SUPPLY CHAIN COORDINATION WITH CVaR CRITERION

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	SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
	Yang, Lei 1,2; Xu, Minghui 3; Yu, Gang 4; 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.