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基于条件风险值准则的供应链回购契约协调策略
  • 期刊名称:运筹与管理, 2011年刊出.
  • 时间:0
  • 分类:F253.4[经济管理—国民经济]
  • 作者机构:[1]东北大学工商管理学院,辽宁沈阳110004
  • 相关基金: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)
  • 相关项目:供应链系统的鲁棒性及实现方法研究
中文摘要:

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。

英文摘要:

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 is derived,and the change of retailer's ordering decision under different risk preferences is analyzed.A supply chain buyback contract coordination mechanism which can coordinate the retailer with risk preferences and the risk-neutral supplier fully is proposed.At last,a numerical calculation is done to validate the effectiveness of designed supply chain buyback contract.The results show that the optimal ordering decision of the retailer with risk preferences can ensure the achievement of supply chain system's optimal performance under the proposed buyback contract coordination mechanism,while the expected profits of supply chain members are different with respect to different risk parameters.

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