考虑一个供应商与一个零售商组成的单一时段、单一产品的两层供应链模型.供应商提供基于期权的数量柔性契约,零售商将条件在险价值作为其风险度量准则.首先得到了零售商的初始订货量及期权购买量与风险厌恶程度之间的解析表达式,并分析了解的性质;然后通过数值实验分析了风险厌恶程度及各个系统参数对最优决策及最优利润的影响.
The concept of conditional value-at-risk(CVaR) is introduced as the evaluation criterion in a single period supply contract model with options. Firstly, the retailer's optimal decisions are derived, and the results which characterize the explicit relationship between the degree of risk aversion and his decisions are obtained. Then numerical experiments are conducted to analyze the influence of the degree of risk aversion and other system parameters on the retailer's decisions.