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在两级供应链中制造商与零售商之间的多产品定价与订购问题,是一个多损失的双层风险决策问题,可以建立双层规划模型解决.本文研究了一种多损失条件风险值的双层规划模型,对于多个损失函数和对应的权值水平,在给定的置信水平下,定义了不超过给定损失值的最小风险值(即VaR值)和对应的累积期望损失值(即CVaR损失值)概念,然后建立了一个多损失条件风险值的双层规划模型,该模型的目标是求上下层的多损失CVaR值达最小的最优策略,我们证明了它可以通过另一个较容易求解的双层规划模型获得最优解.最后,给出了两级供应链中多产品的定价与订购的双层条件风险值模型,通过对2种面包产品销售数据进行计算,获得了面包制造商的最优批发价和最优回购策略,及零售商最优订购量.
The problem of multi-product pricing and ordering between manufacturer and retailer in two-level supply chain is a multi-loss two-tier risk decision making problem that can be solved by a two-tier programming model.In this paper, a multi-loss risk model , The two-level programming model is defined. For a plurality of loss functions and corresponding weight levels, under a given confidence level, a minimum risk value (ie VaR value) that does not exceed a given loss value and a corresponding cumulative expected loss value (CVaR loss), and then establishes a bi-level programming model with multiple loss risk values. The goal of this model is to find the optimal multi-loss CVaR optimal strategy for the upper and lower layers. We prove that it can pass the other A more easily solved bi-level programming model obtains the optimal solution.Finally, the bi-level conditional risk model of pricing and ordering multi-product in two-level supply chain is given. By calculating the sales data of two kinds of bread products, The bread maker’s optimal wholesale price and optimal repurchase strategy, and retailers optimal order volume.