| 反S型权重风险偏好对一类两级供应链的影响 |
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| 引用本文： | 陈俊霖,赵晓波.反S型权重风险偏好对一类两级供应链的影响[J].运筹与管理,2013,22(2):1-7. |
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| 作者姓名： | 陈俊霖 赵晓波 |
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| 作者单位： | 1.中央财经大学 管理科学与工程学院,北京 100081; 2.清华大学 工业工程系,北京 100084 |
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| 基金项目： | 国家自然科学基金资助项目(71031005) |
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| 摘 要： | 大量实证研究表明,人们在不确定条件下,总是倾向于高估小概率事件并低估大概率事件,呈现反型权重风险偏好的特点。本文针对一类常见的由单供应商和单零售商组成的两级供应链,其中供应商有随机产出风险,分别考察了供应商与零售商的风险态度对其决策的影响。通过构建斯坦伯格博弈模型分析了供需双方的最优订购量和最优计划生产量。结果表明,供需双方或一方有反型风险态度时,保证供需双方均有激励动机签订契约的前提下,分散决策供应链的效率可达到集中决策的效果,也即供应链有可能达到协调。
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| 关 键 词： | 管理科学与工程 供应链协调 前景理论 随机产出 反S型权重函数 |
| 收稿时间： | 2012-03-07 |
Inverse-S Shaped Weighting Function in a Two Stage Supply Chain |
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| CHEN Jun-lin,ZHAO Xiao-bo.Inverse-S Shaped Weighting Function in a Two Stage Supply Chain[J].Operations Research and Management Science,2013,22(2):1-7. |
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| Authors: | CHEN Jun-lin ZHAO Xiao-bo |
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| Affiliation: | 1. School of Management Science and Engineering, Central University of Finance and Economics, Beijing 100081, China; 2. Department of Industrial Engineering, Tsinghua University, Beijing 100084, China |
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| Abstract: | Studies of behavioral economics show that people are not perfectly rational but always behave with risk attitudes, one of which is that they possibly overweigh low-probability events and underweigh high-probability events. This risk attitude is generally expressed by an inverse S-shaped weighting function. This paper considers a two stage supply chain with a retailer who faces a constant demand, and a supplier who is subject to random yield risk. The retailer decides order quantities from the supplier, with which the supplier decides production quantities. We use Stackelberg game to model the problem and obtain the optimal decisions for both retailer and supplier. We incorporate an inverse S-shaped weighting function into the model construct and discuss risk attitudes of the retailer and the supplier respectively. By comparing risk-averse models with the risk-neutral model, we observe that the supplier chain is conditionally coordinated in risk-averse models, while it cannot be coordinated in risk-neutral model. We also present numerical examples to clearly illustrate this observation. |
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| Keywords: | management science and engineering supply chain coordination prospect theory random yield inverse S-shaped weighting function |
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