摘要
在CVaR风险度量准则下,将信息预测成本作为运营成本之一,建立了风险厌恶的零售商的需求信息预测投入和订货量的联合决策随机模型,研究了风险态度对零售商最优决策的影响.通过分析得出在分散决策下,随着零售商风险厌恶程度的增加,零售商提高信息预测水平,以减小需求不确定风险.同时减少订货量,降低订货过量的风险.证明了在一定条件下,传统的收益共享契约能实现供应链协同,但适用范围较小.由信息预测成本分担与收益共享组成的联合契约可扩大供应链协同的范围,消除风险态度和双重边际对零售商决策行为的影响,使得零售商的需求预测水平和订货量同时达到系统风险中立环境下的最优水平.
Under the conditional Value-at-risk（CVaR） criterion, a risk-averse retailer who jointly determines the investment of demand information forecasting and the product order quantity from a supplier is studied. The impacts of the risk-averse degree on the retailer＇ s optimal investment in information forecasting and opti- mal order policy are analyzed. The results show that under the decentralized decision situation, the investment in information forecasting is increasing in the retailer＇ s risk-averse degree in order to reduce the demand un- pared with the traditional revenue sharing contract, the new combined contract can achieve the coordination of the risk-averse supply chain in a wider range and eliminate the risk-averse and double marginal effects, so that the retailer chooses the same investment in information forecasting and order quantity as in a risk-neutral cen- tralized system.
出处
《管理科学学报》
CSSCI
北大核心
2016年第11期45-53,共9页
Journal of Management Sciences in China
基金
国家自然科学基金资助项目(71472069
71362016)
关键词
信息预测
风险规避
收益共享
成本分担
供应协调
information forecast
risk averse
revenue sharing
cost sharing
supply chain coordination
