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The Risk-averse Price-setting Newsvendor Problem
Author(s): 
Pages: 14-18
Year: Issue:  5
Journal: journal of putian university

Keyword:  newsvendor problemrisk-aversionprice-setting;
Abstract: 研究风险厌恶的零售商如何同时决策零售价格和订购量以获取最大期望效用,建立了风险厌恶条件下具有价格决策的报童问题模型,分析该模型的一阶最优性条件与目标函数是凹函数的性质。说明了设计数值算法计算模型的必要性,数值结果表明模型是有意义的。
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