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  本文選題：風(fēng)險態(tài)度 + 資金約束�。� 參考：《系統(tǒng)工程學(xué)報》2017年03期

【摘要】：基于決策者風(fēng)險偏好程度對決策的重要影響,研究使用延期支付融資時各企業(yè)風(fēng)險態(tài)度對其最優(yōu)決策及整個供應(yīng)鏈和各企業(yè)利潤的影響.運用Mean-CVaR準則刻畫各企業(yè)風(fēng)險態(tài)度,通過建立雙層規(guī)劃博弈模型,并運用均衡分析方法對不同資金情形下的分散式和集中式供應(yīng)鏈決策及均衡解的性質(zhì)進行了理論分析,探究了風(fēng)險態(tài)度及初始資金等參數(shù)的影響.設(shè)計了兩類合同以實現(xiàn)成員收益協(xié)調(diào)改進,進而通過數(shù)值分析論證并補充了相關(guān)結(jié)論.對考慮缺貨懲罰時決策情形進行了拓展分析.研究表明,風(fēng)險規(guī)避型企業(yè)制定決策更加保守,延期支付的實施對生產(chǎn)商,受資金約束零售商及供應(yīng)鏈整體均有利,但零售商不應(yīng)過度使用延期支付,應(yīng)合理選擇其資金使用量,生產(chǎn)商應(yīng)適當(dāng)追求風(fēng)險,二部定價和收益共享合同均能實現(xiàn)此類供應(yīng)鏈完美協(xié)調(diào).
[Abstract]:Based on the important influence of decision maker's risk preference degree on decision making, this paper studies the influence of enterprises' risk attitude on their optimal decision, the whole supply chain and the profit of each enterprise when using deferred payment financing. This paper describes the risk attitude of enterprises by using Mean-CVaR criterion, establishes a game model of bilevel programming, and analyzes the properties of decentralized and centralized supply chain decision and equilibrium solutions under different capital situations by using equilibrium analysis method. The influence of risk attitude and initial capital is explored. Two kinds of contracts are designed to improve the coordination of the members' income, and then the relevant conclusions are verified and supplemented by numerical analysis. The decision-making situation when considering the penalty of stock shortage is analyzed in this paper. Studies have shown that risk-averse enterprises are more conservative in making decisions and that the implementation of deferred payments is beneficial to producers, cash-constrained retailers and the supply chain as a whole, but retailers should not overuse deferred payments. The use of capital should be reasonably selected, the producer should pursue risk appropriately, and the two pricing and revenue-sharing contracts could achieve the perfect coordination of such supply chain.
【作者單位】： 南開大學(xué)商學(xué)院;
【基金】：國家自然科學(xué)基金資助項目(71401081)
【分類號】：F274

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