CAJ | 학술논문

当需求面临较大不确定性并且供货周期很长的情况下,转运策略成为提高供应链效率的重要解决方案.本文以条件风险价值(Conditional Value-at-Risk,简称CVaR)为风险度量准则,定量地研究了集中决策下的两级供应链系统的转运问题.我们得出了下游批发商的最优订货决策主要依赖于需求分布、单位缺货成本和风险厌恶程度等因素的一般性结论,并得出了均衡最优订货组合所需要满足的条件,重点分析了当需求基于均匀分布时,单位缺货成本和风险厌恶程度对最优订货组合的影响.
당수구면림교대불학정성병차공화주기흔장적정황하,전운책략성위제고공응련효솔적중요해결방안.본문이조건풍험개치(Conditional Value-at-Risk,간칭CVaR)위풍험도량준칙,정량지연구료집중결책하적량급공응련계통적전운문제.아문득출료하유비발상적최우정화결책주요의뢰우수구분포、단위결화성본화풍험염악정도등인소적일반성결론,병득출료균형최우정화조합소수요만족적조건,중점분석료당수구기우균균분포시,단위결화성본화풍험염악정도대최우정화조합적영향.
When one seller has surplus stock and another is stock-out,it may be desirable to transport the surplus stock from the former to the latter. Thus,trannsshipment becomes an effective tool to improve the supply chain coordination. This paper,in a two-echelon supply chain system framework,we adopt the Conditional Value-at-Risk (CVaR) method to study the local sellers' optimal ordering decisions consistent with the joint-profit maximization,and find that the optimal ordering quantities mainly depend on the demand distribution,the degree of risk aversion and the lost sale penalty.The condition of optimal ordering quantity is obtained. At last,the influence of the lost sale penalty and the degree of risk aversion to the optimal ordering decision is illustrated in the condition of a uniform demand distribution.