A study on the effect of yield uncertainty in price-setting newsvendor models with additive-multiplicative demand
A study on the effect of yield uncertainty in price-setting newsvendor models with additive-multiplicative demand
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具有加法-乘法需求的定价报童模型中收益率不确定性的影响研究
DOI：
10.1007/s11590-017-1215-9
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发表时间：
2018-08
影响因子：
1.6
通讯作者：
Pardalos Panos M
中科院分区：
文献类型：
--
作者：
Yu Li;Fan Wenjuan;Pei Jun;Pardalos Panos M
随机产量和不确定的需求通常同时存在于许多行业中，如半导体行业。研究了具有随机产量和不确定需求的单制造商和单零售商的报童定价模型。在加性-乘性需求条件下，研究了随机产量在两种不同成本结构下对最优价格、订货量和期望利润的影响。第一种情况是企业为订购的原材料数量付款的内部生产情况，第二种情况是企业只为收到的真实的产品数量付款的采购情况。利用随机比较理论，我们发现，在内部生产的情况下，较小的变量和较大的随机产量率都导致较低的最优价格和较高的期望利润。此外，较小的可变收益率也导致较低的最优价格和较高的利润的采购情况下，但这是不正确的随机较大的收益率。数值算例表明，产量随机性对最优订货量的影响并不普遍。
Random yield and uncertain demand usually both exist in many industries, such as the semiconductor industry. In this paper, the price-setting newsvendor model is studied which involves a single manufacturer and a single retailer with random yield and uncertain demand respectively. Under the condition of additive-multiplicative demand, we investigate the varying effects of random yield on the optimal price, order quantity, and expected profit in two situations with different cost structures. The first case is an in-house production case where the firm pays for the raw material quantity it has ordered, and the second one is a procurement case where the firm pays for the real product quantity it receives only. By using the theory of stochastic comparisons, we find that a less variable and a stochastically larger yield rate both lead to a lower optimal price and a higher expected profit for the in-house production case. Moreover, a less variable yield rate also results in a lower optimal price and a higher profit for the procurement case, but this is not true for a stochastically larger yield rate. Numerical examples illustrate that the effect of yield randomness on the optimal order quantity is not general.
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半导体制造中向下替代和不确定性需求的良率管理
影响因子：
9.2
作者：
董明;邵晓峰;韩广华
通讯作者：
韩广华
DOI：
10.2139/ssrn.478582
发表时间：
2003-12
期刊：
MIT Sloan School of Management Working Paper Series
影响因子：
--
作者：
B. Subirana;Chad C. Eckes;George Herman;S. Sarma;M. Barrett
通讯作者：
B. Subirana;Chad C. Eckes;George Herman;S. Sarma;M. Barrett
影响因子：
2.7
作者：
Chen, Youhua (Frank);Xu, Minghui;Zhang, Zhe George
通讯作者：
Zhang, Zhe George
DOI：
10.2139/ssrn.2297484
发表时间：
2013-12
期刊：
Manufacturing
影响因子：
--
作者：
Y. Tan;J. Carrillo;Hsing Kenny Cheng
通讯作者：
Y. Tan;J. Carrillo;Hsing Kenny Cheng
DOI：
10.2139/ssrn.2235033
发表时间：
2014-10
期刊：
ERPN: Market Strategies (Topic)
影响因子：
--
作者：
Anuj Kumar;Y. Tan
通讯作者：
Anuj Kumar;Y. Tan