基于利润-CVaR的供应链价格补贴契约优化与协调研究
Research on Markdown Money Contract Optimization and Coordination of Supply Chain Based on the Profit-CVaR
DOI: 10.12677/MSE.2016.52009, PDF, HTML, XML, 下载: 1,578  浏览: 3,316  国家科技经费支持
作者: 刘鹏飞:长沙理工大学交通运输工程学院,湖南 长沙;长沙理工大学公路工程省部共建教育部重点实验室,湖南 长沙;谢梦洁:长沙理工大学交通运输工程学院,湖南 长沙
关键词: 供应链协调利润-CVaR价格补贴Supply Chain Coordination Profit-CVaR Markdown Money
摘要: 本文研究风险中性供应商和风险厌恶零售商组成的二级供应链协调问题。运用利润-CVaR度量零售商风险厌恶,建立随机需求下供应链价格补贴协调模型。在一定范围内,最优订购量随风险厌恶因子和CVaR权重的增加而减少,价格补贴随CVaR权重和风险厌恶因子的增加而增加,价格补贴契约能完美协调供应链并通过数值算例进行验证。
Abstract: This paper studied the coordination of a two-echelon supply chain with a risk-neutral supplier and a risk-averse retailer. The risk aversion of the retailer was measured by profit-CVaR. We construct the markdown money contract coordination model of supply chain under stochastic demand. At a certain range, the optimal ordering quantity is reduced along with the increase of risk aversion factor and weight of CVaR; and markdown money is increased with the increase of risk aversion factor and weight of CVaR. Markdown money contract can perfectly coordinate supply chain. And we verify the conclusions through a numerical example.
文章引用:刘鹏飞, 谢梦洁. 基于利润-CVaR的供应链价格补贴契约优化与协调研究[J]. 管理科学与工程, 2016, 5(2): 76-84. http://dx.doi.org/10.12677/MSE.2016.52009

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