考虑损失厌恶和锚定效应的零售商订货研究
|
摘要
库存问题是影响工业企业运营效率的重要因素,为了研究非理性心理对零售商订货行为的影响,本文在经典报童问题基础上,结合决策行为中损失厌恶心理和锚定不充分调整启发式,对零售商订货量进行了研究。(1)对具有损失厌恶和锚定效应的零售商订货进行建模;(2)研究了损失厌恶系数、锚定系数以及随机误差对零售商最优订货量的影响;(3)进行算例分析,并且分析了损失厌恶系数和锚定系数对零售商订货量的联合影响。发现锚定系数对零售商订货量的影响远大于损失厌恶系数,但在低利润产品条件下,决策者对历史信息的锚定行为在一定程度上能中和损失厌恶导致的零售商订货量偏差。
Inventory problem has increasingly become an important factor affecting the operational efficiency of industrial enterprises.In order to study the influence of irrational psychology on retailer's ordering behavior,the quantity of retailer's ordering is studied based on the classical newsvendor problem,by combining the influence of inadequate anchoring adjustment and loss aversion in decision-making behavior.Firstly,we model the ordering of newsvendor with anchoring effect and loss aversion,and then the relationship between the optimal order quantity and loss aversion coefficient,anchoring coefficient,random error was studied.Finally,all the theorems are verified by numerical analysis,and the joint effects of loss aversion coefficient and anchor coefficient on the order quantity of newsboys are analyzed.It is found that the influence of anchoring coefficient on retailer's order quantity is much great than that of loss aversion coefficient.And under low-margin products,the decision-maker's anchoring behavior on historical information can neutralize the deviation of the loss averse newsvendor.
Inventory problem has increasingly become an important factor affecting the operational efficiency of industrial enterprises.In order to study the influence of irrational psychology on retailer's ordering behavior,the quantity of retailer's ordering is studied based on the classical newsvendor problem,by combining the influence of inadequate anchoring adjustment and loss aversion in decision-making behavior.Firstly,we model the ordering of newsvendor with anchoring effect and loss aversion,and then the relationship between the optimal order quantity and loss aversion coefficient,anchoring coefficient,random error was studied.Finally,all the theorems are verified by numerical analysis,and the joint effects of loss aversion coefficient and anchor coefficient on the order quantity of newsboys are analyzed.It is found that the influence of anchoring coefficient on retailer's order quantity is much great than that of loss aversion coefficient.And under low-margin products,the decision-maker's anchoring behavior on historical information can neutralize the deviation of the loss averse newsvendor.
引文
[1]庞彪.服装业库存隐忧仍存[J].中国物流与采购,2016,(9):42～44.
[2]崔崟,陈剑,肖勇波.行为库存管理研究综述及前景展望[J].管理科学学报,2011,14(6):96～108.
[3]Kahneman D,Tversky A.Prospect Theory:An Analysis of Decisions Under Risk[J].Econometrica,1979,47(2):263～291.
[4]谭春桥,易文桃.损失厌恶型n人非合作博弈Nash均衡[J].系统工程理论与实践,2016,36(6):1480～1489.
[5]Ma L,Xue W,Zhao Y,et al.Loss-averse Newsvendor Problem with Supply Risk[J].Journal of the Operational Research Society,2016,67(2):214～228.
[6]Vipin B,Amit R K.Loss Aversion and Rationality in the Newsvendor Problem Under Recourse Option[J].European Journal of Operational Research,2017,261(2):563～571.
[7]马德青,胡劲松,姜伟,等.具损失厌恶和损失概率厌恶的报童问题研究[J].中国管理科学,2017,(9):188～196.
[8]史文强,孔昭君,汪明月.信息不对称及广告效应下零售商损失厌恶的供应链协调[J/OL].计算机集成制造系统:1～24.http://kns.cnki.net/kcms/detail/11.5946.TP.20181026.1602.034.html,2019-01-09.
[9]Schweitzer M E,Cachon G P.Decision Bias in the Newsvendor Problem with a Known Demand Distribution:Experimental Evidence[J].Management Science,2000,46(3):404～420.
[10]Bolton G E,Katok E.Learning by Doing in the Newsvendor Problem:A Laboratory Investigation of the Role of Experience and Feedback[J].Manufacturing & Service Operations Management,2007,10(10):519～538.
[11]Bostian A J A,Holt C A,Smith A M.Newsvendor“Pull-to-Center”Effect:Adaptive Learning in a Laboratory Experiment[J].Manufacturing & Service Operations Management,2011,10(4):590～608.
[12]Long X,Nasiry J.Prospect theory Explains Newsvendor Behavio:The Role of Reference Points[J].Management Science Journal of the Institute for Operations Research & the Management Sciences,2014,61(12):3009～3012.
