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CVaR准则下随机需求依赖价格的供应链协调研究
引用本文:胡昌峰,胡支军.CVaR准则下随机需求依赖价格的供应链协调研究[J].经济研究导刊,2009(36).
作者姓名:胡昌峰  胡支军
作者单位:贵州大学理学院,贵阳,550025
基金项目:贵州省省长优秀科技人才项目(黔省专,贵州大学引进人才科研项目 
摘    要:研究由单个风险中性的供应商和单个风险厌恶的零售商组成的两级供应链。在CVaR度量准则下探讨了随机需求依赖于价格的供应链协调问题。通过对零售商和整个供应链的决策分析,得到批发价契约不能使供应链达到协调,而收益共享契约和回购契约能使供应链达到协调,并给出了契约参数取值(范围)的计算公式。进一步证明了,回购契约与收益共享契约在零售商为风险厌恶的情形下具有等价性。同时,当供应链达到协调时,风险厌恶的零售商的利润随其风险厌恶程度的增加而增加。

关 键 词:CVaR  需求依赖价格  供应链契约  供应链协调

Supply Chain Coordination under Stochastic Price-dependent Demand with CVaR Criterion
HU Chang-feng,HU Zhi-jun.Supply Chain Coordination under Stochastic Price-dependent Demand with CVaR Criterion[J].Economic Research Guide,2009(36).
Authors:HU Chang-feng  HU Zhi-jun
Institution:HU Chang-feng; HU Zhi-jun(College of science; Gui zhou University; Gui yang 550025; China);
Abstract:This paper studies a two-stage supply chain model comprising of one risk neutral manufacture and one risk averse retailer and discusses the coordination of supply chain with price-dependent demand under the CVaR criterion.Through analyze decisions of retailer and the whole supply chain,we got that wholesale price contract can not coordinate the supply chain but buy-back contracts and revenue-sharing contract can and the calculation formula of the range of contract parameters.Furthermore,we found that buybac...
Keywords:CVaR
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