论文部分内容阅读
基于资金约束的供应链,讨论不同资金水平下的零售商订货决策;通过建立供应商CVaR风险规避的供应链契约模型,研究供应商承诺回购契约的有效性,以及供应商风险规避对供应链最优决策的影响;确定风险规避度对供应链运营的重要作用后,分析供应链协同作用以及协同状态下的银行决策。研究表明:在资金约束的供应链运作过程中,供应商可以通过设置风险规避度管理供应链运营,实现供应链的最优订货量与批发价组合;在达成供应链协同的过程中,存在着最优的回购率和银行的最优贷款利率。数值算例进一步表明,通过设计合理的供应链契约机制,可以缓解供应链的资金约束。
Based on the supply chain of financial constraints, the retailer’s ordering decision under different funding levels is discussed. By establishing the supply chain contract model of supplier’s CVaR risk aversion, the author studies the effectiveness of supplier’s repo contract and supplier’s risk aversion to the supply chain The impact of optimal decision-making; determine the importance of risk aversion on supply chain operations, analysis of supply chain synergies and bank decisions under the collaborative state. The research shows that in the process of the supply chain constrained by capital constraints, the supplier can manage the supply chain operation by setting risk aversion and achieve the optimal order quantity and wholesale price combination in the supply chain. In the process of achieving supply chain coordination, The optimal repo rate and the bank’s optimal lending rate. Numerical examples further show that by designing a reasonable supply chain contract mechanism, the supply chain can ease the financial constraints.