• 论文 •

### 基于混合CVaR的供应链回购策略优化与协调研究

1. 中国科学院数学与系统科学研究院, 北京 100190
• 出版日期:2015-11-25 发布日期:2015-12-18

WANG Yingli. RESEARCH ON BUY-BACK POLICY OPTIMIZATION AND COORDINATION OF SUPPLY CHAIN BASED ON MIXTURE CVAR[J]. Journal of Systems Science and Mathematical Sciences, 2015, 35(11): 1304-1315.

### RESEARCH ON BUY-BACK POLICY OPTIMIZATION AND COORDINATION OF SUPPLY CHAIN BASED ON MIXTURE CVAR

WANG Yingli

1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190)
• Online:2015-11-25 Published:2015-12-18

This paper develops buy back contract coordination model in a two-stage supply chain consisting of a risk neutral supplier and a retailer with mixture conditional value-at-risk constrain. The mixture CVaR can be obtained by using weighted average of the minimazation CVaR and the maximization CVaR, which includes three special cases: Risk aversion, risk neutral and risk taking. We introduce the concept of risk preference coefficient'', and show that the mixture CVaR and loss aversion in prospect theory can all describe the fact that decision maker's sensibility to loss is higher than to gains when risk preference coefficient is large than one. We obtain monotonicities of optimal order quantity and optimal profit of retailer with respect to risk preference coefficient; prove that supply chain system can be coordinated by buy back contract for any risk preference coefficient that is larger than or equal to or less than one, and the relation between the optimal contractual parameters are deduced. Finally, numerical examples are given to illustrate the theoretical results of the proposed model.

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