| 基于条件风险值准则的供应链回购契约协调策略 |
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| 引用本文： | 邱若臻,黄小原.基于条件风险值准则的供应链回购契约协调策略[J].运筹与管理,2011,20(4). |
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| 作者姓名： | 邱若臻 黄小原 |
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| 作者单位： | 东北大学工商管理学院,辽宁沈阳,110004 |
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| 基金项目： | 国家自然科学青年基金资助项目(70702037); 中国博士后科学基金资助项目(20090450111,201003623); 中央高校基本科研业务费资项助目(N090406004) |
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| 摘 要： | 研究了由具有风险偏好的零售商和风险中性的供应商组成的两级供应链回购契约协调问题.针对具有风险偏好的零售商,考虑了风险中性、风险厌恶和风险喜好三种态度,建立了由风险厌恶程度和悲观系数两个参数描述的基于条件风险值(CVaR)的集成目标决策函数.推导了不同风险偏好态度下的零售商最优订货决策,分析了不同风险偏好参数下的零售商订货决策变化情况.给出了能够完全协调风险偏好零售商和风险中性供应商的供应链回购契约协调机制.最后,进行了数值计算,验证了设计的供应链回购契约协调策略的有效性.结果表明,在给出的回购契约协调机制下,考虑风险偏好情况下的零售商最优订货决策能够保证整个供应链系统实现最优绩效,而供应链成员期望利润却随不同的风险偏好参数而不同.
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| 关 键 词： | 供应链 回购契约 条件风险值 风险偏好 协调 |
The Supply Chain Buyback Contract Coordination Strategy Based on Conditional Value-at-Risk Criterion |
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| QIU Ruo-zhen,HUANG Xiao-yuan.The Supply Chain Buyback Contract Coordination Strategy Based on Conditional Value-at-Risk Criterion[J].Operations Research and Management Science,2011,20(4). |
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| Authors: | QIU Ruo-zhen HUANG Xiao-yuan |
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| Institution: | QIU Ruo-zhen,HUANG Xiao-yuan(School of Business Administration,Northeastern University,Shenyang 110004,China) |
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| Abstract: | A buyback contract coordination of two-stage supply chain consisting of the retailer with risk preferences and the risk-neutral supplier is studied.An integrated objective function with two risk parameters described by risk averse level and pessimism coefficient based on Conditional Value-at-Risk(CVaR)is established under the consideration of risk-neutral,risk-averse and risk-taking with respect to the retailer with risk preferences.The retailer's optimal ordering strategy under different risk preferences i... |
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| Keywords: | supply chain buyback contract conditional risk-at-value risk preferences coordination |
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