文档介绍：
过度自信和需求不确定性对供应链系统的
影响
王晓微,禹海波**
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(北京工业大学经济与管理学院,北京 100124)
摘要:运用应用概率中的随机占优研究决策者的过度自信行为和需求不确定性对供应链系统
的影响。通过引入均值不变方差缩小的变换来刻画零售商的过度自信水平,证明最优订货量
关于过度自信水平和缺货惩罚成本的单调性。证明随机大需求导致较高的最优订货量,最优
订货量在割准则序意义下具有随机单调性。进一步,运用标准化随机变量的变换证明在批发
价契约实现供应链协调下过度自信零售商利润随需求可变性的增加而增加。
关键词:过度自信;供应链协调;批发价契约;不确定性
中图分类号:C934,F272
Coordination and parison of Supply Chain
with Overconfident Retailer
Wang Xiaowei, YU Haibo
(The Economics & Management School, Beijing University of Technology, Beijing 100124)
Abstract: In this paper we study the effect of overconfidence and demand uncertainty in supply
chain system by using stochastic dominance in applied probability. In order to depict the
decision-maker’s overconfidence, we introduce a mean-preserving and variance-decreasing
transformation. The monotonicities of the optimal order quantity on penalty cost and the
overconfident level are obtained. We show that larger demand leads to high optimal order quantity
and optimal order quantity has stochastic monotonicity under cut criterion order. Furthermore, by
using standardized random variable transformation we prove that profit will decrease when
demand variability increases in high profit condition.
Key words: overconfidence;supply chain coordination;wholesale price contract;uncertainty
0 引言
传统的库存管理研究大多是建立在新古典经济学的“理性经济人”假定之上,即相信个
体具有理性决策的能力并受自利动机的激励来最大可能地实现