运筹与管理2025，Vol.34Issue(6)：31-38,8.DOI:10.12005/orms.2025.0172
多重风险流下带有厌恶偏好的多级供应链决策模型
Multi-level Supply Chain Decision Model with Aversion Preference under Multiple Risk Streams
摘要
Abstract
Under the complex background of great changes of the century,the epidemic of the century and the conflict between Russia and Ukraine,the uncertainty of supply chain has the essential characteristic of diversifi-cation,and the multiple risk flows resulting from the evolution bring great challenges to the theories and methods of supply chain operation and management.For example,in the decision-making environment of multiple risk flow impact,the following series of problems remain to be further solved and studied:First,how do we charac-terize the transmission mechanism of multiple risk flow in each node of the supply chain?Second,how do we incorporate the statistical regularity of multiple risk flows into the theoretical framework of the decision model?Third,does the risk aversion factor held by the manager have only one dimensional attribute to the mechanism of decision making?The existing research results in the academic circle support the view that the action mechanism of risk aversion factors is a single image attribute,that is,the higher the degree of risk aversion,the more conservative the decision-making behavior.Therefore,guided by the above problems,this paper proposes a new decision model based on Poisson process and Marshall-Olkin distribution,combined with the basic theory of the newsboy model,and then reveals the action mechanism of the impact degree of multiple risk flows on the opera-tion and management mechanism of the supply chain,with a view to expanding the universality of supply chain decision theory and method in practical application. In the context of multiple risk impacts,combined with the theoretical results of this paper and the experi-mental results of the above numerical simulation,the transmission mechanism of risk aversion factors on supply chain operation and management can be fully revealed,namely: First,there is a negative correlation between the derived expected profit and the degree of risk aversion in type Ⅰ(demand randomness-capacity determination),type Ⅱ(demand randomness-capacity randomness),typeⅢ(demand randomness-capacity randomness)and other cases,that is,when the information factors carried by multiple risk flows increase the degree of risk aversion,the expected profit of supply chain tends to decline. Second,under the impact of multiple risk flows,the optimal order quantity derived from type Ⅰ(demand random-capacity determination)and type Ⅱ(demand random-capacity randomization)is a monotonically decreasing function of risk aversion.This conclusion is consistent with the existing academic views,but it has not been able to further promote the academic understanding of the transmission mechanism of risk aversion factors. Third,under the impact of multiple risk flows,the optimal order quantity derived from the condition of typeⅢ(demand determination-capacity randomization)is a monotonically increasing function of risk aversion.Obviously,this conclusion is the opposite of the conclusion obtained under Type Ⅰ and Type Ⅱ.Therefore,it shows that risk aversion factors have the property of"two opposites"to the transmission mechanism of supply chain,that is,under type Ⅰ and type Ⅱ,the higher the degree of aversion of decision makers,the more conserva-tive the ordering strategy they adopt.Under type Ⅲ,the higher the degree of risk aversion held by decision-makers,the more aggressive the ordering strategy they adopt,with a"sister madness"type decision-making tendency.It can be seen that the transmission mechanism of risk aversion factors in traditional academic circles is confined to the cognition that"the higher the degree of risk aversion,the more conservative the decision-maker",which has limitations in dimensions and horizons.Therefore,the conclusions derived under Type Ⅲ are helpful for the academic community to deepen the understanding of the transmission mechanism of risk aversion factors,and further facilitate the research achievements in the field of risk decision-making to make breakthroughs.关键词
泊松过程和Marshall-Olkin分布/多重风险流/CVaR准则/多级供应链决策模型Key words
Poisson process and Marshall-Olkin distribution/multiple risk streams/CVaR criterion/multi-level supply chain decision model分类
数理科学引用本文复制引用
陈杰,邢灵博,陈志祥,李胃胜,林海丽..多重风险流下带有厌恶偏好的多级供应链决策模型[J].运筹与管理,2025,34(6):31-38,8.基金项目
国家自然科学基金资助项目(72061011,71772191) （72061011,71772191）
海南省自然科学基金资助项目(624MS070,721RC749) （624MS070,721RC749）
