基于均值-CVaR的回购契约供应链创新协调机制

doi:10.3969/j.issn.1007-7375.2019.05.006

工业工程 ›› 2019, Vol. 22 ›› Issue (5): 43-49,67.doi: 10.3969/j.issn.1007-7375.2019.05.006

基于均值-CVaR的回购契约供应链创新协调机制

尚春燕^1,2, 关志民¹, 米力阳³

1. 东北大学工商管理学院, 辽宁沈阳 110169;
2. 宁夏理工学院经济管理学院, 宁夏石嘴山 753000;
3. 宁夏理工学院理学与化学工程学院, 宁夏石嘴山 753000

收稿日期:2018-11-20 出版日期:2019-10-31 发布日期:2019-10-29
作者简介:尚春燕(1980-),女,黑龙江省人,博士研究生,主要研究方向为物流与供应链管理
基金资助:
国家自然科学基金资助项目（70972100，71372186）

Buy-back Contract Supply Chain Innovation and Coordination Mechanism Based on Mean-CVaR

SHANG Chunyan^1,2, GUAN Zhimin¹, Mi Liyang³

1. School of Business Administration, Northeastern University, Shenyang 110169, China;
2. School of Economics and Management, Ningxia Institute of Science and Technology, Shizuishan 753000, China;
3. School of Science and Chemical Engineering, Ningxia Institute of Science and Technology, Shizuishan 753000, China

Received:2018-11-20 Online:2019-10-31 Published:2019-10-29

摘要/Abstract

摘要： 为了研究制造商创新情形下回购契约供应链的订货及协调机制，构建了回购契约Stackelberg博弈模型，运用均值-CVaR的方法探讨了回购契约供应链创新协调问题。研究表明，均值-CVaR方法比CVaR度量准则更能提高零售商的订货量，指出零售商的风险规避程度影响供应链的创新和需求。当零售商喜好风险，将使制造商的创新投入度增大，供应链渠道的总需求增加。考虑到零售商过度订购的潜在风险，通过对回购商品数量的限制，改进制造商创新投入回购契约供应链，结果表明，改进的制造商创新投入回购契约能够降低零售商的订货量，同时，在一定条件下能够使供应链协调。最后通过数值算例分析了β和λ对最优订货量和创新投入度的影响。

关键词: 风险规避, 供应链协调, 回购契约, 条件风险价值

Abstract: In order to study order quantity and coordination mechanism of buy-back contract supply chain under manufacturer innovation, the Stackelberg game model of buy-back contract supply chain is established. Then the issue of innovation coordination is discussed by the mean-CVaR decision criterion, and it shows that the mean-CVaR criterion can help to increase the order quantity more than CVaR, and the risk aversion level of retailer affect innovation and requirement of supply chain. The retailer's risk preference will increase the innovation investment intensity and the whole demand of supply chain channel. Improving the buy-back contracts through restricting the repurchase quantity in consideration of the potential risk of over-ordering by retailers, the results show that the improved buy-back contracts can reduce the order quantity, and under certain conditions the improved buy-back contracts can coordinate the supply chain. At last, how λ and β influence the retailer's quantity and manufacturer's innovation investment intensity is analyzed by numerical examples.

Key words: risk averse, supply chain coordination, buy-back contract, conditional value-at-risk (CVaR)

中图分类号:

C934
F274

尚春燕, 关志民, 米力阳. 基于均值-CVaR的回购契约供应链创新协调机制[J]. 工业工程, 2019, 22(5): 43-49,67.

SHANG Chunyan, GUAN Zhimin, Mi Liyang. Buy-back Contract Supply Chain Innovation and Coordination Mechanism Based on Mean-CVaR[J]. Industrial Engineering Journal , 2019, 22(5): 43-49,67.

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基于均值-CVaR的回购契约供应链创新协调机制

Buy-back Contract Supply Chain Innovation and Coordination Mechanism Based on Mean-CVaR

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