全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

需求不确定性对混合条件风险价值约束供应链系统的影响

DOI: 10.13195/j.kzyjc.2013.1242, PP. 2011-2017

Keywords: 混合CVaR,最优利润,供应链协调,可变性,随机占优

Full-Text   Cite this paper   Add to My Lib

Abstract:

运用随机占优研究风险偏好和需求不确定性对混合条件风险价值约束供应链系统的影响.证明在批发价和收益共享契约下零售商的最优订货量和利润随风险偏好系数的增加而减小;只有在零售商为风险追求型时,批发价契约才能实现供应链协调;无论零售商的风险偏好如何,收益共享契约都能实现供应链协调.在收益共享契约下,随机大需求将导致零售商获得较高的最优利润;当零售商为风险中性或风险厌恶时,其最优利润随需求可变性的增加而减少.

References

[1]  Kahneman D, Tversky A. Prospect theory: An analysis of decision under risk[J]. Econometrica, 1979, 47(2): 263-291.
[2]  Schweitzer M E, Cachon G P. Decision bias in the newsvendor problem with a known demand distribution: Experimental evidence[J]. Management Science, 2000, 46(3): 404-420.
[3]  Wang C X, Webster S. The loss-averse newsvendor game[J]. Omega, 2009, 37(1): 93-105.
[4]  Wang C X. The loss-averse newsvendor problem[J]. Int J of Production Economics, 2010, 124(2): 448-452.
[5]  Wang C X, Webster S. Channel coordination for a supply chain with a risk-neutral manufacturer and a loss-averse retailer[J]. Decision Sciences, 2007, 38(3): 361-389.
[6]  索寒生, 储洪胜, 金以慧. 带有风险规避型销售商的供需链协调[J]. 控制与决策, 2004, 19(9): 1042-1044.
[7]  (Suo H S, Chu H S, Jin Y H. Supply chain coordination with risk aversion retailers[J]. Control and Decision, 2004, 19(9): 1042-1044.)
[8]  刘珩, 潘景铭, 唐小我. 带基于损失厌恶型零售商的易逝品供应链价格补贴契约研究[J]. 控制与决策, 2010, 25(8): 1149-1154.
[9]  (Liu H, Pan J M, Tang XW. Research on perishable product supply chain markdown money contract with a loss-averse retailer[J]. Control and Decision, 2010, 25(8): 1149-1154.)
[10]  林志炳, 蔡晨, 许保光. 损失厌恶下的供应链收益共享契约研究[J]. 管理科学学报, 2010, 13(8): 33-41.
[11]  (Lin Z B, Cai C, Xu B G. Revenue sharing analysis of supply chain with loss aversion[J]. J of Management Science in China, 2010, 13(8): 33-41.)
[12]  施国洪, 曾月凤, 陈敬贤. 损失厌恶供应链应对突变风险的收益共享契约[J]. 工业工程, 2012, 15(2): 22-26.
[13]  (Shi G H, Zeng Y F, Chen J X. On revenue sharing contract in loss-aversion supply chain under disruption[J]. Industrial Engineering J, 2012, 15(2): 22-26.)
[14]  刘咏梅, 成尚汶, 谢虎. 具有损失厌恶偏好零售商的供应链弹性数量契约[J]. 控制与决策, 2012, 27(7): 975-982.
[15]  (Liu Y M, Cheng S W, Xie H. Research on supply chain quantity flexibility contract with a loss-averse preference retailer[J]. Control and Decision, 2012, 27(7): 975-982.)
[16]  许明辉, 于刚, 张汉勤. 带有缺货惩罚的报童模型中的CVaR 研究[J]. 系统工程理论与实践, 2006, 26(10): 1-8.
[17]  (Xu M H, Yu G, Zhang H Q. CVaR in a newsvendor model with lost sale penalty cost[J]. Systems Engineering-Theory & Practice, 2006, 26(10): 1-8.)
[18]  Chen Y, Xu M H, Zhang Z G. A risk-averse newsvendor model under the CVaR criterion[J]. Operations Research, 2009, 57(4): 1040-1044.
[19]  Yang L, Xu M H, Yu G, et al. Supply chain coordination with CVaR criterion[J]. Asia-Pacific J of Operational Research, 2009, 26(1): 135-160.
[20]  Ma L J, Li J B,Wang H F. Coordinate the supply chain with risk-averse agents under CVaR criteria[C]. The Int Conf on Management and Service Science(MASS). Wuhan: IEEE Conf Publications, 2010: 35-60.
[21]  Gotoh J, Takano Y. Newsvendor solutions via conditional value-at-risk minimization[J]. European J of Operational Research, 2007, 179(1): 80-96.
[22]  Jammernegg W, Kischka P. Risk-averse and risk-taking newsvendors: A conditional expected value approach[J]. Review of Managerial Science, 2007, 1(1): 93-110.
[23]  Gan X H, Sethi S P, Yan H. Coordination of supply chain with risk-averse agents[J]. Production and Operations Management, 2004, 13(2): 135-149.
[24]  Agrawal V, Seshadri S. Impact of uncertainty and risk aversion on price and order quantity in the newsvendor problem[J]. Manufacturing & Service Operations Management, 2000, 2(4): 410-423.
[25]  Agrawal V, Seshadri S. Risk intermediation in supply chains[J]. IEE Trans, 2000, 32(2): 819-831.
[26]  Whitt W. Uniform conditional variability ordering of probability distributions[J]. J of Application Probability, 1985, 22(3): 619-633.
[27]  Stoyan D. Comparison methods for queues and other stochastic systems[M]. New York: Wiley, 1983: 41-62.
[28]  Shaked M, Shanthikumar J G. Stochastic orders and their applications[M]. New York: Academic Press, 1994: 123-170.
[29]  Song J S. The effect of leadtime uncertainty in a simple stochastic inventory model[J]. Management Science, 1994, 40(5): 603-613.
[30]  Song J S. Understanding the leadtime effects in stochastic inventory systems with discounted costs[J]. Operations Research Letters, 1994, 15(2): 85-93.
[31]  Song J S, Zhang H, Hou Y M, et al. The effect of lead time and demand uncertainties in (r, q) inventory systems[J]. Operations Research, 2010, 58(1): 68-80.
[32]  Ridder A, van der Laan E, Salomon M. How larger demand variability may lead to lower costs in the newsvendor problem[J]. Operatiions Research, 1998, 46(6): 934-936.
[33]  Gerchak Y, He Qi-ming. On the relation between the benefit of risk pooling and the variability of demand[J]. IIE Trans, 2003, 35(11): 1027-1031.
[34]  XuMH, Chen Y, Xu X L. The effect of demand uncertainty in a price-setting newsvendor model[J]. European J of Operational Research, 2010, 207(2): 946-957.
[35]  禹海波. 需求不确定性对条件风险价值约束库存系统的影响[J]. 控制与决策, 2013, 28(9): 1389-1392.
[36]  禹海波. 供应链系统的随机比较[M]. 北京: 科学出版社, 2013: 71-80.
[37]  Cachon G P. Supply chain coordination with contracts[C]. Handbooks in Operations Research and Management Science: Supply Chain Management, Chap 6. Amsterdam: Elsevier, 2003: 211-221.
[38]  (Yu H B. Impact of demand uncertainty on inventory system with conditional value-at-risk constrain[J]. Control and Decision, 2013, 28(9): 1389-1392.)
[39]  (Yu H B.The stochastic comparison of supply chain[M]. Beijing: Science Press, 2013: 71-80.)

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133