需求不确定性对混合条件风险价值约束供应链系统的影响
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北京工业大学经济与管理学院,北京100124.

作者简介:

王莹莉

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中图分类号:

C934

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Impact of demand uncertainty in supply chain systems with mixture conditional value-at-risk criterion

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School of Economics and Management,Beijing University of Technology,Beijing 100124,China.

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    摘要:

    运用随机占优研究风险偏好和需求不确定性对混合条件风险价值约束供应链系统的影响. 证明在批发价和收益共享契约下零售商的最优订货量和利润随风险偏好系数的增加而减小; 只有在零售商为风险追求型时, 批发价契约才能实现供应链协调; 无论零售商的风险偏好如何, 收益共享契约都能实现供应链协调. 在收益共享契约下, 随机大需求将导致零售商获得较高的最优利润; 当零售商为风险中性或风险厌恶时, 其最优利润随需求可变性的增加而减少.

    Abstract:

    Impacts of risk preference and demand uncertainty on the optimal order quantity and profit in supply chain system with mixture conditional value-at-risk constrain are studied by using stochastic dominance. It is proved that the optimal order quantity and profit of the retailer will decrease while risk preference coefficient increases under the wholesale price contract and revenue sharing contract. The wholesale price contract can coordinate the supply chain system only when the retailer is risk-taking. The supply chain system can also be coordinated by the revenue sharing contract for any risk preference of the retailer. Under the revenue sharing contract, stochastic larger demand leads to higher optimal profit of the retailer; more variable demand leads to less profit of the retailer when risk preference coefficient is larger than or equal to one.

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禹海波 王莹莉 董承华.需求不确定性对混合条件风险价值约束供应链系统的影响[J].控制与决策,2014,29(11):2011-2017

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  • 收稿日期:2013-09-06
  • 最后修改日期:2014-05-26
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  • 在线发布日期: 2014-11-20
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