capital constraint and demand forecast update[J]. International Journal of Production Research, 2014, 52(17):5021-5040.

[6] Zhang Yong, Vovk V, Zhang Weiguo. Probability-free solutions to the non-stationary newsvendor problem[J]. Annals of Operations Research, 2014, 223(1):433-449.

[7] 孙彩虹. 部分信息下联合鲁棒定价、订货决策的报童模型[J]. 系统工程理论与实践, 2014, 34(5):1122-1130.

[8] 禹海波. 需求不确定性对最小化成本和最大化利润报童问题的影响[J]. 系统工程理论与实践, 2014, 34(7):1756-1768.

[9] 于辉, 马云麟. 订单转保理融资模式的供应链金融模型[J]. 系统工程理论与实践, 2015, 35(7):1733-1743.

[10] 冯艳刚, 吴军. 突发事件环境下风险厌恶型报童博弈模型[J]. 系统工程理论与实践, 2015, 35(3):598-607.

[11] Huang Di, Zhou Hong, Zhao Qiuhong. A competitive multiple-product newsboy problem with partial product substitution[J]. Omega, 2011, 39(3):302-312.

[12] Yang Shilei, Shi Chunming, Zhang Yibin, et al. Price competition for retailers with profit and revenue targets[J]. International Journal of Production Economics, 2014, 154(4):233-242.

[13] Chakraborty T, Chauhan S S, Vidyarthi N. Coordination and competition in a common retailer channel:Wholesale price versus revenue-sharing mechanisms[J]. International Journal of Production Economics, 2015, 166:103-118.

[14] Aldaihani M M, Darwish M A. Service level enhancement in newsvendor model[J]. Computers & Industrial Engineering, 2016, 98:164-170.

[15] Yang Jianqun, Zhang Xiaoming, Fu Haiyan, et al. Inventory competition in a dual-channel supply chain with delivery lead time consideration[J]. Applied Mathematical Modelling, 2017, 42(2):675-692.

[16] Shen Yuwei, Xie Jinxing, Li Tingting. The risk-averse newsvendor game with competition on demand[J]. Journal of Industrial & Management Optimization, 2017, 12(3):931-947.

[17] Hanasusanto G A, Kuhn D, Wallace S W, et al. Distributionally robust multi-item newsvendor problems with multimodal demand distributions[J]. Mathematical Programming, 2015, 152(1):1-32.

[18] Zhou Yanju, Chen Xiaohong, Xu Xuanhua, et al. A multi-product newsvendor problem with budget and loss constraints[J]. International Journal of Information Technology & Decision Making, 2015, 14(5):1093-1110.

[19] Wang Dan, Qin Zhongfeng. Multi-product newsvendor problem with hybrid demand and its applications to ordering pharmaceutical reference standard materials[J]. International Journal of General Systems, 2016, 45(3):1-15.

[20] Abdel-Aal M A M, Syed M N, Selim S Z. Multi-product selective newsvendor problem with service level constraints and market selection flexibility[J]. International Journal of Production Research, 2017,(1):1-22.

[21] Abdel-Aal M A M, Selim S Z. Risk-averse multi-product selective newsvendor problem with different market entry scenarios under CVaR, criterion[J]. Computers & Industrial Engineering, 2017, 103:250-261.

[22] 周佳琪, 张人千. 交叉销售产品的报童模型与博弈分析[J]. 管理科学学报, 2015, 18(7):59-69.

[23] 陈杰, 陈志祥, 邢灵博,等. 带有能力约束的多元马氏需求报童模型[J]. 管理科学学报, 2016, 19(7):37-49.

[24] 陈杰, 唐萍, 高腾. 带有多元马氏需求的多产品报童模型[J]. 中国管理科学, 2017, 25(2):57-67.

[25] 张永, 张卫国, 徐维军,等. 多产品多阶段报童问题的在线订购策略[J]. 系统工程理论与实践, 2017, 37(2):399-408.

[26] Choi S, Ruszczynski A, Zhao Y. A multiproduct risk-averse newsvendor with law-invariant coherent measures of risk[J]. Operations Research, 2011, 59(2):346-364.

[27] Lau H S, Hing-Ling Lau A. The newsstand problem:A capacitated multiple-product single-period inventory problem[J]. European Journal of Operational Research, 1996, 94(1):29-42.

[28] 毛惠良. 多重卷积公式及其应用[J]. 工科数学, 1995, 11(3):173-176.

带有马尔可夫竞争因子的多产品报童模型

Multi-product Newsvendor Model with Markov Competitive Factors

PDF (PC)

可视化

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 6

Metrics

本文评价

推荐阅读 10

[1]	王治莹, 李勇建, 王伟康. 基于随机Petri网的突发事件信息演化模型[J]. 中国管理科学, 2020, 28(3): 113-121.
[2]	陈敬贤, 梁樑. 多产品救援物资的储备决策:一个扩展的Newsvendor模型[J]. 中国管理科学, 2018, 26(6): 143-152.
[3]	陈杰, 唐萍, 高腾. 带有多元马氏需求的多产品报童模型[J]. 中国管理科学, 2017, 25(2): 57-67.
[4]	詹文杰, 杨洁. 连续双向拍卖市场中基于马尔可夫链的交易策略研究[J]. 中国管理科学, 2008, 16(1): 111-116.
[5]	胡素华, 张世英, 张彤. 金融工程中资产收益的连续时间模型评述[J]. 中国管理科学, 2006, (2): 24-32.
[6]	林静, 韩玉启, 朱慧明. 基于MCMC稳态模拟的贝叶斯经验费率厘定信用模型[J]. 中国管理科学, 2006, (2): 33-38.