【摘要】 提出风险偏爱值和条件风险偏爱值的概念;然后将其引入对具有风险偏爱特性的供应链优化与协调问题的研究,建立了随机需求下由具有不同风险偏爱程度的单个供应商与单个零售商组成的两级供应链的条件风险偏爱值模型和基于条件风险偏爱值的最优订购量模型及协调供应链的最优回购契约模型,并对模型进行了分析,揭示了供应商和零售商的风险偏爱程度对供应链协调、最优订购量、回购价格及供应链合作稳定性的影响;最后通过一个算例进一步验证了本文的研究结论。更多还原

【Abstract】 This paper puts forward the conception of value-at-risk-taking and conditional value-at-risk-taking,and introduces it to study optimization and coordination mechanisms problem of supply chains with a tendency to risks.First,for a two-echelon supply chain with a risk-taking supplier and risk-taking retailer,we construct the conditional value-at-risk-taking model,the optimal ordering quantity model and the returns contract model based on CVaRT under random demand.Then,we analyze the model and reveal the impact of risk-taking onthe coordination of supply chains,the optimal ordering quantity and the returns price decisions,and cooperation stabilization.Finally,we have also given numerical results to verify the conclusions presented in this paper.更多还原