逆向信息和道德风险下的供应链线性激励契约研究(英文)  

Supply Chain Linear Incentive Contract with Asymmetric Information and Moral Hazard

作　　者：李善良[1] 朱道立[1] 

机构地区：[1]复旦大学管理学院,上海200433

出　　处：《运筹学学报》2005年第2期21-29,共9页Operations Research Transactions

基　　金：This work is supported by the National Natural Science Foundation of China(grants 70171010).

摘　　要：本文我们利用委托代理理论,研究了供应商和零售商之间的利益博弈.考察了两类不对称信息——逆向信息和道德风险并存下的供应链线性契约.通过把问题归结为一个二层规划问题,求解得到了相关结论:与道德风险下的线性契约[12]相比,两类不对称信息的存在,使得对零售商的激励变得更加复杂.通过数值试验,比较了线性甄别契约和线性混同契约,发现对于作为委托人的供应商而言,甄别契约比汇同契约更有效率.In this paper, by the principal-agent theory, we study the game between supplier and retailer. We design the linear incentive contract in the circumstance of asymmetric information and moral hazard. In fact, the model is constructed as a stochastic bi-level programming problem which solution is the optimal policy of the supplier. Numerical experiments show the screening contract is better than the pooling contract for the supplier.

关 键 词：道德风险 供应链 线性激励 逆向 不对称信息 二层规划问题 委托代理 数值试验 零售商 供应商 委托人 有效率 博弈 

分 类 号：F832.4[经济管理—金融学] F274