考虑风险偏好的定价决策与需求信息共享价值分析

摘要

In order to analyze the impact of the retailer's risk preference on pricing policy and information sharing value , the retailer's decision objective function is characterized by using expected profit and conditional value-at-risk( CvaR) as a weighted average of objective criteria and the optimal pricing policies and the demand information sharing values with the retailer's different risk preference are studied.The results show that the wholesale price does not matter λwhen there is no information sharing.The optimal wholesale price , the optimal retail price and retailer's information sharing value will increase when the market uncertainty information shows demand will increase , and the supplier's and supply chain's information sharing value will decrease with the increasing of λ.And when the market uncertainty information shows demand will decrease , the optimal wholesale price , the optimal retail price and retailer's information sharing value will decrease with the increasing of λ, but the supplier's and supply chain's information sharing value will increase .%为了分析零售商的风险偏好对定价决策及信息共享价值的影响，以期望利润与条件风险估值的加权平均作为目标准则来刻画零售商的决策目标函数，构建供应链的需求信息共享决策模型，通过该模型，深入地分析和研究零售商不同风险偏好下供应链的最优定价决策以及需求信息共享的价值。研究表明，信息不共享情况下最优批发价与λ无关；当市场不确定信息显示需求增加时，最优批发价、最优零售价、零售商信息共享价值随着λ的增大而增大，而供应商和供应链的信息共享价值随着λ的增大而减小；而当市场不确定信息显示需求减少时，最优批发价、最优零售价、零售商信息共享价值随着λ的增大而减小，而供应商和供应链的信息共享价值随着λ的增大而增大。