CAJ | 학술논문

借鉴金融工程中条件风险价值理论，提出了分销网络条件风险价值的概念和计算公式，并用之度量分销网络风险水平．构建了以DNCVaR、利润、客户满意度为目标的分销网络设计多目标优化模型，该模型不仅能体现供应链核心企业风险偏好度，而且还能解决分销网络风险水平-分销中心设立-分销中心购买量-分销中心服务对象-分销点购买量组合决策问题，并应用多项式目标优化技术进行了多目标组合．这些工作为CVaR与分销网络设计优化决策类问题的结合研究作了有益的探索，且算例的优化决策结果也说明了文中构建的模型能有效解决上述组合决策问题．
차감금융공정중조건풍험개치이론，제출료분소망락조건풍험개치적개념화계산공식，병용지도량분소망락풍험수평．구건료이DNCVaR、리윤、객호만의도위목표적분소망락설계다목표우화모형，해모형불부능체현공응련핵심기업풍험편호도，이차환능해결분소망락풍험수평-분소중심설립-분소중심구매량-분소중심복무대상-분소점구매량조합결책문제，병응용다항식목표우화기술진행료다목표조합．저사공작위CVaR여분소망락설계우화결책류문제적결합연구작료유익적탐색，차산례적우화결책결과야설명료문중구건적모형능유효해결상술조합결책문제．
By means of the theory of CVaR （condition value at risk） in financial engineering, the author proposed the concept and calculation formula of CVaR of distribution network, which was then utilized to evaluate the risk level of distribution network. A multi-optimization model of distribution network design taking DNCVaR, benefit and customer satisfaction as objectives was developed, which can not only reflect the risk preference of supply chain core enterprise, but also resolve combinational decision prob- lem of distribution network risk level-construction of distribution center-purchase quantity of distribution center-serving object of distribution center-purchase quantity of distribution outlet. Based on polyno- mial optimization technique, this model can deal with the combination of multi-objectives. These work provide helpful exploration for both the CVaR and the decision-making problem of distribution network design optimization. The result of the optimization decision model of an example indicates that the model constructed in this paper can effectively resolve the combinational decision problem mentioned above.