摘要
研究不确定性需求下,由风险规避的供应商和占主导地位的零售商组成的二级供应链的协调问题。构建了基于实物期权的协调机制,给出了实现协调的最优期权价格和期权执行价格的求解算法,分析了供应商风险规避特性对各方订货量和利润的影响。结果表明,在供应商风险规避条件下,基于实物期权的契约可以实现不确定需求下的供应链协调。
The paper studies the supply chain coordination issue in a two-stage supply chain with a risk-averse supplier and a leading retailer with demand uncertainty.The supply chain coordination mechanism based on real-option is proposed.We design the algorithms of the optimal real option price and exercise price,and analyze the effects of risk aversion on order quantity and profits of supply chain member.The result suggests that the real-option contract can achieve the supply chain coordination considering the risk aversion of the supplier under uncertain demand.
出处
《运筹与管理》
CSSCI
CSCD
北大核心
2012年第1期75-87,共13页
Operations Research and Management Science
基金
国家自然科学基金青年基金项目(70701029)
中央高校基本科研业务费专项资金资助项目
关键词
运筹学
供应链协调
最优化
实物期权
风险规避
operation research
supply chain coordination
optimization
real-option
risk aversion
