Newsvendor Problem with Downside-risk Constraint under Unreliable Supplier

공급업체의 불확실성하에서 하향리스크 제약을 고려한 신문팔이문제

  • Published : 2007.06.30

Abstract

이 논문의 공급업체의 불확실성하에서의 신문팔이 문제를 다루고 있다. 즉 공급업체의 공급량이 소매업체가 주문한 양을 충족하기 못하는 상황을 고려한 것이다. 여기서 우리는 기대 이익을 최대화하는 최적의 주문량을 구하였고, 기존의 연구와 달리 소매업체의 위험 성향을 고려하기 위해 하향 라스크에 대한 제약 조건을 추가하여, 위험 성향이 높을수록 더 많은 주문량을 사용한다는 결과를 사례 연구를 통해 확인할 수 있었다.

Keywords

References

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