基于CVaR准则的闭环供应链决策模型与协调策略

Decision Models and Coordinative Strategy of Closed-Loop Supply Chain Based on CVaR Criterion

为了刻画零售商风险厌恶程度对供应链订货决策和收益的影响,分析次品返修再销售与回收再制造的效果,运用博弈论和条件风险值(CVaR)准则,对随机需求下由风险中性生产商和风险厌恶零售商组成的闭环供应链,构建了分散式决策模型和集中式决策模型;基于合同理论,提出了协调闭环供应链的利润共享合同.研究结果表明:分散式决策订货量小于集中式决策订货量;零售商为风险厌恶型的两类决策模型是其为风险中性时对应模型的拓展,而经典报童模型是本文分散式决策模型的特例;利润共享合同可实现闭环供应链的协调和生产商与零售商双赢.零售商越厌恶风险,其订货量越低;产品合格率越低,订货量越多;这2种情况下生产商、零售商和供应链的收益都将下降.

The paper proposes the decentralized decision and centralized decision models of a closed loop supply chain （CLSC） with stochastic demand, consisting of one risk-neutral manufacturer and one risk-averse retailer, with the use of the game theory and the conditional value-at-risk （CVaR） criterion. The purpose is to characterize the impact of the risk-averse degree of retailer on the order quantity decision and the profit of supply chain, and analyze the effect of inferior-products＇ repairing and remanufacturing. Based on the contract theory, a profit sharing contract was put forward to coordinate the CLSC. The study reveals that the decentralized order-quantity is lower than the centralized order-quantity ; the two decision models of the CLSC with the risk-averse retailer generalize the corresponding models of the CLSC with the risk-neutral retailer, and the classic newsvendor model is a special case of the decentralized models; the profit-sharing contract can coordinate the CLSC and generate a win-win situation between the manufacturer and the retailer. Sensitivity analysis shows that the retailer being more risk-averse makes fewer order quantities; but the lower rate of regular products leads to higher order quantities; under both circumstances the profits of the manufacturer, the retailer and the whole supply chain will reduce.