基于条件风险值准则的供应链回购契约协调策略OA北大核心CHSSCDCSCDCSTPCD
The Supply Chain Buyback Contract Coordination Strategy Based on Conditional Value-at-Risk Criterion
研究了由具有风险偏好的零售商和风险中性的供应商组成的两级供应链回购契约协调问题.针对具有风险偏好的零售商,考虑了风险中性、风险厌恶和风险喜好三种态度,建立了由风险厌恶程度和悲观系数两个参数描述的基于条件风险值(CVaR)的集成目标决策函数.推导了不同风险偏好态度下的零售商最优订货决策,分析了不同风险偏好参数下的零售商订货决策变化情况.给出了能够完全协调风险偏好零售商和风险中性供应商的供应链回购契约协调机制.最后,进行了数值计算,验证了设计的供应链…查看全部>>
A buyback contract coordination of two-stage supply chain consisting of the retailer with risk preferences and the risk-neutral supplier is studied. An integrated objective function with two risk parameters described by risk averse level and pessimism coefficient based on Conditional Value-at-Risk( CVaR) is established under the consideration of risk-neutral, risk-averse and risk-taking with respect to the retailer with risk preferences. The retailer's optim…查看全部>>
邱若臻;黄小原
东北大学工商管理学院,辽宁沈阳 110004东北大学工商管理学院,辽宁沈阳 110004
经济学
供应链回购契约条件风险值风险偏好协调
supply chain buyback contract conditional risk-at-value risk preferences coordination
《运筹与管理》 2011 (4)
10-16,31,8
国家自然科学青年基金资助项目(70702037)中国博士后科学基金资助项目(20090450111,201003623)中央高校基本科研业务费资项助目(N090406004)
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