Ｄｏｗｎｓｉｄｅ-ｒｉｓｋ测度下闭环供应链风险控制和利润分配机制研究

以由风险中性的制造商与具有下行风险特性的销售商组成的两阶段闭环供应链为背景,证明了Ｄｏｗｎｓｉｄｅ-ｒｉｓｋ测度下的收益共享契约和批量折扣契约不能协调该闭环供应链．将补偿策略附加到收益共享契约和批量折扣契约,设计了风险共享契约,它既能满足下行风险约束,又能保证供应链参与方利润均有增量,实现了Ｄｏｗｎｓｉｄｅ ｒｉｓｋ测
度下闭环供应链的协调和风险控制．最后通过实例分析验证了风险共享契约的可行性和有效性．

     

考虑风险规避的闭环供应链差别定价协调模型

针对再制造成本不确定条件下考虑制造商风险规避特性的新产品与再制造产品差别定价协调问题, 采用均值—方差方法衡量该问题的最优定价决策。在分散化决策下, 采用Stackelberg博弈理论研究价格差敏感系数和制造商风险规避度对闭环供应链定价策略的影响, 然后以集中化决策作为研究基准, 指出分散化决策存在双重边际效应。为消除利益损失, 提出一种收益共享一风险共担契约来协调闭环供应链, 研究表明, 该协调契约能有效实现风险规避下闭环供应链的协调。最后运用数值分析方法对无协调和有协调时的闭环供应链定价策略进行比较研究, 并进一步探讨价格差敏感系数和制造商风险规避度对闭环供应链定价策略以及协调性能的影响。     

基于CVaR的闭环供应链优化与协调决策研究

利用条件风险值理论研究具有风险规避特性的闭环供应链的优化与协调问题.首先,建立了随机市场需求下由单个风险规避零售商与单个风险规避制造商组成的两阶闭环供应链的条件风险值模型,以及基于条件风险值的收益共享费用共担契约下的最优订购量和最优批发价格决策模型;然后在对模型进行分析的基础上,揭示了制造商和零售商的风险规避水平对最优订购量、批发价格、条件风险值及闭环供应链协调的影响;最后通过一个算例验证了所得的结论.     

产量和需求随机下基于收益共享契约的供应链决策

针对产量和需求都随机的供应链, 在条件风险值(CVaR) 的度量准则下, 建立具有风险规避型零售商的供应链最优决策模型, 探讨收益共享契约下供应链协调的条件, 并进行了数值分析. 研究结果表明, 零售商的风险规避以及产量的不确定性将降低最优订购量及供应链效益; 收益共享契约可以优化产量和需求随机条件下的供应链运作效率, 并在一定条件下使供应链达到协调.

     

价格折扣契约下应对突发事件下的闭环供应链协调策略

针对MRCRM模式下的闭环供应链,在考虑随机性基础上,分析了价格折扣契约对闭环供应链的协调作用,对于突发事件可能造成闭环供应链协调被打破的问题,提出了具有抗突发事件性的价格折扣契约,使之能实现对突发事件的协调应对,最后应用一个算例对比加以说明。     

loss-averse测度的低碳闭环供应链最优减排研究

以低碳产品销售为不确定市场环境为背景,以Stackelberg博弈理论为方法,以loss-averse为工具,构建了双第三方回收低碳风险再制造闭环供应链模型,研究了制造商低碳减排能力、碳排放征税政策、销售商风险厌恶程度和废旧低碳产品回收市场竞争特性等因素的影响作用机理;揭示非合作博弈和协调运作下,订单数量、交易价格、低碳废旧产品回收价格等重要变量和节点企业收益、期望效用及整个链条收益的变化规律及隐含的经济意义与管理理念。设计正向渠道收益共享、逆向渠道风险共担契约,克服风险规避效应和双重边际效应的不利影响,实现低碳再制造闭环供应链的协调;通过数值仿真研究和灵敏度分析,验证了低碳风险再制造闭环供应链模型的有效性及实用性,为供应链上下游企业开展低碳减排合作提供了理论依据和政策建议。     

基于条件风险价值的零售商创新投资决策研究

研究了由风险中性制造商和风险规避零售商构成的供应链创新投资问题。通过运用条件风险价值（CVaR）对企业的风险偏好进行测度,构建了分散供应链和集中供应链两种情况下的企业决策模型,并根据数值实验对模型作了进一步的分析。研究结果表明：零售商越担心风险,其对创新的投入越少,并会减少销售量以应对市场风险,从而使得供应链的整体收益下降;分散供应链下的创新投入、销售量和供应链的期望收益低于集中供应链下的创新投入、销售量和供应链的期望收益。施行收益共享契约后,分散供应链下的创新投入和销售量达到了集中供应链下的决策水平,制造商和零售商的期望收益均得到提高。     

需求不确定性对混合条件风险价值约束供应链系统的影响

运用随机占优研究风险偏好和需求不确定性对混合条件风险价值约束供应链系统的影响.证明在批发价和收益共享契约下零售商的最优订货量和利润随风险偏好系数的增加而减小;只有在零售商为风险追求型时,批发价契约才能实现供应链协调;无论零售商的风险偏好如何,收益共享契约都能实现供应链协调.在收益共享契约下,随机大需求将导致零售商获得较高的最优利润;当零售商为风险中性或风险厌恶时,其最优利润随需求可变性的增加而减少.     

