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CVaR准则下双渠道供应链决策与博弈模型 被引量:2

Decision and game models in a dual-channel supply chain under CVaR criterion
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摘要 考虑了包含一个风险厌恶的制造商和一个风险中性的零售商组成的双渠道供应链,运用博弈论和条件风险值(CVaR)准则,建立了3个博弈模型,即Nash博弈、制造商主导的Stacklberg博弈和零售商主导的Stacklberg博弈模型.通过比较和分析,得到了制造商风险厌恶度对制造商和零售商最优决策的影响以及价格敏感参数对最优决策的影响.最后,用数值算例验证了所建模型及分析的正确性,并分析了制造商风险厌恶度对制造商和零售商最大利润的影响. A dual-channel supply chain composed of a risk aversion manufacturer and a risk neutral retailer was considered,by using game theory and conditional value at risk(CVaR) criterion, three game models, i.e., Nash game model, manufacturer-Stacklberg game model and retailer-Stacklberg game model were established. Through comparison and analysis, the effects of the degree of manufacturer′s risk aversion on the optimal decisions, and the effects of price sensitivity parameters on the optimal decisions were obtained. Finally, the correctness of the models and analysis was validated by a numerical example, and the effects of the degree of manufacturer′ s risk aversion on the maximum profits of the manufacturer and the retailer were analyzed.
作者 赵静 朱昆
出处 《天津工业大学学报》 CAS 北大核心 2016年第1期81-88,共8页 Journal of Tiangong University
基金 国家自然科学基金项目(71301116 71371186)
关键词 双渠道供应链 CVaR准则 博弈 决策 dual-channel supply chain CVaR criterion game decision
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参考文献18

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