最优动态库存控制、定价与广告联合策略研究

Market demand of a specified product is often affected by many important marketing factors, including product features, advertising, price, promotion and product availability. A large number of empirical studies in marketing literature have shown that advertising often exhibits carryover effect. That is to say, advertising in a certain time period can not only affect the demand in current period, but also has positive influence on the sales in future periods thereafter, however, with a decaying rate. Due to coordination and collaborations between marketing and operations areas, pricing, advertising and inventory control become important decision-making issues generally faced by marketing managers and operations managers so as to improve a firm’s competitiveness and profit. Firms are thus motivated to dynamically change their pricing, advertising and inventory control strategies to maximize the firm’s long-term profit, which has important theoretical and practical significance. This project will first study joint advertising and pricing decision under discrete time model over an infinite planning horizon in the deterministic demand setting, characterize the optimal pricing and advertising strategies that maximize the total discounted profit with advertising carryover effect and endogenous demand. The dynamic characteristics and stability of the optimal strategy and their monotonic properties on model parameters are analyzed under various demand models. Next, we switch to the uncertain demand setting and attempt to explore the dynamic joint inventory replenishment, advertising (and pricing) strategy that maximizes the total discounted profit. We will characterize the structural properties of the optimal strategy, and analyze the impact of changing system parameters on the optimal strategy. The joint decisions between operations and marketing are our main concerns, and the advertising carryover effect is incorporated into various analytical models, which is the important feature of this project. The obtained results and findings may provide valuable guidelines to managers and help them better understand the dynamic characteristics of the interaction between ordering, advertising and pricing decisions.

产品的市场需求受到包括产品特色、广告、价格、促销、可得性等在内的诸多重要市场因素的影响。营销文献中的大量实证研究发现广告存在着持续效应，即某时段内的广告不仅会影响此时段的需求，还会对此后一定时间段内的需求产生影响，然而其影响效应是逐渐衰减的。运营与营销领域协调与合作的要求，使得定价、广告和库存控制成为运营与营销经理们普遍面临的重要决策，它们之间的交互关系使得对它们进行动态优化决策以最大化企业性能及利润具有重要的理论与实际意义。本项目首先在确定性需求环境中，在离散时间框架下刻画最优广告与定价联合策略，分析最优策略的特性及其稳定性。然后，在不确定需求环境中探索动态库存补给与广告（及定价）联合决策，刻画最优策略的结构特性，并分析系统参数变化对最优策略的影响。在各类模型分析中，同时考虑运营与营销联合决策，并具体考虑广告的持续效应，这是本项目研究的重要特点。本研究成果可给企业管理者提供一些重要的帮助与指导，使他们能更好地理解订货、定价和广告决策之间的互动关系及动态特性。

本项目研究属于运营与营销交叉问题研究。企业的性能不仅受到运营决策（如库存控制）的影响，还受到定价和广告等营销决策因素的影响。运营与营销协调一体化的要求，使得定价、广告和库存控制成为企业的重要决策。广告存在的持续效应特征和需求的不确定性，以及决策之间的交互关系使得对它们进行动态优化决策以最大化企业利润比较困难。本项目旨在探讨定价、广告和库存控制动态协调决策，以及系统参数变化的影响等问题。. 本项目基于运筹与管理科学的理论方法，建立了一些管理决策模型，在确定性需求与不确定性需求下得到了最优的广告、定价（与库存）决策，刻画了最优策略的结构特性，并分析了系统参数的变化对最优策略及企业利润的影响。项目进行了多个相对独立但又有一定内在联系的研究，包括具有相关需求的动态报童模型研究；无限时段下价格、广告与库存控制协调决策研究；基于要素品牌战略的动态合作广告研究；不同促销模式下零售商需求预测精确性的影响研究；允许紧急采购时需求依赖于价格的报童模型中不确定需求的影响研究等。研究发现，最优库存水平、广告水平与销售价格单调收敛到某一平稳状态，且有效广告水平的路径具有全局单调性，且收敛到同一平稳状态。研究结果可帮助企业管理者能更好地理解订货、定价和广告决策之间的互动关系，从而提供一些有用的参考。