Technical Note—A Note on “The Censored Newsvendor and the Optimal Acquisition of Information”
重新审视了Ding等人提出的有限期被审查报童模型，利用未归一化概率简化动态规划方程，证明了短视订货量不超过最优订货量，并扩展至无限期情形。
This paper revisits the finite-horizon model of a censored newsvendor by Ding et al. [Ding, X., M. L. Puterman, A. Bisi. 2002. The censored newsvendor and the optimal acquisition of information. Oper. Res. 50 517–527]. An important result claimed there without a proper proof is that the myopic order quantity is always less than or equal to the optimal order quantity. Lu et al. [Lu, X., J. S. Song, K. Zhu. 2008. Analysis of perishable inventory systems with censored demand data. Oper. Res. 56(4) 1034–1038.] supplied a correct proof of the result. We analyze the same model using the interesting concept of the unnormalized probability, which simplifies the dynamic programming equation considerably and facilitates the proof of the claim. Moreover, it produces the proof of the existence of an optimal solution for an infinite-horizon setting of the problem.