交叉与前沿

价格随机条件下供应商风险厌恶的应急回购契约

  • 刘浪 ,
  • 刘崇光 ,
  • 吴双胜 ,
  • 巩玲君
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  • 1. 华东交通大学经济管理学院 南昌 330013;
    2. 航空经济发展河南省协同创新中心 郑州 450046;
    3. 北京理工大学管理与经济学院 北京 100081
刘浪,男,1973年出生,博士,教授,航空经济发展河南省协同创新中心研究员。主要研究方向为应急供应链管理、应急物流。E-mail:liuilang@ecjtu.edu.cn

收稿日期: 2017-03-06

  修回日期: 2017-09-05

  网络出版日期: 2018-06-20

基金资助

国家自然科学基金(71562013)江西省研究生创新专项(YC2017-S263)资助项目。

Emergency Buy-back Contract under Risk Aversion of a Supplier Considering Stochastic Price

  • LIU Lang ,
  • LIU Chongguang ,
  • WU Shuangsheng ,
  • GONG Lingjun
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  • 1. School of Economic and Management, East China Jiaotong University, Nanchang 330013;
    2. Collaborative Innovation Center for Aviation Economy Development of Henan Province, Zhengzhou 450046;
    3. School of Management and Economics, Beijing Institute of Technology, Beijing 100081

Received date: 2017-03-06

  Revised date: 2017-09-05

  Online published: 2018-06-20

摘要

突发事件会导致市场需求和市场价格随机波动,供应商的风险态度由中性变为厌恶。此条件下建立价格随机、供应商风险厌恶的应急回购契约模型。将分散决策的“利润-CVaR”风险评价准则修正为集中决策的“利润-CVaR”风险评价准则,并在新的准则下研究回购契约能否实现二级供应链的协调。最后对模型进行数值仿真,结果表明:当市场需求服从正态分布时,供应链的最优订货量与风险因子变化的步长和正态分布函数的方差密切相关。当风险因子以一个比较小的步长变化时,在特定的区间内,最优供应量发生分岔突变现象,供应商、零售商和供应链的期望收益以及批发价也随之发生分岔突变现象。这种分岔突变的区间和上述各种值的振幅会随方差的增大而增大。在分岔突变区域供应链不能实现协调,在非分岔突变区域供应链能实现协调。

本文引用格式

刘浪 , 刘崇光 , 吴双胜 , 巩玲君 . 价格随机条件下供应商风险厌恶的应急回购契约[J]. 机械工程学报, 2018 , 54(12) : 207 -215 . DOI: 10.3901/JME.2018.12.207

Abstract

Emergencies result in random fluctuations to market demand and market prices, turning suppliers' risk attitude from neutral to aversion. Under this condition, the emergency buy-back contract model is build with the random market price and the risk-aversion supplier. The profit-CVaR risk assessment criterion of decentralized decision-making is revised to the Profit-CVaR risk evaluation criterion of centralized decision-making, the Buy-back contract is studied about whether it can realize the two-echelon supply chains' coordination under the new criterion. Numerical simulation is conducted to this model. The result shows that, when the market demand obeys normal distribution, the optimal order quantity of supply chain is related to the change of risk factors' step length and the variance of the normal distribution function. In certain range, when the risk factors change in a smaller step length, the optimal order quantity will occur bifurcation mutations, and the retailer and the suppliers' expected revenues and the wholesale price will also occur bifurcation mutations correspondingly. In addition, this kind of bifurcation mutations' intervals and the amplitude of above values will increase with the variance. And the supply chain can't be coordinated under the model in the bifurcation mutation area, while it can realize coordination in those areas without bifurcation mutations.

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