风险厌恶因子不确定时的二级供应链定价与订货策略

研究了风险中性的供应商与风险厌恶的零售商所构成的二阶供应链的定价与订货策略,零售商的风险厌恶由条件价值风险来度量.研究结果表明,当供应商不确定零售商的风险厌恶因子时,一定会造成其期望利润的下降,从而也体现了信息的价值.特别地,当风险厌恶因子服从均匀分布时,其期望订货量正是需求的截断随机变量的期望.

Pricing and ordering strategies in two-echelon supply chain with uncertain risk aversion factor

This paper studies the pricing and ordering policy of a two-echelon supply chain with a risk-neutral supplier and
a risk-averse retailer, and the risk aversion of the retailer is measured by conditionally value-at-risk. The research shows that
when the supplier is uncertain about the risk aversion factor of the retailer, its expected profit must be less than that in the
certain case, which also implies the value of information. As the risk aversion factor is uniformly distributed, the supplier
expects that the ordering quantity of the retailer is exactly the expectation of the truncated random variable of the demand.