CVaR 准则下两条供应链的促销努力竞争与链内协调研究

摘要

This paper studies the effet of the decision-maker ’ s risk-aversion degree and the problem of supply chain( SC) coordination when two SCs compete each other.Considering two SCs competition in order-quantity and sale-promotion, where each SC consists of one risk-neutral manufacturer and one risk-averse retailer and of-fers one kind substitutable products, this paper sets up EPEC ( Equilibrium Problems with Equilibrium Con-strains) , Nash and MPEC ( Mathematical Program with Equilibrium Constrains) decision models to respectively characterize the competition between two decentralized SCs ( DD mode ) or two centralized SCs ( II mode ) or one decentralized SC and one centralized SC( DI mode) by using CVaR method and game theory.The equilibrium de-cisions under three modes are obtained.One buy-back plus promotion subsidy contract is put forward to coordi-nate one single SC with risk-averse retailer.Furthernore, supply chain competition is studied when retailers are risk-neutral.The example demonstrates the reasonability of the proposed models and feasibility of the coordina-tive contracts.The study shows that the higher retailer’ s sale-promotion is, the less he orders.The higher the ratio of qualified products is, the more the retailer’ s sale-promotion is.SC coordination is one dominant strategy under SC competition.%研究两条供应链相互竞争下决策者风险厌恶程度的影响和链内协调问题。针对两条分别由风险中性制造商和风险厌恶零售商组成、进行订货与促销竞争的可替代产品供应链，假定需求随机且依赖于促销努力水平与产品合格率，利用条件风险值（ CVaR）方法和博弈理论建立了对应两条供应链均为分散式供应链（ DD模式）、均为集中式供应链（ II模式）、一条为分散式供应链一条为集中式供应链（ DI模式）的EPEC、Nash和MPEC竞争决策模型，给出了三种模式下的竞争均衡决策、以及零售商为风险厌恶者时可实现链内协调的回购加促销补贴契约。进一步分析了零售商风险中性情况。最后的算例验证了模型的合理性和协调契约的有效性。研究表明，零售商越厌恶风险，其订货量越低；产品合格率越高，零售商的促销努力水平越大；供应链协调是供应链竞争下的占优策略。