均值-CVaR零售商的供应链服务决策及协调契约

研究零售商具有风险偏好行为下，同时考虑价格、质量和服务水平的供应链联合决策问题。运用均值-CVaR准则来刻画零售商风险偏好行为，它包括风险厌恶、风险中性和风险追求，同时具有损失规避的特性。首先得到供应链集中系统、制造商提供服务（模型$\mbox{I}$）和零售商提供服务（模型$\mbox{II}$）下的最优决策和最优利润（期望效用）。其次，证明了成本共担契约在零售商风险厌恶时可以实现供应链协调.第三，对模型$\mbox{I}$和模型$\mbox{II}$协调后的最优利润（期望效用）进行比较，证明两种模型下制造商利润相同，而与模型$\mbox{I}$相比，模型$\mbox{II}$下零售商获得更多的期望效用。最后，数值例子证明了得到的研究结果。

Service decision and coordination contracts of supply chain with mean-CVaR retailer

In this paper, we study the supply chain joint decision of sale price, product quality and service level when the retailer is risk preference. Retailer's risk preference can be characterized by the mean-CVaR criterion, which include risk aversion, risk neutrality, risk pursuing and loss avoidance. Firstly, we get the optimal decision and optimal profit (expected utility) under the centralized system and decentralized system which service is provided by manufacturer (model one) and retailer (model two) separately. Secondly, the results show that the supply chain can be coordinated under the cost-sharing contract when the retailer is risk averse. Thirdly, comparing the optimal profit (expected utility) after coordination of model one and model two, we find that providing service has no effect on the manufacturer's profit, while the retailer owns more expected utility if it offers service. Finally, numerical examples demonstrate the results.