基于利润-CVaR的供应链价格补贴契约优化与协调研究.pdfVIP

Management Science and Engineering 管理科学与工程, 2016, 5(2), 76-84 Research on Markdown Money Contract Optimization and Coordination of Supply Chain Based on the Profit-CVaR Pengfei Liu1,2, Mengjie Xie1 1 School of Transportation, Changsha University of Science Technology, Changsha Hunan 2 Key Laboratory of Highway Engineering, Ministry of Education, Changsha University of Science Technology, Changsha Hunan th th st Received: May 29 , 2016; accepted: Jun. 14 , 2016; published: Jun. 21 , 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 1,2 1 刘鹏飞 ，谢梦洁 1长沙理工大学交通运输工程学院，湖南 长沙 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