风险规避型供应链优化与协调契约模型研究.pdfVIP

第32 卷第6期 2011 年 6 月 东北大学学报( 自然科学版) Journal of Nort heastern U niversity( Natural Science) Vol 32, No. 6 Jun. 2 0 1 1 于春云1, 赵希男2, 关志民2, 彭艳东1 ( 1. , 066004; 2. , 110819) : , : : C 274 ; , , ; :A ; ; : 1005 3026( 2011) 06 0908 05 Research on Supply Chain Optimization of Risk Averse and Coordination Contract Model Y U Chun y un 1, ZH A O X i nan2, G UA N Zhi m in2, PEN G Yan dong 1 ( 1. Department of Commerce T r ade, N ortheastern U niversity at Q inhuangdao, Q inhuangdao 066004, China; 2. School of Business Administration, Nor theastern U niv ersity, Shenyang 110819, China. Corr esponding author: Y U Chun yun, E mail: yuchunyun @ y ahoo. com. cn) Abstract: T his paper int roduces the recently developed f inancial risk control tool t he condit ional v alue at risk to the st udy of t he risk averse supply chain optimizat ion and coordinat ion. First, for a t wo echelon supply chain w ith a single supplier and retailer, we const ruct t he conditional value at risk model, t he optimal ordering quantit y model and t he ret urns cont ract model based on condit ional value at risk under random demand and dif ferent risk averse charact eristics. Based on the analysis of t he models, it then reveals the impact of t he risk aversion of t he supplier and retailer on the supply chains coordinat ion and cooperat ion st ability, the optimal ordering quantit y and t he buy back price. F inally, we also g ive a numerical ex ample t o verify t he conclusions. Key words: condit ional value at risk; risk averse; supply chain coordinat ion; opt im al ordering quantit y model; buy back contract model , , , , , : 2011- 01- 09 : : ( 1962- ) , ( 1957- ) , , , [ 2] ; Yang [ 3] , ; [ 4] - , Gan [ 1] ; Agrawal b( g b w ) , , 1983 , ( , , ,; ( 1960- ) , , , , Jeuland [ 5] ,; 第6期 Past ernack[ 6] [ 7] 于春云等: 风险规避型供应链优化与协调契约模型研究 Padm anabhan 2 M , Cachon[ 8] : w 9 09 R , T( q, w , b* ), , , , 1 X , F(x) , , VaR( ) = min{ x | F(x) } , X , F( x) , CVaR( ) = E { x | F( x ) } , CVaR( ) , ; ,