信息不对称下具有损失规避者参与的供应链决策与协调

摘要/Abstract

摘要： 在市场需求不确定下，假设制造商和零售商之间关于风险态度的信息不对称，研究由单个风险中性制造商和损失规避零售商组成的两级供应链系统。运用Stackelberg博弈分析分散系统下的决策行为，并用收益共享契约来实现集中系统下的供应链协调。研究结果表明，在分散决策系统下，双方风险态度信息的不对称导致供应链效率在“双边际效应”的基础上进一步损失；集中系统下收益共享契约可以消除信息不对称的影响，从而提高损失规避型零售商的最优订购量。算例分析显示，信息共享可以有效提高供应链参与双方的期望效用.

关键词: 损失规避, 信息不对称, 供应链协调, 收益共享契约

Abstract: A supply chain composed of a risk-neutral supplier and a loss-averse retailer is discussed in this paper. For such a supply chain, market demands are uncertain and it is assumed that the information of agents'attitude towards to the risks is asymmetric. Stackelberg game is used to analyze the agents'behavior under decentralized decisionmaking, while revenue-sharing contract is designed to coordinate the supply chain under centralized decision-making. Then, analysis is done and results show that, under decentralized decision-making, the asymmetric information of agents'attitude towards to the risks results in further efficiency loss of the supply chain with respect to “double marginal effect”. However, revenue sharing contract can eliminate the influence of asymmetric information so as to improve the loss-averse retailer's optimal ordering quantity. A numeral study shows that information sharing can obviously increase the agents'expected utilities in the supply chain.

Key words: loss aversion, asymmetric information, supply chain coordination, revenue sharing contract

王勇，朱龙涛. 信息不对称下具有损失规避者参与的供应链决策与协调[J]. 工业工程, 2012, 15(6): 50-56.

Wang Yong, Zhu Long-tao. Decision-Making and Coordination of Supply Chain with Loss-Aversion under Asymmetric Information[J]. Industrial Engineering Journal , 2012, 15(6): 50-56.

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