KMS Of Academy of mathematics and systems sciences, CAS
SUPPLY CHAIN COORDINATION WITH CVaR CRITERION | |
Yang, Lei1,2; Xu, Minghui3; Yu, Gang4; Zhang, Hanqin5 | |
2009-02-01 | |
发表期刊 | ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH |
ISSN | 0217-5959 |
卷号 | 26期号:1页码:135-160 |
摘要 | We 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. |
关键词 | Supply chain coordination newsvendor model risk-aversion supply contract conditional value-at-risk |
语种 | 英语 |
资助项目 | Social Science Foundation of the Ministry of Education of China[07JA630015] ; Wuhan University[502-265145] |
WOS研究方向 | Operations Research & Management Science |
WOS类目 | Operations Research & Management Science |
WOS记录号 | WOS:000264893700007 |
出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/7351 |
专题 | 应用数学研究所 |
通讯作者 | Yang, Lei |
作者单位 | 1.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 |
推荐引用方式 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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