基于CVaR的闭环供应链优化与协调决策研究  

Research on decisions of closed-loop supply chain optimization and coordination based on CVaR

作　　者：高文军[1,2] 陈菊红[1] 

机构地区：[1]西安理工大学经济与管理学院,西安710054 [2]山西师范大学经济管理学院,山西临汾041000

出　　处：《控制与决策》2011年第4期489-494,500,共7页Control and Decision

基　　金：国家自然科学基金项目(70602017)

摘　　要：利用条件风险值理论研究具有风险规避特性的闭环供应链的优化与协调问题.首先,建立了随机市场需求下由单个风险规避零售商与单个风险规避制造商组成的两阶闭环供应链的条件风险值模型,以及基于条件风险值的收益共享费用共担契约下的最优订购量和最优批发价格决策模型;然后在对模型进行分析的基础上,揭示了制造商和零售商的风险规避水平对最优订购量、批发价格、条件风险值及闭环供应链协调的影响;最后通过一个算例验证了所得的结论.This paper researches the optimization and coordination problem of closed-loop supply chain with risk-averse characteristic.For a two-echelon closed-loop supply chain with a risk-averse manufacture and a risk-averse retailer,a conditional value-at-risk（CVaR） model,an optimal ordering quantity model and an optimization wholesale price model are constructed under revenue-and-expense sharing contract and random demand by making use of CVaR.On the basis of the analysis of the models,this paper reveals the impact of risk-averse level of manufacture and retailer on the decisions of the optimal ordering quantity,optimization wholesale price,CVaR and closed-loop supply chain coordination.Finally,a numerical example is given to verify the obtained conclusions.

关 键 词：风险规避水平 条件风险值 闭环供应链 优化与协调 

分 类 号：F270.7[经济管理—企业管理]