随机需求下多风险偏好零售商的供应链库存决策和协调  

Study of inventory decisions and coordination of supply chain with multiple risk preference retailers under stochastic demand

作　　者：禹海波[1] 杨风杰[1] 

机构地区：[1]北京工业大学经济与管理学院,北京100124

出　　处：《控制与决策》2015年第12期2219-2224,共6页Control and Decision

基　　金：国家自然科学基金面上项目(70971001);北京工业大学研究生科技基金项目(ykj-2014-10729)

摘　　要：考虑由单个风险中性供应商和??个风险偏好零售商组成的供应链系统.假设市场需求是随机的,且每个零售商面临的需求与其订货量成正比,采用平均CVa R准则刻画零售商的风险偏好.当零售商对称时,得到系统总的均衡订货量关于零售商数量和风险偏好系数的单调性;证明当风险偏好系数满足一定条件时,批发价契约可以使供应链协调;随机大需求导致系统较高的均衡订货量.最后通过数值例子表明了需求可变性对系统总的均衡订货量的影响.A supply chain with a risk neutral supplier and multiple risk preference retailers is studied. It is assumed that the market demand is random and each retailer＇s demand is directly proportional to its ordering quantity. The mean CVa R criterion is used to describe the retailers＇ attitudes towards risk. In the retailers symmetric, the monotonicity of the total balance order quantity of the system about retailers＇ number and risk preference coefficient is obtained. It is proved that when the risk appetite coefficient meets certain conditions, the wholesale contract can coordinate the supply chain, and the larger stochastic demand leads to higher total balance order quantity of the system. The numerical example is given to illustrate the influence of demand variability on the total balance order quantity of the system.

关 键 词：需求不确定性 平均CVaR 随机占优 风险偏好 竞争 

分 类 号：C934[经济管理—管理学]