Downside-risk控制下的供应链收益共享契约设计研究

运用Downside-risk约束,对一个两阶供应链模型中风险规避型零售商与其上游风险中性供应商之间的协调进行契约设计和建模,在供应链收益共享契约下风险约束得到满足.并且供应商和零售商的利润均得到了提高.同时,供应链收益共享契约得到有效设计时,风险中性方可为风险规避方提供相应的风险保护,满足其风险约束,可产生更多的利润,以更好地协调供应链.算例分析验证了该结论的有效性.     

需求和回收努力扰动下闭环供应链定价与协调

针对干扰事件下由单个制造商和单个零售商组成的闭环供应链系统, 建立制造商为主导的Stackelberg博弈模型, 首先分析了数量折扣契约对闭环供应链的协调作用, 然后分析了数量折扣契约应对干扰事件的协调作用。结果表明, 当干扰事件引起市场规模、再制造成本、回收努力同时扰动时, 原契约具有一定鲁棒性; 当扰动超出一定范围时, 原有的协调被打破; 为此, 给出改进的数量折扣契约具有抗干扰事件性, 并讨论闭环供应链成员的最优利润分配策略, 最后通过数值实验来验证结论的有效性。     

零售商温和不公平厌恶下的回购合约与渠道协调

以不公平厌恶效用函数作为一个温和不公平厌恶零售商的决策准则,研究采用回购合约协调供应链的问题.对于合约参数的不同取值,分析回购合约定价对零售商公平状况及其最优订购决策的影响,给出达到供应链协调的回购合约,并用数值算例对结果进行进一步讨论.研究发现,存在两种协调供应链的回购合约定价规则.第一种与零售商为公平中性时的协调供应链的回购合约定价规则相同,回购定价区间只与零售商不利不公平的厌恶程度有关;另一种定价规则的利润分配总是公平的,其具体形式依赖于需求的分布及公平的利润分配比例.     

Designing optimal and practical volume discounting contracts for the dominant retailer with information asymmetry

With the increasing prevalence of huge international retail chains and the subcontracting of manufacturing to developing countries by owners of major international brands, the dominant‐retailer‐oriented incentive contracts become increasingly more relevant. The literature suggests that most of the contract formats known as channel‐coordinating for the dominant supplier become quite or totally ineffective when the retailer is the dominant player in the supply chain. A menu of contracts is shown to be theoretically most effective for the dominant retailer; however, it is too complex to be implemented in the real world. This paper first proves that the menu of contracts is actually a nonlinear volume discounting contract. Based on this characteristic, we propose two contract formats, namely, volume discounting on markup and volume discounting on slotting fee. Our results show that these two new proposed schemes perform substantially better than the currently most‐used contract formats (e.g., markup contract formats), and they can also be perceived as performing nearly as well as the menu of contracts.     

需求信息不对称下的双渠道供应链合作广告投资决策分析

研究制造商主导的Stackelberg 博弈下双渠道供应链的合作广告策略, 分析信息不对称及双渠道对供应链合作广告投资决策的影响. 研究表明, 零售商在具有需求信息优势时会谎报需求信息, 并且在一定条件下其谎报决策会降低制造商的利润, 但能提高供应链的利润, 这种情况下制造商无法通过激励合同促使零售商共享信息. 另外, 在最优合作广告策略下, 当直销渠道与分销渠道所占市场份额的分配比例小于一定值时, 制造商采取双渠道会使供应链参与者均受益.

