不同风险偏好下双渠道供应链定价决策讲述.pdfVIP

第31 卷 第1 期 控 制 与 决 策 2016 年 1 月 Vol. 31 No. 1 Control and Decision Jan. 2016 文章编号: 1001-0920 (2016) 01-0091-08 DOI: 10.13195/j.kzyjc.2014.1335 不同风险偏好下双渠道供应链定价决策 许民利, 聂晓哲, 简惠云 ( 中南大学商学院，长沙410083) 摘 要: 为了探讨风险偏好对双渠道供应链决策的影响, 基于条件风险值(CVaR) 准则建立双渠道供应链定价决策 模型, 并给出了模型的求解方法和最优解. 研究表明, 根据不同风险偏好程度, 供应链成员会采取不同定价策略; 当制 造商风险偏好程度确定、零售商风险规避度增加时, 最优零售价降低, 最优批发价升高, 直销价不减; 当零售商风险 偏好度确定、制造商风险规避度增加时, 各最优价格均降低; 风险偏爱的影响则与风险规避相反. 关键词: 双渠道供应链；风险规避；风险偏爱；Stackelberg 博弈；条件风险值 中图分类号: F203 ；F224.32 文献标志码: A Pricing decision of dual-channel supply chain with risk preference XU Min-li, NIE Xiao-zhe, JIAN Hui-yun (Business School，Central South University，Changsha 410083，China ．Correspondent ：XU Min-li ，E-mail: 163.com) Abstract: In order to discuss the influence of the risk preference on the pricing decision of dual-channel supply chain, and the pricing decision models based on conditional value at risk(CVaR) are built, and the optimal price decision is obtained. It is found that the members of the supply chain will adopt different pricing decision according to different risk preferences. When the manufacturer’s risk preference is certain, the more the retailer hates the risk, the lower the retailing price is, the higher the wholesale price is, and the same or higher of the direct sales price will be. When the retailer’s risk preference is certain, the risk-averse attitude of the manufacturer will cut down all the optimal prices. In the risk-taking scenario, the results are just contrary. Keywords: dual-channel supply chain ；risk-averse ；risk-taking ；Stackelberg game；conditional value at risk