风险规避供应商的双渠道供应链决策分析研究  

Research on Decision Analysis in Dual-channel Supply Chain with a Risk-averse Supplier

作　　者：贾凯睿 李波[1] 

机构地区：[1]天津大学管理与经济学部,天津300072

出　　处：《经济研究导刊》2018年第3期1-10,22,共11页Economic Research Guide

摘　　要：考虑由一个风险规避行为的供应商和一个风险中性的零售商构成的双渠道供应链,在市场需求波动情形下,采用CVaR方法度量供应商的效用,构建两成员拥有同等谈判能力的纳什博弈模型,并求出均衡解。研究发现,产品价格随供应商风险规避程度的降低而升高,随需求波动的增大而降低,并得出供应商利润占整个供应链利润的比例范围。借助数值分析,分别探索不同需求波动下和不同渠道替代敏感度下,销售价格、批发价、订货量及其双方成员利润随着供应商风险规避程度的变化情况,并给出管理意义的解释。In this paper, a dual-channel supply chain is considered consisting of a risk-averse supplier and a risk-neutral buyer under market demand fluctuation.Through using CVaR method to evaluate supplier＇s utility,the Nash model is established under the condition that the supply chain players own the equal bargaining power.We figure out the equilibrium of product price, order quantity and wholesale price.We conclude that product price will increase when supplier is less risk-averse or demand fluctuation decreases and give the scope of the supplier＇ s profit compared with the entitle profit of the supply chain.Based on numerical experiments, with the risk-averse degree in- creasing, the product price, wholeslae price, ordering quantity and supply chain member＇s profits are explored respectivelly under the dif- ferent market demand fluctuation and under the different channel replaceable sensitivities.

关 键 词：双渠道供应链 风险规避 条件风险值方法 纳什博弈 

分 类 号：F274[经济管理—企业管理]