基于均值-CVaR的闭环供应链回购契约协调策略研究  

Closed-loop Supply Chain Buy-Back Contract Coordination Strategy Based on Mean-CVaR

作　　者：于春海[1] 冯俏[1] 荣冬玲 YU Chun-hai;FENG Qiao;RONG Dong-ling(School of Business Administration, Northeastern University, Shenyang 110169, China)

机构地区：[1]东北大学工商管理学院,辽宁沈阳110169

出　　处：《运筹与管理》2020年第6期58-64,共7页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(71271050);辽宁省教育厅人文社会科学研究项目(ZJ2015019)。

摘　　要：基于回购契约,本文研究了二级闭环供应链(制造商风险中性、零售商风险偏好)的协调决策问题。分别就零售商风险中性、厌恶和喜好三种态度,构建了考虑两个风险参数(悲观系数和风险厌恶程度)和均值-CVaR决策准则的契约模型。求解出最优订货量和回收价格的解析解,研究了不同风险偏好下零售商的订货策略如何变化,得到了最优协调机制,并针对主要模型参数(回购价格、比例及风险参数)进行了敏感性分析。最后,通过算例分析验证了协调策略的合理性。Based on buy-back contract,this paper studies the coordination decision-making of two-stage closed-loop supply chain(manufacturer risk neutral,and retailer risk preference).In this paper,a contract model considering two risk parameters(pessimism coefficient and risk-averse degree)and mean-CVaR decision criteria is constructed for retailers’risk neutrality,aversion and preference.The analytic solutions of the optimal order quantity and the recovery price are solved,and how the retailer’s order strategy changes under different risk preferences is studied.The optimal coordination mechanism is obtained,and the sensitivity analysis of the main model parameters(repurchase price,proportion and risk parameters)is carried out.Finally,the rationality of the coordination strategy is verified by numerical examples.

关 键 词：闭环供应链 回购契约 风险偏好 条件风险值 协调 

分 类 号：F253.4[经济管理—国民经济]