风险规避零售商期末二次订购的供应链决策模型

Decision making model of supply chain based on risk-averse retailer's second order at end of sales season

以风险规避零售商和风险规避供应商组成的两层供应链系统为研究对象,在条件风险估值的风险度量准则下讨论两生产模式下风险规避零售商的最优订购策略和风险规避供应商的最优生产策略.通过数值实验得出如下结论:若零售商的风险规避度越小,则零售商的第1次最优订购量越多,风险利润越大;供应商的第1次最优生产量随着供应商的风险规避度减小而增大;零售商的风险规避度越小,越不利于供应商的生产投机行为.

Under the condition of the risk measurement criteria, a supply chain system consisting of one risk-averse retailer and one risk-averse supplier is considered. The optimal order strategy of the risk-averse retailer and the optimal production strategy of the risk-averse supplier in the two production mode are discussed. Through numerical experiments, main conclusions are obtained as followed： A smaller retailer＇s risk aversion will lead to a larger first optimal order quantity and a greater risk profit of the retailer; the supplier＇s first optimal manufacturing quantity increases as the risk aversion of the supplier decreases; the smaller the risk aversion of the retailer is, the more unfavorable the production speculation behavior of the supplier will be.