| 利润-CVaR准则下的二级供应链定价与订货策略研究 |
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| 引用本文： | 柳键,罗春林.利润-CVaR准则下的二级供应链定价与订货策略研究[J].控制与决策,2010,25(1). |
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| 作者姓名： | 柳键 罗春林 |
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| 作者单位： | 江西财经大学信息管理学院,南昌,330013 |
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| 基金项目： | 国家自然科学基金项目(70861002);;江西省教育厅科技项目(GJJ09290) |
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| 摘 要： | 传统的定价与订货策略研究多是建立在风险中性的假设之上,近来也有利用风险度量CVaR研究风险厌恶对库存的影响.因此,以期望利润和CVaR的加权平均为目标函数,研究零售商的订货策略,并在此基础上研究上游供应商的定价策略.这样的利润-CVaR目标既反映了决策者追求高利润的愿望,又反映了其对潜在风险的控制.
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| 关 键 词： | CVaR 定价 订货策略 Stackelberg博弈 |
Pricing and ordering strategies in a two-echelon supply chain under criterion of profit-CVaR |
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| LIU Jian,LUO Chun-lin.Pricing and ordering strategies in a two-echelon supply chain under criterion of profit-CVaR[J].Control and Decision,2010,25(1). |
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| Authors: | LIU Jian LUO Chun-lin |
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| Affiliation: | School of Information Management/a>;Jiangxi University of Finance and Economics/a>;Nanchang 330013/a>;China |
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| Abstract: | Most traditional research on pricing and inventory focus on the assumption that the decision makers are risk neutral.Recently,some researchers use CVaR,a measure of risk,to study the impact of risk aversion on inventory.A combination of the expected profit and CVaR is proposed,which reflects the desire of the risk-averse decision maker to maximize the profit on the one hand and minimize the downside risk of his profit on the other are studied.By using the combination as an objective function,the ordering st... |
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| Keywords: | CVaR Pricing Ordering strategy Stackelberg game |
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