基于CVaR的第三方回收闭环供应链的优化与协调

利用条件风险值理论研究了第三方回收闭环供应链的优化与协调问题。在随机需求与收益共享———费用共担契约下,建立了由单个风险规避零售商、单个风险规避制造商和单个风险中性第三方回收商组成的三阶闭环供应链的条件风险值模型和基于条件风险值的最优订购与定价决策模型。在对模型进行分析的基础上,揭示了制造商和零售商的风险规避水平对最优订购量、最优定价、条件风险值及闭环供应链协调性的影响。最后通过一个算例验证了研究结论。

Optimization and Coordination of Closed- Loop Supply Chain with Third- Party Collecting Based on CVaR

This paper researches the optimization and coordination problem of closed-loop supply chain with third-party collecting.For a three-echelon closed-loop supply chain with a risk-averse manufacturer,a risk-averse retailer and a risk-neutral third-party recycler,a conditional value-at-risk model,an optimal ordering quantity model and optimal pricing decision models are constructed under revenue and expense sharing contract and random demand by making use of CVaR.On the base of analysis of the models,this paper reveals the impact of risk-averse level of manufacturer and retailer on the decisions of the optimal ordering quantity,optimization pricing as weu as CVaR and closed-loop supply chain coordination.At last,a numerical example is given to verify the conclusions in this paper.