Mean-CVaR准则下延期支付供应链决策与协调

发布时间：2018-04-30 02:40

本文选题：风险态度 + 资金约束　；参考：《系统工程学报》2017年03期

【摘要】：基于决策者风险偏好程度对决策的重要影响,研究使用延期支付融资时各企业风险态度对其最优决策及整个供应链和各企业利润的影响.运用Mean-CVaR准则刻画各企业风险态度,通过建立双层规划博弈模型,并运用均衡分析方法对不同资金情形下的分散式和集中式供应链决策及均衡解的性质进行了理论分析,探究了风险态度及初始资金等参数的影响.设计了两类合同以实现成员收益协调改进,进而通过数值分析论证并补充了相关结论.对考虑缺货惩罚时决策情形进行了拓展分析.研究表明,风险规避型企业制定决策更加保守,延期支付的实施对生产商,受资金约束零售商及供应链整体均有利,但零售商不应过度使用延期支付,应合理选择其资金使用量,生产商应适当追求风险,二部定价和收益共享合同均能实现此类供应链完美协调.
[Abstract]:Based on the important influence of decision maker's risk preference degree on decision making, this paper studies the influence of enterprises' risk attitude on their optimal decision, the whole supply chain and the profit of each enterprise when using deferred payment financing. This paper describes the risk attitude of enterprises by using Mean-CVaR criterion, establishes a game model of bilevel programming, and analyzes the properties of decentralized and centralized supply chain decision and equilibrium solutions under different capital situations by using equilibrium analysis method. The influence of risk attitude and initial capital is explored. Two kinds of contracts are designed to improve the coordination of the members' income, and then the relevant conclusions are verified and supplemented by numerical analysis. The decision-making situation when considering the penalty of stock shortage is analyzed in this paper. Studies have shown that risk-averse enterprises are more conservative in making decisions and that the implementation of deferred payments is beneficial to producers, cash-constrained retailers and the supply chain as a whole, but retailers should not overuse deferred payments. The use of capital should be reasonably selected, the producer should pursue risk appropriately, and the two pricing and revenue-sharing contracts could achieve the perfect coordination of such supply chain.
【作者单位】：南开大学商学院;
【基金】：国家自然科学基金资助项目(71401081)
【分类号】：F274

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