利用条件风险值理论(CVaR)探讨随机需求下供应链成员均具有风险规避特性时供应链回购的优化与协调问题.首先在回购合同下建立基于负收益的零售商、供应商和供应链的条件风险值模型,然后研究供应链各成员风险规避水平对最优订购量、最优批发价格及供应链协调策略的影响,得出了供应链最优订购量和最优批发价格与供应商和零售商的风险规避水平之间的关系,并通过数值算例验证了所得结果.
This paper studies the supply chain buy-back contract optimization and coordination problems, in which supply chain memberships are risk averse, under stochastic demands using the CVaR theory. Firstly, it establishes the CVaR model of the retailer, supplier and supply chain based on the negative retum, and then studies the impacts of risk aversion level of supply chain membership on optimal ordering quantities, optimal wholesale prices and supply chain coordination policies. After obtaining the relationship between the optimal ordering quantity, the wholesale price of supply chains and the risk aversion level of suppliers and retailers, the authors verify the theoretical results through a numerical example.