供应突发事件下基于CVaR的供应链订货决策及协调

发布时间：2018-10-29 11:17

【摘要】：供应突发事件下,引入条件风险值(conditional value at risk-CVa R)刻画了零售商的运营目标,构建了收益共享契约下的供应链订货模型,着重研究了CVa R下的供应链协调及零售商最优订货量对供应商可靠性及对其自身的风险规避系数的敏感性。研究表明:收益共享契约具有一定的鲁棒性,能协调突发事件风险下的供应链;风险规避型零售商的最优订货量总是不小于风险中性情况,且风险规避程度越高,订货量越大;最优订货量对供应商可靠性均值的敏感性不依赖于零售商的风险规避程度,且均值越小,最优订货量越大,这与风险中性情况是类似的;最优订货量对供应商可靠性标准差的敏感性则依赖于零售商的风险规避程度,当零售商的风险规避程度较高时,供应可靠性标准差越大,最优订货量越大,这与风险中性情况是相反的。
[Abstract]:In the case of supply emergencies, the conditional risk value (conditional value at risk-CVa R) is introduced to describe the retailer's operational objectives, and the supply chain ordering model under the revenue-sharing contract is constructed. The supply chain coordination under CVa R and the sensitivity of the retailer's optimal order quantity to the supplier's reliability and risk aversion coefficient are studied. The research shows that the revenue-sharing contract has a certain robustness and can coordinate the supply chain under the emergency risk, the optimal order quantity of the risk-averse retailer is always not smaller than the risk neutral situation, and the higher the risk aversion degree, the bigger the order quantity. The sensitivity of the optimal order quantity to the supplier reliability mean does not depend on the risk evading degree of the retailer, and the smaller the average value, the greater the optimal order quantity, which is similar to the risk neutral situation. The sensitivity of the optimal order quantity to the supplier reliability standard deviation depends on the retailer's risk aversion. When the retailer's risk aversion is high, the greater the standard deviation of supply reliability is, the greater the optimal order quantity is. This is the opposite of a risk-neutral situation.
【作者单位】：杭州师范大学阿里巴巴商学院;上海交通大学中美物流研究院;湖南大学工商管理学院;
【基金】：国家自然科学基金资助项目(70732003,71171070) 国家社科基金青年资助项目(10CGL026) 浙江省自然科学基金资助项目(LY12G02009) 浙江省哲学社科规划资助项目(11JCGL09YB)
【分类号】：F274;F713.32;F224

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