华东交通大学学报2017,Vol.34Issue(4):75-83,9.
价格随机条件下参与者均风险厌恶的应急数量弹性契约研究
Emergency Quantity Flexibility Contract of All Participants' Risk Aversion under Stochastic Price
摘要
Abstract
This paper investigated whether the quantity flexible contract can coordinate the two-echelon supply chain again when emergencies cause the risk aversion of all participants and there appear the reduction of market demand and the random fluctuation of the market price.The conditional value-at-risk (VaR) function under stochastic price was established,and the model was analyzed through numerical simulation.Relevant results showed that the quantity flexible contract eliminates the impact of unexpected events on the market supply and demand effectively and has good resistance to suddenness and risk-aversion.Meanwhile,this contract can coordinate the supply chain with reasonable pricing and ordering quantity.关键词
价格随机/风险厌恶/数量弹性契约/供应链协调Key words
stochastic price/risk aversion/quantity flexibility contract/supply chain coordination分类
交通工程引用本文复制引用
吴双胜,刘浪,穆昌兵..价格随机条件下参与者均风险厌恶的应急数量弹性契约研究[J].华东交通大学学报,2017,34(4):75-83,9.基金项目
国家自然科学基金研究项目(71562013) (71562013)