     

基于制造商促销的供应链战略库存协调模型

考虑由单个制造商和单个零售商组成的两周期供应链系统,在第一周期结束后零售商储存战略库存控制第二周期制造商批发价格的活动条件下,分别建立了集中式决策、分散式决策以及制造商促销的契约决策的供应链模型,并对三种情况下的决策变量进行了比较分析。研究结果表明：在零售商主导的情境下,零售商没有必要储存战略库存;在制造商主导的情境下,制造商通过简单的批发价格契约无法促进渠道的协调,而在制造商进行促销决策条件下,零售商的战略库存量减少,且制造商和零售商的最优利润均大于分散式决策时的最优利润。最后通过算例验证该模型的有效性。     

A revised sales rebate contract with effort‐dependent demand: a channel coordination approach

In this paper, simultaneous coordination of order quantity and sales effort (SE) decisions in a supplier/retailer system with stochastic effort‐dependent demand is investigated. The main aim of the proposed model is to attain an optimal balance that results in a Pareto‐efficient solution for both channel members. A revised sales rebate (RSR) contract is developed to achieve channel coordination. In addition to the usual incentive approach of sales rebate schemes, a punitive approach is designed for the new proposed contract as a stockout penalty. Furthermore, some numerical experiments are examined to analyze the performance of the presented model under three decision‐making scenarios (i.e., decentralized, centralized, and RSR). Additionally, some in‐depth sensitivity analyses are conducted to examine the behavior of the supply chain performance under alteration of different parameters. The results show that the proposed RSR contract leads to channel coordination, while both channel members experience a Pareto improving situation. Moreover, it is proved that the RSR contract has significant potential on neutralizing adverse impacts of demand fluctuations on channel performance indicators.     

Coordinating two-period ordering and advertising policies in a dynamic market with stochastic demand

In this paper, we study the optimal two-stage advertising and ordering policies and the channel coordination issues in a supply chain composed of one manufacturer and one retailer. The manufacturer sells a short-life-cycle product through the retailer facing stochastic demand in dynamic markets characterised by price declines and product obsolescence. Following a two-period newsvendor framework, we develop two members’ optimal ordering and advertising models under both the centralised and decentralised settings, and present the closed-form solutions to the developed models as well. Moreover, we design a two-period revenue-sharing contract, and develop sufficient conditions such that the channel coordination can be achieved and a win–win outcome can be guaranteed. Our analysis suggests that the centralised decision creates an incentive for the retailer to increase the advertising investments in two periods and put the purchase forward, but the decentralised decision mechanism forces the retailer to decrease the advertising investments in two periods and postpone/reduce its purchase in the first period. This phenomenon becomes more evident when demand variability is high.     

Disruptions management of a supply chain under strategic subsidy policy for the demand-stimulating inventory

This paper introduces a game model of one manufacturer and one retailer with the demand depending on the amount of inventory displayed on the retailer’s shelf. We study coordination mechanisms of the supply chain with the two kinds of disruptions. To coordinate the channel as well as make a profit, the manufacturer needs to augment the wholesale price lever by another, i.e., an inventory-holding cost subsidy to the retailer. We show that the inventory-subsidy contract for disruption(s) situation has its rationality and limitation: from the perspective of feasibility analysis, we find that when the disrupted amount of inventory-holding cost is larger than a certain threshold value, both players can achieve win–win by using inventory-subsidy contract. Otherwise, it may be ineffective. For two-factor disruptions, there are some mutual restraints between the disrupted inventory-holding cost and the disrupted demand when the coordination mechanism is used. We also find that both disruption situations have their own robust scales, in which the manufacturer should not change the original production plan but at the expense of providing a more attractive subsidy scheme to the retailer. Interestingly, some counter-intuitive managerial insights can be observed in robust scales. For example, the market demand increases with the displayed inventory level in the setting of the demand-stimulating inventory. However, the higher the demand, the less displayed inventory level will be in the robust scale.     

需求价格敏感下具有损失厌恶零售商的闭环供应链定价与协调

基于零售商回收模式,运用前景理论探讨了价格敏感随机需求下具有损失厌恶零售商参与的两级闭环供应链定价与协调问题。首先针对分散式决策,在两种批发价模式下推导和比较制造商和零售商的最优行为,分析损失厌恶程度对零售商定价和订货联合决策的影响;然后通过与集中式决策的对比验证了分散式供应链存在效率损失,进而设计收益共享契约对分散式供应链进行协调;最后通过算例验证了以上结论,并将回收率对最优决策和成员效用的影响进行了灵敏度分析。     

Coordination in a retailer‐dominated supply chain with a risk‐averse manufacturer under marketing dependency

In this paper, a combined contract composed of option and cost sharing is proposed to investigate coordination and risk‐sharing issues of the supply chain consisting of a dominant retailer and a risk‐averse manufacturer. Demand faced by the retailer is stochastic in nature and dependent on marketing effort. We adopt the conditional value‐at‐risk (CVaR) criterion to model risk aversion of the manufacturer, and derive the optimal strategy for each member with a Stackelberg game in which the retailer acts as the leader. It is verified that the combined contract can coordinate the supply chain and achieve Pareto‐improvement. Moreover, the dominant retailer can allocate the system‐wide profit arbitrarily only by option price in the premise of coordination. It is worth mentioning that coordination of the supply chain is reachable only when the manufacturer is low in risk aversion, and the manufacturer's risk aversion is a significant element for contract design and profit allocation.