论文标题
在新闻顾问模型中使用不确定的其他信息
Use of Uncertain Additional Information in Newsvendor Models
论文作者
论文摘要
Newsvendor问题是供应链管理和物流中流行的库存管理问题。新闻企业问题的解决方案决定了最佳库存水平。该模型通常取决于购买和销售价格以及随机市场需求的分配。从统计的角度来看，这个问题通常被认为是对关键分裂的分数估计，可最大程度地提高预期利润。需求的分布是一个随机变量，通常是在历史数据上估算的。在理想情况下，当知道需求的概率分布时，可以确定关键分裂的分位数最小化特定损耗函数。由于在某些规律性假设下，最大似然估计是渐近效率的，因此最大似然估计器用于分位数估计问题。然后，Cramer-Rao下限决定了最低可能的渐近方差。可以找到比Cramer-Rao下限较小的分位数估计值吗？如果有相关的其他信息，则答案是肯定的。其他信息可以以不同的形式获得。该手稿考虑了最小差异和最小平方误差估计，用于合并其他信息以估计最佳库存水平。通过对最佳库存水平的更精确评估，我们最大化预期利润
The newsvendor problem is a popular inventory management problem in supply chain management and logistics. Solutions to the newsvendor problem determine optimal inventory levels. This model is typically fully determined by a purchase and sale prices and a distribution of random market demand. From a statistical point of view, this problem is often considered as a quantile estimation of a critical fractile which maximizes anticipated profit. The distribution of demand is a random variable and is often estimated on historic data. In an ideal situation, when the probability distribution of the demand is known, one can determine the quantile of a critical fractile minimizing a particular loss function. Since maximum likelihood estimation is asymptotically efficient, under certain regularity assumptions, the maximum likelihood estimators are used for the quantile estimation problem. Then, the Cramer-Rao lower bound determines the lowest possible asymptotic variance. Can one find a quantile estimate with a smaller variance then the Cramer-Rao lower bound? If a relevant additional information is available then the answer is yes. Additional information may be available in different forms. This manuscript considers minimum variance and minimum mean squared error estimation for incorporating additional information for estimating optimal inventory levels. By a more precise assessment of optimal inventory levels, we maximize expected profit
