近日，我院助理研究员林森和李博副教授，携手美国德克萨斯农工大学安东尼奥·阿雷奥拉-里萨教授（antonio arreola-risa）和宾夕法尼亚州立大学黄一为教授合作撰写的论文《在恒定绝对风险厌恶条件下的优化单一产品生产库存系统》（optimizing a single-productproduction-inventory system under constant absolute risk aversion）被springer（世界上最大的科技出版社之一）旗下知名学术sci刊物《top》收录。第一作者与通讯作者均为宁波（中国）供应链创新学院。该论文将风险管理和库存管理结合进行了研究。文末附有完整论文链接。
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近年来，宁创连续在《computers & industrial engineering》《naval research logistics》《omega》《production and operations management》《international journal of production research》等国际顶级学术期刊上发表多篇高影响学术论文，不少前沿科研成果受到业界的广泛关注。系列文章的发表提升了我院的知名度，同时也促进了我院相关专业和学科的研究与发展。
this paper considers a single-productproduction-inventory system managed by a base-stock policy where the factoryinventory manager with cost concerns over a short time horizon can be modeledwith the constant absolute risk aversion (cara) utility function. we considerboth backordering cost and stockout cost scenarios and investigate the roles ofcapacity utilization level and cara coefficient on the optimal base-stocklevel. we derive closed-form solutions for the optimal inven- tory decisions,present related numerical experiments, and discuss their managerialimplications. it is discovered that both scenarios share certain commonstructure in their optimal inventory decisions. specifically, in thebackordering cost scenario, if the backordering cost is high or the holdingcost is low, the optimal base-stock level is high. in the stockout costscenario, if the stockout cost is high or the holding cost is low, the optimalbase-stock level is high. for both scenarios, inventory levels are high withtight capacity, and optimal base-stock level generally increases if the man-ager becomes more risk averse.
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