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基于贝叶斯信息更新的动态库存与定价研究 被引量:2

Dynamic Inventory and Pricing Based on the Information Updated by Bayes Formula
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摘要 考虑价格对需求量的扰动并利用贝叶斯公式对需求分布函数中的未知参数进行不断学习更新,研究缺货部分比例延迟交货情形下的动态库存与动态定价问题,刻画了最优利润函数的性质并证明了"基准库存列表价格"是最优的库存价格水平,并由此得到了最优的补货策略和定价策略。 Incorporating the disturbance of pricing on demand and updating the unknown parameter in stochastic demand function by Bayes formulation, this paper studies the dynamic inventory and pricing problem when stockouts are partially backlogged. We characterizes the property of the optimal profit function and shows that the base stock list price is optimal. Based on the above research, we gets the optimal replenishment and pricing strategies.
作者 柳键 罗春林
出处 《数理统计与管理》 CSSCI 北大核心 2011年第4期724-730,共7页 Journal of Applied Statistics and Management
基金 国家自然科学基金项目(70861002 70901036) 江西省教育厅科技项目(GJJ09290 GJJ10429)
关键词 动态库存 动态定价 贝叶斯 延迟交货 dynamic inventory, dynamic pricing, Bayes, backlog
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