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
相关论文
共 50 条
  • [31] The Mode of Cooperating Management of Value Chain and Supply Chain in General Contract Project
    Wu Fang
    CRIOCM2009: INTERNATIONAL SYMPOSIUM ON ADVANCEMENT OF CONSTRUCTION MANAGEMENT AND REAL ESTATE, VOLS 1-6, 2009, : 2134 - 2139
  • [32] Study on evaluation and control of credit risk of rural supply chain finance
    He, Jia
    PROCEEDINGS OF THE 2014 INTERNATIONAL CONFERENCE ON EDUCATION TECHNOLOGY AND INFORMATION SYSTEM (ICETIS 2014), 2014, 115 : 272 - 275
  • [33] Supply chain structure analysis based on risk and cost control with simulation
    Li, Min
    Lai, Kin Keung
    Zhou, Ligang
    PROCEEDINGS OF THE 2008 INTERNATIONAL CONFERENCE ON E-RISK MANAGEMENT (ICERM 2008), 2008, : 804 - +
  • [34] Credit Risk Management and Control in a Maritime Supply Chain Trade Network
    Guo, Jiapeng
    JOURNAL OF COASTAL RESEARCH, 2020, : 109 - 112
  • [35] Towards integration: a revenue-sharing contract in a supply chain
    Qin, Zhaoqiong
    IMA JOURNAL OF MANAGEMENT MATHEMATICS, 2008, 19 (01) : 3 - 15
  • [36] Scenario aggregation for supply chain quantity-flexibility contract
    Kim, Gitae
    Wu, Chih-Hang
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2013, 44 (11) : 2166 - 2182
  • [37] Revenue sharing contract in supply chain with Bayesian and censored newsvendor
    Wang, Daoping
    Su, Hongxia
    PROCEEDINGS OF THE 2007 CONFERENCE ON SYSTEMS SCIENCE, MANAGEMENT SCIENCE AND SYSTEM DYNAMICS: SUSTAINABLE DEVELOPMENT AND COMPLEX SYSTEMS, VOLS 1-10, 2007, : 1855 - 1860
  • [38] Contract adoption of motivating green technological innovation in a supply chain
    Li, Bo
    Wen, Shuning
    Li, Xiufeng
    Cheng, Yuepeng
    INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2024,
  • [39] Prevention and Control of Supply Chain Finance Risk Under the Background of Globalization
    Fan Xueqian
    Proceedings of 2015 International Symposium - Open Economy & Financial Engineering, 2015, : 172 - 176
  • [40] Intellectualization of control: cyber-physical supply chain risk analytics
    Ivanov, Dmitry
    Dolgui, Alexandre
    Sokolov, Boris
    Ivanova, Marina
    IFAC PAPERSONLINE, 2019, 52 (13): : 355 - 360