在OEM(original equipment manufacturer)供应链中,随机供应会产生缺货的风险,随机需求会导致误判订单的风险.为了降低这些风险给OEM 供应链造成的损失, 基于CVaR风险度量准则建立了一个风险厌恶的品牌企业和一个风险中性的OEM供应商的Stackelberg博弈模型, 求解出分散决策下的均衡定价与订货策略,提出了结合缺货惩罚和收益分享的协调机制.研究结果表明,均衡定价与订货策略可以最小化品牌企业的条件风险价值,且最大化OEM供应商的期望利润;风险厌恶程度影响品牌企业的订货量,风险厌恶程度越大,订货量越小;品牌企业通过按缺货数量收取罚金,并向OEM供应商分享一部分利润,可以提高订货数量,实现供应链协调; 协调契约的参数取值受OEM 供应商的定价策略制约,而定价策略又受风险厌恶程度的影响.
Abstract
In an OEM supply chain, the uncertainty from the supply results in the risk of shortage, and the uncertainty from the demand brings in the risk of wrong ordering. In order to reduce the losses from these risks, this paper models a Stackelberg game between a risk-averse original equipment manufacturer(OEM) and a risk-neutral contract manufacturer(CM) to get the equilibrium pricing and ordering, based on conditional value-at-risk. Finally, a contract combining shortage penalty and revenue sharing is proposed to coordinate the OEM supply chain. The results show that the equilibrium pricing and ordering can minimize the conditional value-at-risk of the OEM, and maximize the expected profit of the CM. The risk aversion can affect the order quantity. When the OEM is more risk-averse, the order quantity gets smaller. The supply chain can be coordinated when the order is improved by the way that the OEM penalizes the CM for the shortage and shares a part of revenue with CM. The parameters of contract depend on the CM's pricing which is affected by the OEM's aversion to risk.
关键词
供应链协调 /
博弈 /
风险厌恶 /
条件风险价值
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Key words
supply chain coordination /
game theory /
risk-aversion /
CVaR
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中图分类号：
F273.7
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脚注
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基金
国家自然科学基金(71372154,70972079);广东金融学院校级研究项目(14XJ02-14)
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