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零售商竞争下基于CVaR与收益共享契约的供应链决策模型

作者:时间:2014-06-11点击数:

全文下载:2013060647

刘玉霜

(青岛科技大学 数理学院,山东 青岛 266061)

摘要:针对随机需求与零售商价格竞争相关,基于收益共享契约,研究一个风险中性的制造商和两个风险规避型零售商组成的供应链。通过指数乘法需求形式将价格竞争引入到需求模型中,并以CVaR作为零售商的风险度量准则,证明了竞争的零售商存在唯一最优的定价-订购联合决策,并给出了具体的解析表达式。借助于理论推导和数值分析,给出零售商的价格竞争和风险规避对供应链成员最优决策和渠道效率的影响。结果表明,收益共享契约不能完美协调此类供应链,零售商竞争有助于改善渠道效率,而零售商的风险规避降低渠道效率。关键词:

零售商竞争;CVaR;收益共享契约;定价-订购联合决策

中图分类号: F 274文献标志码: A

Decision Models for Supply Chain Based on CVaR and Revenue-Sharing Contract Under Retail Competition

LIU Yu-shuang

(College of Mathematics and Physics, Qingdao University of Science and Technology, Qingdao 266061,China)

Abstract: Based on revenue-sharing contract, this paper investigates the optimal decisions in a supply chain consisting of one manufacturer and two risk-averse retailers who face price-sensitive and random demand. A multiplicative model is used to capture the randomness in the demand, and the expected demand is an exponential function of both retail prices. Each retailer′s risk-embedded measure criterion is characterized via conditional value-at-risk. Then, the existence and uniqueness of the pricing-ordering decision are proved. In addition, the closed from expressions of optimal decision are given specifically. Through theoretical analysis and numerical examples, the influence of retail competition and risk-aversion on optimal decisions and Channel efficiency are given clearly. The results indicate that the revenue-sharing contract can′t coordinate this kind of decentralized supply chain perfectly, and retail competition contributes to improve the channel efficiency of the decentralized system, while the retailer′s risk-aversion reduces the channel efficiency.

Key words:retail competition; CVaR; revenue-sharing contract; pricing-ordering joint decision

收稿日期:2012-11-07

基金项目:山东省自然科学基金项目(ZR2010GM006).

作者简介: 刘玉霜(1978—),女,博士.

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