具有风险规避者和偏爱者加盟的供应链优化与协调模型

将近年来发展起来的金融风险控制工具--条件风险值进行扩展,提出了条件风险偏爱值和条件风险好恶值的概念;然后将其引入到具有风险规避者和偏爱者加盟的供应链优化与协调问题的研究,建立了随机需求下由具有不同风险规避和偏爱特性的单个供应商与单个零售商组成的两级供应链的条件风险规避值、条件风险偏爱值、条件风险好恶值模型和基于条件风险值、风险偏爱值、条件风险好恶值的最优订购量模型及协调供应链的最优回购契约模型,并对模型进行了分析,揭示了供应商和零售商的风险规避和偏爱程度对最优订购量、回购价格及供应链协调的影响;最后通过一个算例进一步验证本文的研究结论。

Supply Chains Optimization and Coordination Mechanisms Mode with a Risk-averse Supplier (or Retailer) and a Risk-taking Retaile (or Supplie)

This paper introduces conditional value-at-risk and conditional value-at-risk-taking to study risk-averse and risk-taking supply chains optimization and coordination mechanisms problem.First,for a two-echelon supply chain with a risk-averse(or risk-taking)supplier and risktaking(or risk-averse) retailer,we construct the conditional value-at-risk and conditional value-at-risk-taking model,the optimal ordering quantity model and the returns contract model based on CVaR or CVaRT under radom demand.Then,we analyze the model and reveal the impact of risk aversion on supply chains coordination,the optimal ordering quantity and the returns price decisions.Finally,we have also given numerical results to verify the conclusions presented in this paper.