不确定环境下损失厌恶零售商的提前支付决策

本文考虑由一个供应商与一个零售商组成的两级供应链.供应商为风险中性,零售商具有损失厌恶风险态度.在销售期开始前,零售商面临需求不确定性和供应不确定性,需要做出订货决策.本文从零售商角度出发,研究采用提前支付策略以降低供应不确定性风险.研究表明,在给定提前支付前提下,资金成本越低零售商的提前支付比例越高;当资金成本超过临界值时,零售商不再采取提前支付策略.零售商的最优订货量随损失规避偏好系数的增大而减少.论文也探讨了需求随机变化、紧急订货选择对系统绩效的影响.

Analysis of advanced payment strategy for the loss-averse retailer under uncertainties

This paper studies a simple two-echelon supply chain with one supplier and one retailer. The supplier is risk neutral and the retailer is loss averse. Facing demand uncertainty and supply uncertainty, the retailer needs to make the order decision before the selling period. On the other hand, the retailer can pay in advance to reduce supply risk. This paper shows that the lower the cost of capital, the higher the proportion of the advance payment. However, when the capital is higher than a critical value, the retailer no longer uses the advanced payment strategy. It also shows that the optimal order quantity is a decreasing function of loss-averse coefficient. Finally, the paper discusses how the stochastic demand and the emergency price affect the system performance.