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SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
Yang, Lei1,2; Xu, Minghui3; Yu, Gang4; Zhang, Hanqin5
2009-02-01
Source PublicationASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
ISSN0217-5959
Volume26Issue:1Pages:135-160
AbstractWe study the coordination of supply chains with a risk-neutral supplier and a risk-averse retailer. Different from the downside risk setting, in a conditional value-at-risk (CVaR) framework, we show that the supply chain can be coordinated with the revenue-sharing, buy-back, two-part tariff and quantity flexibility contracts. Furthermore the revenue-sharing contracts are still equivalent to the buy-back contracts when the retail price is fixed. At the same time, it is shown that the risk-averse retailer of the coordinated supply chain can increase its profit by raising its risk-averse degree under mild conditions.
KeywordSupply chain coordination newsvendor model risk-aversion supply contract conditional value-at-risk
Language英语
Funding ProjectSocial Science Foundation of the Ministry of Education of China[07JA630015] ; Wuhan University[502-265145]
WOS Research AreaOperations Research & Management Science
WOS SubjectOperations Research & Management Science
WOS IDWOS:000264893700007
PublisherWORLD SCIENTIFIC PUBL CO PTE LTD
Citation statistics
Cited Times:32[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/7351
Collection应用数学研究所
Affiliation1.S China Univ Technol, Sch Econ & Commerce, Guangzhou 510006, Guangdong, Peoples R China
2.Tsinghua Univ, Sch Econ & Management, Beijing 100084, Peoples R China
3.Wuhan Univ, Sch Econ & Management, Wuhan 430072, Hubei, Peoples R China
4.Univ Texas Austin, Dept Management Sci & Informat Syst, Austin, TX 78712 USA
5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Yang, Lei,Xu, Minghui,Yu, Gang,et al. SUPPLY CHAIN COORDINATION WITH CVaR CRITERION[J]. ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH,2009,26(1):135-160.
APA Yang, Lei,Xu, Minghui,Yu, Gang,&Zhang, Hanqin.(2009).SUPPLY CHAIN COORDINATION WITH CVaR CRITERION.ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH,26(1),135-160.
MLA Yang, Lei,et al."SUPPLY CHAIN COORDINATION WITH CVaR CRITERION".ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH 26.1(2009):135-160.
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