两种基于CVaR准则的供应链返利与惩罚契约研究  

Research on two different supply chain rebates and penalty contracts with CVaR criterion

作　　者：李建斌[1] 余牛[1] 刘志学[1] 

机构地区：[1]华中科技大学管理学院,武汉430074

出　　处：《系统工程理论与实践》2015年第7期1666-1677,共12页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金面上项目(71171088);教育部新世纪优秀人才支持计划(NCET-13-0228);华中科技大学优青培育项目(2014YQ002);湖北省科技计划软科学类项目(2014BDF112)

摘　　要：研究随机需求下,当零售商是风险厌恶时两种不同类型的供应链返利与惩罚契约,即基于零售商的订货量(ORP)或基于产品的实际销量(SRP)进行的返利与惩罚,并与零售商是风险中立时的情形进行对比.研究表明,与传统SRP契约不同的是,如果制造商对零售商的返利与惩罚幅度太大,ORP契约下零售商会无限提高订货量而不能实现供应链协调.当零售商的风险厌恶程度满足一定的条件时,通过设计合适的契约参数,两种供应链返利与惩罚契约均可使供应链达到协调.最后通过算例验证了不同情形下契约的有效性.We investigate two different rebates and penalty supply chain contracts when the retailer is risk-averse under demand uncertainty. One is based on the retailer＇s order quantity （ORP） and the other is based on the real market sales （SRP）. The results show that, if the rebate or penalty size is too large, then the retailer under the ORP contract will inflate his order quantity so that it cannot coordinate the supply chain, which is totally different from the SRP contract. And if the retailer＇s risk averse level satisfies some certain conditions, the supply chain coordination could be also achieved by designing appropriate contract parameters for the two rebates and penalty contracts. Finally, we use numerical examples to verify the effectiveness of the different types of contracts.

关 键 词：风险厌恶 条件风险价值 返利与惩罚 协调 供应链契约 

分 类 号：F273.7[经济管理—企业管理]