摘要
在完全竞争市场中,价格服从随机微分方程的情况下,研究了易逝品的最优订货量与广告投入,应用Feynman-Kac公式得到最优订货量与广告投入的微分方程,采用奇摄动渐近展开的方法得到了上述微分方程的形式渐近解,并得到形式渐近解的一致有效估计.
In perfectly competitive market,in the case of price subject to stochastic differential equations,the optimal order quantity and advertising investment of the perishable goods(PG)is researched,applying FeynmanKac formula to get the optimal order quantity and advertising investment differential equations,using the singular perturbation asymptotic expansion method to get the formal asymptotic solution of differential equations,and obtain the uniformly valid estimation.
引文
[1]熊中楷,彭志强.易逝品最优定价、订货量和广告投入的联合确定[J].工业工程与管理,2009,14(2):32-37.
[2]KHOUJA M J.Optimal ordering,discounting,and pricing in the single-period problem[J].International Journal of Production Economics,2000,65(2):201-216.
[3]周永务,杨善林.Newsboy型商品最优广告费用与订货策略的联合确定[J].系统工程理论与实践,2002,22(11):59-63.
[4]王秀青,蔡立军.竞争环境下的广告策略研究[J].纺织高校基础科学学报,2009,22(3):404-408.
[5]周静,杨继明,尹家兵.不确定环境下影响销售的广告投入数学模型研究[J].湖南工程学院学报(自然科学版),2013,23(3):51-53.
[6]包立平.高维欧式期权定价模型的奇摄动解[J].应用数学与计算数学学报,2011,25(2):194-204.