潜在市场需求不确定下的风险厌恶供应链决策

考虑新产品投入市场时潜在市场需求不确定下的供应链风险厌恶，构造了一个考虑制造商和零售商的效用函数，建立了基于广告费用、服务水平以及销售价格的最优短期决策模型，分析了需求风险和供应链成员风险容忍水平对供应链最优短期决策的影响，采用数值仿真分析了供应链最优长期决策。研究结果表明：最优广告费用分别是需求风险和风险容忍水平的单调递增和递减函数，最优销售价格和服务水平则因行业等因素不同与需求风险和风险容忍水平呈U型或倒U型关系；当市场环境变化时，销售价格和服务水平在不同市场条件下应做出不同调整，而广告费用调整与市场特征无关；从长期来看制造商可以达到效用最大化，而零售商效用只能次优。a

Risk Aversion Supply Chain Decisions under Potential Market Demand Uncertainty

When a new product is put into market, it is necessary to consider supply chain risk aversion under the uncertainty of market demands. For such a problem, a utility function for manufacturers and retailers is constructed. Also, based on advertising cost, levels of service, and selling prices, an optimal short term decision making model is established. Then, with the model, effects of the demand risk and the risk tolerance level of members in a supply chain on the optimal short term decisions for the supply chain is analyzed. Through numerical simulation, the optimal long term decisions for a supply chain are also analyzed. Results indicate that the optimal advertising cost is a monotonically increasing function of demand risk and a monotonically decreasing function of risk tolerance level. The best selling price and the optimal service level, as differing from an industry to another and other factors, are U shape or inverted U shape with the change of demand risk and risk tolerance level. The selling price and the service level need to make different adjustments in different conditions of market when the circumstance of market is changing. The adjustment of advertising cost has nothing to do with the market features. In the long run, the manufacturers can achieve the utility maximization, while the retailer can only make the utility suboptimal.