基于均值-CVaR且需求受努力水平影响的供应链回购契约协调研究  

Coordination Research on Supply Chain under Buyback Contract Based on Mean-CVaR with Random Demand Considering Effort Level

作　　者：党亚峥[1] 窦悦文 DANG Yazheng;DOU Yuewen(School of Management,University of Shanghai for Science&Technology,Shanghai 200093,China)

机构地区：[1]上海理工大学管理学院,上海200093

出　　处：《物流科技》2022年第17期97-103,共7页Logistics Sci-Tech

基　　金：国家自然科学基金项目(72071130)。

摘　　要：文章考虑一个需求随机且受努力水平影响的二级供应链,运用均值—条件风险价值统一衡量供应商和零售商对风险的态度,并研究考虑决策者风险偏好和努力水平的供应链回购契约协调问题。首先构建零售商及供应链的M-CVaR模型并计算最优订购量与最优批发价格,然后探讨零售商如何在全单位折价回购与部分单位全价回购两套方案中抉择,最后通过数值算例验证决策者悲观系数与最优批发价格和最优订购量间的关系,并进一步探讨风险规避度、临界回购比例与零售商努力水平对回购方案、订购量和批发价格的影响。This paper considers a two-stage supply chain with a single supplier and a retailer under buyback contract,the demand is random and is affected by the retailer's effort level.Mean-Conditional Value at Risk method is used to measure the participants'risk attitude and pessimistic level.Firstly,we construct the M-CVaR model of the retailer and the supply chain,the calculation process of the optimal order quantity and wholesale price are provided synchronously.Then we discuss the pros and cons of the two buyback schemes,namely repurchasing the unsold goods full unit at discount or partial unit at full price.Finally,the effect of pessimistic coefficients on the optimal order quantity and wholesale price are verified through a series of numerical experiments,while the influence of risk preferences,risk aversion degree,critical buyback proportion and retailer's effort level on buyback scheme selection,order quantity and wholesale price are further discussed.

关 键 词：均值-条件风险价值 回购契约 努力水平 供应链 

分 类 号：F273.7[经济管理—企业管理]