报童问题研究的是决策者利用随机优化方法确定最优订货量以使销售期末的期望利润最大。这种方法考察的是长期的平均意义上的最优,不能保证实际的收益较大,更不能保证实际的回报率比较大。本文研究了带有回报率机会约束的报童问题,通过该约束控制实际的回报率低于目标值的概率,数值例子表明该模型可以有效地控制实际的回报率偏低的风险,从而提高了报童模型的应用价值。
The newsvendor' s objective is to choose an optimal order quantity by stochastic optimization to maximize his profit when the demand is stochastic. The method is to find the long run and average optimal solution, which cannot guarantee that the newsvendor' s actual profit is relatively high, and cannot guarantee that his actual rate of return is relatively high. This paper examines the newsvendor problem with the rate of return chance constraint, which is to control the probability that the actual rate of return is below a target level. Numerical examples show that the model can control the actual rate of return effectively and hence is more practical.