CAJ | 학술논문

将过度自信定义为报童对市场需求信息的过度精确，建立了过度自信的报童模型，得到了过度自信报童的最优订货量和理性报童最优订货量之间的线性解析关系，并分析了过度自信水平对订货偏差及利润损失的影响。研究发现，随着报童过度自信水平的增加，其订货量会越来越偏离理性的最优订货量，而且过度自信导致的利润损失是关于过度自信水平的递增的凸函数，最后通过算例对上述的模型和结论进行了分析验证。
장과도자신정의위보동대시장수구신식적과도정학，건립료과도자신적보동모형，득도료과도자신보동적최우정화량화이성보동최우정화량지간적선성해석관계，병분석료과도자신수평대정화편차급리윤손실적영향。연구발현，수착보동과도자신수평적증가，기정화량회월래월편리이성적최우정화량，이차과도자신도치적리윤손실시관우과도자신수평적체증적철함수，최후통과산례대상술적모형화결론진행료분석험증。
An overconfident newsvendor model is developed by defining the overconfidence as the newsvendor＇ s overprecision about the true demand. Closed-form optimal order quantity of the overconfident newsvendor is derived. A linear relationship between the optimal order quantity and that obtained from the benchmark newsvendor model is established. Then, the impact of overconfidence level on order bias and profit loss is analyzed. It is found that, as the overconfidence level increases, the overconfident newsvendor＇ s optimal order deviates far away from the benchmark newsvendor＇ s optimal order. Furthermore, the profit loss resulting from the overconfident is an increasingly convex function of the overconfidence level. Finally, a numerical example demonstrates the validity of the proposed model and results.