摘要
研究了供应链中单周期和多周期多产品组合采购与供应的CVaR模型,利用了条件风险值(CVaR)理论将多产品从多个供应商采购来分散需求不确定性带来的风险,以达到损失最小的目的.首先给出了单周期多产品组合采购与供应的CVaR模型,然后讨论了多周期多产品组合采购与供应的CVaR模型,最后给出了数值结果.
This paper studies conditional risk decision model of ordering portfolio muhiproduct and inventory problem for single period and multi-period based on the condition value-at-risk（CVaR） model in supply chain. By the CVaR model, ordering muhiproduct from multi-supplier may reduce risk because of uncertainty demands so that loss may be minimum. We first give single period model of ordering portfolio muhiproduct and inventory problem based on CVaR. Then, we discuss multi-period model. Finaly, we give numerical results.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2007年第12期29-35,共7页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(70671095)
浙江省自然科学基金(Y606097)
关键词
供应链
多产品采购与库存
条件风险值
CVAR模型
supply chain
ordering portfolio multiproduct and inventory
conditional Value-at-Risk
CVaR
