不完整需求信息下报童供应链鲁棒契约  

Newsvendor supply chain robust contracting under incomplete demand information

作　　者：江厚元 Serguei Netessine Houyuan Jiang;Serguei Netessine

机构地区：[1]Judge Business School,University of Cambridge,Cambridge CB21AG,UK [2]The Wharton School,University of Pennsylvania,Philadelphia,PA 19104,USA

出　　处：《中国科学:数学》2025年第2期237-260,共24页Scientia Sinica:Mathematica

摘　　要：众所周知,当需求信息完整并且对零售商与供应商是对称时,批发价格契约无法协调报童供应链,而回购契约和收入分享契约则可以.通过鲁棒优化框架,本文研究如何制定批发价格契约和回购契约,并探讨这些常用供应链契约在需求信息有限和不完整时是否能协调供应链.本文采用极小极大遗憾值方法来构建零售商、供应商和系统问题的数学模型.本文得到如下结果.其一,除了退化解外,当需求变异和利润率都较大时,鲁棒批发价格契约和鲁棒回购契约都无法协调供应链.其二,供应商在鲁棒批发价格契约下的最大绝对遗憾值比在鲁棒回购契约下的最大绝对遗憾值小.其三,鲁棒批发价格契约的最大相对遗憾值通常小于鲁棒回购契约的最大相对遗憾值,并为鲁棒批发价格契约和鲁棒回购契约的最大相对遗憾值提供了渐近紧界.这些管理洞察表明,鲁棒批发价格契约不仅更易管理,而且相对于鲁棒回购契约还具有其他优势,这为批发价格契约在实践中比回购契约更受欢迎提供一些理论支持.本文还证明,无论需求信息是否完整,无论是鲁棒批发价格契约还是鲁棒回购契约,零售商在订购量上都比社会规划者更为保守.It is well known that when demand information is complete and symmetric between the retailer and the supplier,the wholesale price contract cannot coordinate the newsvendor supply chain.In contrast,the buyback contract and revenue-sharing contract can.This paper investigates how to design wholesale price contracts and buyback contracts under a robust optimization framework and explores whether these common supply chain contracts can coordinate the supply chain when demand information is limited and incomplete.The paper employs a minimax regret approach to construct mathematical models for the retailer,supplier,and system problems.The main findings are as follows.First,except for degenerate solutions,robust wholesale price contracts and robust buyback contracts cannot coordinate the supply chain when demand variability and profit margins are high.Second,the supplier’s maximum absolute regret under the robust wholesale price contract is smaller than under the robust buyback contract.Third,the maximum relative regret of the robust wholesale price contract is generally smaller than that of the robust buyback contract,and the paper provides asymptotic tight bounds for the maximum relative regret of both contracts.These managerial insights suggest that the robust wholesale price contract is easier to manage and has other advantages over the robust buyback contract.This provides theoretical support for the greater popularity of wholesale price contracts compared with buyback contracts in practice.The paper also demonstrates that regardless of whether demand information is complete or incomplete,and whether it is a robust wholesale price contract or a robust buyback contract,retailers tend to be more conservative than social planners in their ordering decisions.

关 键 词：报童供应链 鲁棒契约 批发价格契约 回购契约 供应链协调 绝对遗憾值 相对遗憾值 

分 类 号：F27[经济管理—企业管理]