基于M-CVaR和生产资金约束的供应链协调研究

本文针对供应商面临生产资金约束的情况,在需求随机条件下研究了由一个风险中性零售商和一个具有风险偏好的供应商组成的二级供应链的协调问题。文章在零售商享有批发价折扣的提前支付和供应商银行信贷两种融资方式下,分别建立了零售商的最优决策模型以及基于M-CVaR测度工具的供应链整体订购决策模型,并给出了采用两种不同融资模式时零售商和供应链整体的最优订购量以及供应链的协调条件,分析了供应商的风险偏好对供应链整体最优决策及协调条件的影响。最后通过算例验证了文章的主要结论。研究表明,当提前支付价格折扣大于临界值时,零售商会选择提前支付货款;提前支付模式下供应链整体的最优订购量大于银行信贷模式;随着供应商的风险偏好由风险规避向风险喜好转变,供应链整体的最优订购量逐渐增大。

Research on the Supply Chain Coordination Based on Mean-CVaR and Production Capital Constraint

This paper studies the coordination problem of a two-stage supply chain composed of a risk neutral retailer and a supplier with risk preference under the condition of uncertain demand.In this paper,the retailer’s optimal decision-making model and the supply chain’s overall ordering decision-making model based on M-CVaR measurement tool are established respectively under the two financing modes of retailer’s advance payment with wholesale price discount and supplier’s Bank credit.The optimal ordering quantity of retailer and thewhole supply chain,the coordination conditions of supply chain are given when two different financing modes are adopted.And the influence of supplier’s risk preference on the overall optimal decision-making and coordination conditions of the supply chain is analyzed.Finally,the main conclusions are verified by an example.The results show that when the price discount of prepayment is greater than the critical value,the retailer will choose to pay in advance;the optimal order quantity of the whole supply chain under prepayment mode is greater than that under bank credit mode;as the risk preference of supplier changes from risk aversion to risk preference,the optimal order quantity of the whole supply chain gradually increases.