过度自信和需求不确定性对供应链系统的影响

In this paper we study the effect of overconfidence and demand uncertainty in supply chain system by using stochastic dominance in applied probability. In order to depict the decision-maker's overconfidence, we introduce a mean-preserving and variance-decreasing transformation. The monotonicities of the optimal order quantity on penalty cost and the overconfident level are obtained. We show that larger demand leads to high optimal order quantity and optimal order quantity has stochastic monotonicity under cut criterion order. Furthermore, by using standardized random variable transformation we prove that profit will decrease when demand variability increases in high profit condition.