风险规避下基于Stackelberg博弈与Nash讨价还价博弈的供应链契约比较

发布时间：2018-01-01 22:13

本文关键词：风险规避下基于Stackelberg博弈与Nash讨价还价博弈的供应链契约比较　出处：《管理学报》2016年03期 　论文类型：期刊论文

【摘要】：以批发价契约与回购契约为例,分析与比较风险规避型供应链分别采取Stackelberg博弈和Nash讨价还价博弈时的最优化决策,探讨供应链主导方如何根据合作伙伴的风险规避水平选择契约与博弈机制。研究表明,当零售商与供应商风险规避水平相同时,供应链的最优选择是采用Nash讨价还价博弈的批发价契约或者回购契约,二者等价;当零售商与供应商风险规避水平比较接近时,采用Nash讨价还价博弈下的回购契约要优于相同博弈机制下的批发价契约;当零售商与供应商风险规避水平相差较大时,供应商不会选择Nash讨价还价博弈下的任一契约,而是选择Stackelberg博弈下的回购契约。与风险中性假设下的结论相比,风险规避下的研究结论更符合供应链管理实践。
[Abstract]:Taking wholesale price contract and repurchase contract as examples, this paper analyzes and compares the optimal decision of risk-averse supply chain in Stackelberg game and Nash bargaining game. This paper discusses how the supply chain leader selects the contract and the game mechanism according to the risk aversion level of the partner. The research shows that when the level of risk aversion between retailer and supplier is the same. The optimal choice of supply chain is to use Nash bargaining game of wholesale price contract or repurchase contract, the two are equivalent; When the level of risk aversion between retailer and supplier is close, the repurchase contract under the Nash bargaining game is better than the wholesale price contract under the same game mechanism. When the level of risk aversion between the retailer and the supplier is different, the supplier will not choose any contract under the Nash bargaining game. The conclusion under risk aversion is more in line with supply chain management than the conclusion under risk neutral hypothesis.
【作者单位】：中南大学商学院;
【基金】：国家社会科学基金资助项目(14BGL196) 湖南省自然科学基金资助项目(2015JJ2177)
【分类号】：F274
【正文快照】： 多年来,供应链契约一直是供应链研究中的热点,产生了大量的研究成果[1~3]。早期的供应链契约研究,大多以人的风险中性假设为前提。然而,现实中人们决策时很少是风险中性的。实际上,由于市场需求等外部环境的不确定性,供应链合作伙伴常常会因为害怕风险而选择规避风险。同时,供

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