基于CVaR的两阶段第四方逆向物流网络设计模型

Model of Two-stage Reverse Logistics Network Design of Fourth-party Logistics Based on CVaR

研究了具有风险规避特性的产品回收第四方逆向物流网络设计问题。首先,以条件风险值(CVaR)作为成本的风险度量指标,确定物流网络中的条件风险值成本;然后,以回收产品的数量和客户对再制造产品的需求量为随机变量,以总利润的期望值最大为目标建立两阶段随机规划模型;最后,采用引入自适应变异算子的遗传算法对该模型进行求解。通过具体算例说明了该模型能够有效地解决在风险因素影响下的第四方逆向物流的网络设计问题。

This paper studies a fourth party logistics（4PL）network design problem of product reversing.First,take the Conditional Value at Risk（CVaR）as a standard to measure the risk of cost,determine the CVaR cost in the network.Second,take the quantity of reversed products and demand of reprocessed products as stochastic variables,propose a two-stage stochastic programming model.The object is to maximize the expectations of total profit.Finally,the model is solved by Genetic Algorithm（GA）.An example is given to illustrate the validity of the model.