基于利润-CVaR的供应链价格补贴契约优化与协调研究.doc

基于利润-CVaR的供应链价格补贴契约优化与协调研究 文章引用: 刘鹏飞, 谢梦洁. 基于利润-CVaR 的供应链价格补贴契约优化与协调研究[J]. 管理科学与工程, 2016, 5(2): 76-84. ///10.12677/mse.2016.52009 Research on Markdown Money Contract Optimization and Coordination of Supply Chain Based on the Profit-CVaR Pengfei Liu1,2, Mengjie Xie1 1School of Transportation, Changsha University of Science amp; Technology, Changsha Hunan 2Key Laboratory of Highway Engineering, Ministry of Education, Changsha University of Science amp; Technology, Changsha Hunan Received: May 29th, 2016; accepted: Jun. 14th, 2016; published: Jun. 21st, 2016 Copyright ?? 2016 by authors and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). Abstract This paper studied the coordination of a two-echelon supply chain with a risk-neutral supplier and a risk-averse retailer. The risk aversion of the retailer was measured by profit-CVaR. We con- struct the markdown money contract coordination model of supply chain under stochastic de- mand. At a certain range, the optimal ordering quantity is reduced along with the increase of risk aversion factor and weight of CVaR; and markdown money is increased with the increase of risk aversion factor and weight of CVaR. Markdown money contract can perfectly coordinate supply chain. And we verify the conclusions through a numerical example. Keywords Supply Chain Coordination, Profit-CVaR, Markdown Money 基于利润-CVaR的供应链价格补贴契约优化与 协调研究 刘鹏飞1,2，谢梦洁1 1长沙理工大学交通运输工程学院，湖南 长沙 刘鹏飞，谢梦洁 77 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 收稿日期：2016年5月29日；录用日期：2016年6月14日；发布日期：2016年6月21日 摘 要 本文研究风险中性供应商和风险厌恶零售商组成的二级供应链协调问题。运用利润-CVaR度量零售商风 险厌恶，建立随机需求下供应链价格补贴协调模型。在一定范围内，最优订购量随风险厌恶因子和CVaR 权重的增加而减少，价格补贴随CVaR权重和风险厌恶因子的增加而增加，价格补贴契约能完美协调供应 链并通过数值算例进行验证。 关键词 供应链协调，利润-CVaR，价格补贴 1. 引言 供应链中不同利益主体的节点企业存在“双边际效应”，如何设计有效的协调策略成为供应链管理 的中心问题。价格补贴契约是通过对未出售的单位商品提供合理的经济补偿来协调供应链系统[1]。侯雅 莉等[2]研究了新产品三阶层供应链的价格补贴契约，Wang 等[3]研究了易逝品供应链的价格补贴契约， 郑克俊等[4]