乘法需求模式下具有风险厌恶零售商的供应链合作博弈分析

CHANNEL BARGAINING WITH RISK-AVERSE RETAILER UNDER THE MULTIPLICATIVE DEMAND MODEL

考虑了一个风险中性的制造商和一个风险厌恶型零售商的供应链合作博弈问题.零售商面临依赖于价格的随机市场需求.以条件在险价值(CVaR)作为零售商的风险衡量准则,并采用乘法需求模式表示依赖于价格的随机需求.通过研究在乘法需求模式下具有不同协商权利的Nash博弈问题的最优均衡行为,从而发现平均需求函数为单调递减的凹函数是存在稳定均衡解的充分条件,且稳定均衡解存在与否与随机需求噪声的分布情况,零售商的协商权利都无关.在此前提下,发现在乘法需求模式下当需求噪声服从均匀分布时制造商占整个供应链的利润比例和一般随机需求情况下的一样,且随零售商的风险态度递增,与平均需求的函数形式无关.

We consider a channel bargaining problem. The channel is made up with a risk- neutral manufacturer and a risk-averse retailer who faces a stochastic price-dependent demand in this paper. Using the Conditional Value-at-Risk （CVaR） as the risk measure, we investigate the optimal equilibrium wholesale price, selling price and order quantity and find a sufficient condition for the equilibria of the unequal bargaining problem under the multiplicative demand model. Fhrthermore, when the demand noise follows a uniform distribution, it is shown that the manufacturer＇s profit share of the supply chain is the same as the general demand situation, and it is increasing with respect to the retailer＇s risk attitude and unrelated to the form of the mean demand function.