利润-CVaR准则下的二级供应链协调策略研究

发布时间：2018-05-02 05:17

本文选题：利润-CVaR + 联合广告投入　；参考：《合肥工业大学》2015年硕士论文

【摘要】：实际生活中,市场中存在着大量不可预测因素,这就迫使企业决策者对供应链进行风险管理。近年来有研究者利用风险度量CVaR研究风险对企业的影响。本文以期望利润和CVaR的加权平均为目标函数,研究二级供应链广告投入与回购模型。这样的“利润-CVaR"目标既反映了决策者追求高利润的愿望,又反映了其对潜在风险的控制。本文主要研究工作如下：(1)研究二级供应链中风险厌恶型零售商面对随机市场需求时的最优广告投入及订货策略。在以期望利润和CVaR的加权平均为目标函数下,分析了零售商的订货策略及广告投入,在此基础上研究了上游供应商的广告投入费用,并阐述了解决该问题的方法,分析了当仅存在零售商广告或供应商广告的两种情形下,风险因子对广告投入及订货量的影响。研究结果可以为风险厌恶的零售商和供应商制定联合广告投入策略和订货策略提供参考。(2)利用利润-条件风险值(CVaR)探讨随机需求下供应链成员均具有风险厌恶特性时供应链回购的优化与协调问题。首先在回购合同下建立了基于正收益的零售商利润-CVaR、供应商CVaR和供应链的利润-CVaR模型,然后探究各种情形下的风险厌恶因子对订货量和批发价的影响,并通过数值算例验证了结果。
[Abstract]:In real life, there are a lot of unpredictable factors in the market, which force the decision makers to manage the supply chain risk. In recent years, some researchers use risk measurement CVaR to study the impact of risk on enterprises. Based on the objective function of expected profit and weighted average of CVaR, this paper studies the model of advertising investment and repurchase in two-level supply chain. Such a "profit-CVaR" goal reflects both policymakers' desire to pursue high profits and their control of potential risks. The main work of this paper is as follows: (1) to study the optimal advertising investment and ordering strategy of risk-averse retailers in the secondary supply chain in the face of stochastic market demand. Based on the objective function of expected profit and weighted average of CVaR, the ordering strategy and advertising investment of retailers are analyzed. On the basis of this, the cost of advertising investment of upstream suppliers is studied, and the methods to solve this problem are expounded. This paper analyzes the influence of risk factors on advertising input and order volume when there are only retailer advertisements or supplier advertisements. The results can provide a reference for retailers and suppliers with risk aversion to formulate joint advertising investment strategy and order strategy.) using profit conditional risk value (CVaR), we can explore the risk aversion of supply chain members under random demand. The optimization and coordination of supply chain repurchase. In this paper, the profit model of retailer based on positive profit, supplier CVaR and supply chain profit is established under repurchase contract, and then the influence of risk aversion factor on order quantity and wholesale price is studied. The results are verified by numerical examples.
【学位授予单位】：合肥工业大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F274

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