风险规避下不确定供应链收益共享契约模型

Profit Sharing Contract Model for Supply Chain of Uncertainties Under Risk Aversion

针对零售商风险规避下单一供应商产出不确定、制造商产出确定和零售商需求不确定组成的三级供应链系统,建立了基于CVaR准则下供应链收益共享契约协调模型.比较了集中、分散和风险规避模型的特征,给出了基于收益共享的供应链契约协调机制.分析了产出和需求不确定性对供应链成员期望利润和决策的影响.最后,通过数值算例说明了收益共享契约协调的有效性.结果表明对于风险规避下不确定三级供应链系统,运用收益共享契约可以使分散的期望利润达到集中决策的水平,最终实现三级供应链系统协调的目的.

For a three-stage supply chain system which consists of single supplier with yield uncertainty,manufacturer with yield certainty and retailer with demand uncertainty under retailer risk aversion,a profit sharing contract model based on CVaR principles was established. The characteristics of centralization,decentralization and risk aversion model were compared,and a profit sharing contract coordination mechanism was proposed. The impact of yield and demand uncertainties on decision and expected profit was analyzed. Finally,the validity of contract coordination was presented by a numerical example. The results showed that the expected profit of decentralization can be proven to be at the level of that of centralization decision by the profit sharing contract. The goal of coordination is ultimately achieved for the three-stage supply chain system.