风险规避下基于Stackelberg博弈供应链回购契约.PDFVIP

第32 卷第6 期 系统工 程 学 报 Vol.32 No.6 2017 年12 月 JOURNAL OF SYSTEMS ENGINEERING Dec. 2017 风险规避下基于Stackelberg 博弈的 供应链回购契约 简惠云, 许民利 ( 中南大学商学院, 湖南长沙410083) 摘要: 针对供应商主导的二级供应链, 在供应商与零售商风险规避假设下, 以CVaR 为风险测度工具, 建立了基 于Stackelberg 博弈的供应链回购契约模型, 分析了供应商的最优决策, 以及供应链成员的风险规避水平、批发价对 订货量及供应链成员收益的影响, 并与风险中性下的决策结果进行比较. 研究表明, 当批发价确定时, 在不同的风 险规避水平与批发价取值区间, 供应商选择不同的回购策略; 当批发价为决策变量时, 供应商需要根据契约双方的 风险规避水平设置批发价, 并决定是否回购; 与风险中性假设相比, 风险规避假设对实践中供应商的决策行为提供 了更合理的解释. 关键词: 供应链; 回购契约; 风险规避; 条件风险值; Stackelberg 博弈 中图分类号: F224; F274 文献标识码: A 文章编号:2017 doi: 10.13383/ki.jse.2017.06.011 Supply chain buyback contract based on Stackelberg game with the assumption of risk-aversion Jian Huiyun, Xu Minli (Business School of Central South University, Changsha 410083, China) Abstract: This paper establishes a buyback contract model based on Stackelberg game for the supplier domi- nated two-echelon supply chain with a risk-averse supplier and a risk-averse retailer by using CVaR. It analyzes the supplier’s optimal decision, examines the impact of the members’ risk-averse degree and the wholesale price on the order and the members’ profits. The decision results are compared with the risk neutral decision results. The results show that the supplier chooses different repurchase strategies at different risk-averse levels and at wholesale price range when the wholesale price is definitive. When the wholesale price is a decision variable, the supplier needs to determine the wholesale price according to the risk-averse levels of the members an