期权契约下风险规避零售商参与的供应链协调问题

Supply Chain Coordination with a Loss-Averse Retailer Based on Option Contract

本文运用分段线性效用函数分别评价的建模方法,研究了由一个风险规避零售商和一个风险中性供应商组成的二级供应链在期权契约下的协调问题。研究发现,采用分别评价的方法具有更好的理论解析解;且契约参数满足一定条件时,期权契约可以有效的协调供应链。最后通过数值例子对理论结果进行了验证。

By using the modeling method of piecewise linear utility function evaluation, we studied the coor-dination problem of a two-stage supply chain composed of a risk-averse retailer and a risk-neutral supplier under the option contract. It is found that the method of separate evaluation has a better theoretical analytic solution, and when the contract parameters meet certain conditions, the option contract can effectively coordinate the supply chain. Finally, the theoretical results are verified by numerical examples.