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.

Research on decisions of closed-loop supply chain optimization andcoordination based on CVaR

This paper researches the optimization and coordination problem of closed-loop supply chain with risk-averse characteristic.For a two-echelon closed-loop supply chain with a risk-averse manufacture and a risk-averse retailer,a conditional value-at-risk(CVaR) model,an optimal ordering quantity model and an optimization wholesale price model are constructed under revenue-and-expense sharing contract and random demand by making use of CVaR.On the basis of the analysis of the models,this paper reveals the impac...