[13]Zhao X B,Geng W.A Note on“Prospect Theory and the Newsvendor Problem”[J].Journal of the Operations Research Society of China,2015,3(1):89～94.
[14]Ren Y,Croson D C,Croson R T A.The Overconfident Newsvendor[J].Journal of the Operational Research Society,2017,68:1～11.
[15]唐卫海,徐晓惠,王敏,等.锚定效应的产生前提及作用机制[J].心理科学,2014,(5):1060～1063.
[16]史英杰,申杨柳,陈湛,等.考虑锚定心理的零售商订货问题[J].计算机集成制造系统,2016,22(10):2487～2495.
[17]D’Urso D,Mauro C D,Chiacchio F,et al.A Behavioural Analysis of the Newsvendor Game:Anchoring and Adjustment With and Without Demand Information[J].Computers & Industrial Engineering,2017,111:552～562.
[18]Gavirneni S,Robinson L W.Risk Aversion and Implicit Shortage Cost Explain the Anchoring and Insufficient Adjustment Bias in Human Newsvendors[J].Operations Research Letters,2017,45(3):191～198.
[19]Wu M,Tian B,Zhu S X.A Loss Averse Competitive Newsvendor Problem with Anchoring[J].Omega,2018,81:99～111.
[2]崔崟,陈剑,肖勇波.行为库存管理研究综述及前景展望[J].管理科学学报,2011,14(6):96～108.
[3]Kahneman D,Tversky A.Prospect Theory:An Analysis of Decisions Under Risk[J].Econometrica,1979,47(2):263～291.
[4]谭春桥,易文桃.损失厌恶型n人非合作博弈Nash均衡[J].系统工程理论与实践,2016,36(6):1480～1489.
[5]Ma L,Xue W,Zhao Y,et al.Loss-averse Newsvendor Problem with Supply Risk[J].Journal of the Operational Research Society,2016,67(2):214～228.
[6]Vipin B,Amit R K.Loss Aversion and Rationality in the Newsvendor Problem Under Recourse Option[J].European Journal of Operational Research,2017,261(2):563～571.
[7]马德青,胡劲松,姜伟,等.具损失厌恶和损失概率厌恶的报童问题研究[J].中国管理科学,2017,(9):188～196.
[8]史文强,孔昭君,汪明月.信息不对称及广告效应下零售商损失厌恶的供应链协调[J/OL].计算机集成制造系统:1～24.http://kns.cnki.net/kcms/detail/11.5946.TP.20181026.1602.034.html,2019-01-09.
[9]Schweitzer M E,Cachon G P.Decision Bias in the Newsvendor Problem with a Known Demand Distribution:Experimental Evidence[J].Management Science,2000,46(3):404～420.
[10]Bolton G E,Katok E.Learning by Doing in the Newsvendor Problem:A Laboratory Investigation of the Role of Experience and Feedback[J].Manufacturing & Service Operations Management,2007,10(10):519～538.
[11]Bostian A J A,Holt C A,Smith A M.Newsvendor“Pull-to-Center”Effect:Adaptive Learning in a Laboratory Experiment[J].Manufacturing & Service Operations Management,2011,10(4):590～608.
[12]Long X,Nasiry J.Prospect theory Explains Newsvendor Behavio:The Role of Reference Points[J].Management Science Journal of the Institute for Operations Research & the Management Sciences,2014,61(12):3009～3012.
[13]Zhao X B,Geng W.A Note on“Prospect Theory and the Newsvendor Problem”[J].Journal of the Operations Research Society of China,2015,3(1):89～94.
[14]Ren Y,Croson D C,Croson R T A.The Overconfident Newsvendor[J].Journal of the Operational Research Society,2017,68:1～11.
[15]唐卫海,徐晓惠,王敏,等.锚定效应的产生前提及作用机制[J].心理科学,2014,(5):1060～1063.
[16]史英杰,申杨柳,陈湛,等.考虑锚定心理的零售商订货问题[J].计算机集成制造系统,2016,22(10):2487～2495.
[17]D’Urso D,Mauro C D,Chiacchio F,et al.A Behavioural Analysis of the Newsvendor Game:Anchoring and Adjustment With and Without Demand Information[J].Computers & Industrial Engineering,2017,111:552～562.
[18]Gavirneni S,Robinson L W.Risk Aversion and Implicit Shortage Cost Explain the Anchoring and Insufficient Adjustment Bias in Human Newsvendors[J].Operations Research Letters,2017,45(3):191～198.
[19]Wu M,Tian B,Zhu S X.A Loss Averse Competitive Newsvendor Problem with Anchoring[J].Omega,2018,81:99～111.