Pricing and ordering strategies in a two-echelon supply chain under criterion of profit-CVaR

被引：0

作者：

Liu, Jian ^{[1
]}

Luo, Chun-Lin ^{[1
]}

机构：

[1] School of Information Management, Jiangxi University of Finance and Economics, Nanchang 330013, China

来源：

Kongzhi yu Juece/Control and Decision | 2010年 / 25卷 / 01期

关键词：

Risk perception - Supply chains - Risk assessment - Profitability;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Most traditional research on pricing and inventory focus on the assumption that the decision makers are risk neutral. Recently, some researchers use CVaR, a measure of risk, to study the impact of risk aversion on inventory. A combination of the expected profit and CVaR is proposed, which reflects the desire of the risk-averse decision maker to maximize the profit on the one hand and minimize the downside risk of his profit on the other are studied. By using the combination as an objective function, the ordering strategies of the retailer and the pricing of the supplier are studied.

引用

页码：130 / 132