具有风险厌恶零售商的供应链合作博弈分析  

Channel Bargaining with Risk-averse Retailer

作　　者：马利军[1,3] 李四杰[2] 严厚民[3] 

机构地区：[1]深圳大学管理学院管理科学系,深圳518060 [2]东南大学系统工程研究所,南京211189 [3]香港中文大学系统工程与工程管理系,中国香港

出　　处：《运筹与管理》2010年第2期12-21,共10页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(70901018);广东省自然科学基金资助项目(9451806001002294)

摘　　要：论文考虑由一个制造商与一个零售商组成的两层供应链,零售商以条件在险价值(CVaR)作为其风险衡量,制造商为风险中性,制造商与零售商通过讨价还价机制决定批发价格以及订货量。研究结果表明,在零售商为风险厌恶的决策者而制造商为风险中性的决策者时,供应链成同的合作博弈存在均衡的批发价格以及订货量。研究还发现零售商对供应链利润的讨价还价能力随着其风险厌恶程度的增大而增加。We consder a two-echelon supply chain with one manufacurer and one retailer. The retailer is risk averse with Conditional Value-at-Risk（CVaR）as his risk measurement and the manufacturer is a risk-neutral agent. We model the problem as a Nash bargaining problem, where the manufacturer and the retailer negotiate about the wholesale price and order quantity. We show that there exists a Nash-bargaining equilibrium for the wholesale price and order quantity. We also find that even for the equal bargaining power between the two agents, the retailer＇ s bargaining power for the supply chain profit increases as he becomes more risk averse.

关 键 词：供应链管理 合作博弈 均衡 Nash讨价还价模型 条件在险价值(CVaR) 

分 类 号：F274[经济管理—企业管理]