本文關鍵詞：無統(tǒng)計信息假設下的多階段報童決策，，由筆耕文化傳播整理發(fā)布。

無統(tǒng)計信息假設下的多階段報童決策

Decision-making for Multi-period Newsvendor Problem Without Statistical Information Assumption

[1] [2] [3]

ZHANG Yong, ZHANG Wei-guo, XU Wei-jun （1. School of Management, Guangdong University of Technology, Guangzhou 510520, China; 2. School of Business Administration, South China

[1]廣東工業(yè)大學管理學院,廣東廣州510520; [2]華南理工大學工商管理學院,廣東廣州510640

文章摘要：在不對需求做任何統(tǒng)計假設的情形下,該文用理論計算科學興起的集成專家意見的弱集成算法研究多階段報童決策。弱集成算法是一種指數(shù)加權平均集成方法,在一定的初始權重下,根據(jù)損失函數(shù)在線調(diào)整專家意見的權重�；谑找鎿p失函數(shù)和固定訂購量的專家意見,得到了與從累積收益角度研究相一致的決策方法;并擴展研究了帶有回收價值的情形。理論上證明了決策方法的累積收益損失幾乎不超過最優(yōu)專家意見的累積收益損失。通過數(shù)值算例驗證了決策方法的可行性和合理性,探討了賣出價和成本價等因素對競爭性能的影響,說明了回收價值的引入大大提高了決策方法的競爭性能,具有重要的現(xiàn)實意義。

Abstr：The Weak Aggregating Algorithm （WAA） of prediction with expert advices, which advanced in computer science, is applied to study the multi-period newsvendor problem without making statistical assumption. WAA is an exponentially weighted average algorithm that updates the expert advice＇s weight according to loss function with initial weights distribution. Based on the return loss function and the expert advice of fixed stock level strategy, the decision-making method is used in this paper, which is in accord with the conclusions obtained using return function; and the case with salvage value is extended. Theoreti- cally, it is proved that the cumulative loss the proposed decision-making method achieved does exceed that of the best expert advice. Numerical examples are presented to further illustrate the feasibility and rationality of the proposed decision-making method and explore the effect of selling and cost price on competitive performance;the results show that the introduction of salvage value greatly improves the competitive performance of the proposed decision-making method and thus presents important practical significance.

文章關鍵詞：

Keyword：:multi-period newsvendor problem salvage value no statistical assumption weak aggregating algorithm return loss function

課題項目：教育部人文社會科學研究項目（13YJC630234,11YJC630225）; 廣東省高等學校優(yōu)秀青年教師培養(yǎng)計劃（Yq2013062,Yq2013060）; 國家自然科學基金資助項目（71471065,71301029）

作者信息：會員可見

  本文關鍵詞：無統(tǒng)計信息假設下的多階段報童決策，由筆耕文化傳播整理發(fā)布。