A supply chain contract with risk control

被引：0
|
作者：
Wu, Jun [1 ]
Li, Jian [2 ]
Xing, Wei [3 ]
Hua, Guowei [4 ]
机构：
[1] Beijing Univ Posts & Telecommun, Sch Econ & Management, Beijing 100876, Peoples R China
[2] Beijing Univ Chem Technol, Sch Econ & Management, Beijing 100029, Peoples R China
[3] Beihang Univ, Sch Econ & Management, Beijing 100083, Peoples R China
[4] Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China
来源：
PROCEEDINGS OF THE 2008 INTERNATIONAL CONFERENCE ON E-RISK MANAGEMENT (ICERM 2008) | 2008年
关键词：
supply chain; risk control; variance; optimization;
D O I：
暂无
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we present a supply contract model with variance control, where the decision maker tries to maximize his expected profit with the variance of the profit is constrained by a given level. First, we present an analysis of the optimization problem by using dynamic programming approach. Then, we derive the optimal order quantity in stage two with variance control. Finally, existence of the optimal order quantity in stage one is proved.
引用
收藏
页码：87 / +
页数：2
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