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双边道德风险下基于CVaR的回购合同协调模型 被引量:8

Buy-back contracts coordination in supply chains with bilateral moral hazard based on CVaR
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摘要 运用CVaR方法考察了风险中性的供应商和风险规避的销售商联合促销下回购合同的协调问题.构造一个两阶段博弈模型:第一阶段,供应商设定回购合同;第二阶段,供应商实施促销决策,而销售商实施订购和促销决策.运用逆向归纳法对此博弈进行求解.研究表明:第二阶段博弈存在一个纳什均衡.当且仅当销售商的风险规避程度低于某一临界值,且渠道双方第一单位促销努力的边际收益小于其边际成本时,回购合同能够协调具有双边道德风险的供应链.最后用数值算例对文中结论进行了验证. This paper examines buy-back contracts for supply chains with a risk-neutral supplier and a riskaverse retailer who take joint promotions based on the CVaR method. A two-stage game model is constructed,where at the first stage, the supplier sets buy-back contracts, and at the second stage, the supplier implements marketing decisions while the retailer implements joint decisions on ordering and promoting. The game is solved by backward induction. It shows that there exists a Nash equilibrium at the second stage of the game. A buy-back contract can coordinate the supply chains with bilateral moral hazard, if and only if the marginal revenue of the first unit promotion effort of every member firm is less than the marginal cost, and the retailer's risk aversion degree is below the critical value. Finally, numerical examples are presented to verify the conclusions.
出处 《系统工程学报》 CSCD 北大核心 2016年第1期78-87,共10页 Journal of Systems Engineering
基金 国家自然科学基金资助项目(71462023 71461014 71362025) 中国博士后科学基金资助项目(2012M511909) 昆明理工大学管理与经济学院热点(前沿)领域科研支持计划资助项目(QY2015046)
关键词 供应链管理 回购合同 双边道德风险 联合促销 supply chain management buy back contract bilateral moral hazard joint promotion
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