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讲座预告 | Supply Chain Pricing and Risk-Return Analysis

发布时间:2019-01-10    来源:

讲座地点: 25教学楼A座三层B教室


主讲人简介:陈晓,任University of New Hampshire大学Peter Paul商学院决策科学系助理教授。陈晓于2012年毕业于天津大学管理与经济学部物流工程专业,获得工程学士学位,后于美国明尼苏达大学工业工程系就读,2018年获得博士学位。她的主要研究方向是收益管理(revenue management),定价策略(pricing policy),与供应链协调(supply chain coordination)问题。其研究工作发表在European Journal of Operational Research,Operations Research Letters。陈晓任AMA Global Marketing SIG会议审稿人,及International Journal of Operations Research and Information Systems等学术期刊审稿人。


讲座纲要: We consider a supply chain model with one supplier and one retailer who acts as a newsvendor. The first model in this dissertation focuses on the supplier and the retailer's optimal policies in a multi-period newsvendor model. We derive the optimal pricing and ordering policies for demand with Increasing Generalized Failure Rate (IGFR) property and obtain comparative statics for the optimal prices.

We also analyze the risk-return trade-off in single-period newsvendor models using the mean-variance approach. We derive the risk-return curve for the retailer and the corresponding distribution in closed-form for a two-point distribution and a three-point distribution in the classic model. An approximation algorithm is introduced to efficiently calculate the risk-return curve in the continuous distribution models.


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