基于CVaR的第三方回收闭环供应链的优化与协调  

Optimization and Coordination of Closed-Loop Supply Chain with Third-Party Collecting 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,西安710054 [2]山西师范大学,临汾041000

出　　处：《工业技术经济》2012年第7期120-126,共7页Journal of Industrial Technological Economics

基　　金：国家自然科学基金资助项目(项目编号:70602017);教育部人文社会科学研究规划基金项目(项目编号:12YJAZH114);山西省高等学校人文社会科学重点研究基地项目(项目编号:2011020);山西师范大学哲学社会科学基金项目(项目编号:YS1109)

摘　　要：利用条件风险值理论研究了第三方回收闭环供应链的优化与协调问题。在随机需求与收益共享———费用共担契约下,建立了由单个风险规避零售商、单个风险规避制造商和单个风险中性第三方回收商组成的三阶闭环供应链的条件风险值模型和基于条件风险值的最优订购与定价决策模型。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、最优定价、条件风险值及闭环供应链协调性的影响。最后通过一个算例验证了研究结论。This paper researches the optimization and coordination problem of closed-loop supply chain with third-party collecting.For a three-echelon closed-loop supply chain with a risk-averse manufacturer,a risk-averse retailer and a risk-neutral third-party recycler,a conditional value-at-risk model,an optimal ordering quantity model and optimal pricing decision models are constructed under revenue and expense sharing contract and random demand by making use of CVaR.On the base of analysis of the models,this paper reveals the impact of risk-averse level of manufacturer and retailer on the decisions of the optimal ordering quantity,optimization pricing as weu as CVaR and closed-loop supply chain coordination.At last,a numerical example is given to verify the conclusions in this paper.

关 键 词：第三方 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]