基于利润-CVaR的供应链收益共享协调  

Revenue Sharing Coordination of Supply Chain Based on Profit-CVaR

作　　者：刘鹏飞[1,2] 谢梦洁[1] 朱娜[3] 

机构地区：[1]长沙理工大学交通运输工程学院,湖南长沙410114 [2]长沙理工大学公路工程省部共建教育部重点实验室,湖南长沙410114 [3]长沙理工大学数学与计算科学学院,湖南长沙410114

出　　处：《系统工程》2016年第9期109-112,共4页Systems Engineering

基　　金：教育部人文社会科学研究规划项目(13YJA630055);长沙理工大学公路工程省部共建教育部重点实验室开放基金资助项目(kfj120104);湖南省现代企业管理研究中心开放基金资助项目(13QGB1)

摘　　要：研究风险厌恶零售商和风险中性供应商组成的两级供应链协调问题。零售商的风险厌恶运用利润-CVaR度量,既反映风险厌恶零售商追求高利润的愿望,又反映其对潜在风险的控制。构建随机需求下基于利润-CVaR的收益共享策略模型,优化出最优订购量和收益共享比例,并揭示零售商的风险厌恶因子、期望利润权重对最优订购量及收益共享比例的影响,认为收益共享策略在一定条件下可协调供应链。The coordination of a two-echelon supply chain with a risk-averse retailer and a risk-neutral supplier is studied. The risk aversion of the retailer is measured by profit-CVaR, which reflects the desire of the risk-averse retailer to maximize the profit on the one hand and minimize the downside risk of his profit on the other are studied. We construct the revenue sharing policy model based on profit-CVaR under stochastic demand, optimize optimal ordering quantity and revenue sharing proportion, reveal the impact of the risk aversion and expected profit weight of the retailer on the optimal ordering quantity and revenue sharing proportion, and then demonstrate that the revenue sharing policy can coordinate the supply chain under certain conditions.

关 键 词：供应链 利润-CVaR 收益共享 协调 

分 类 号：F273[经济管理—企业管理]