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供应链应急援助的CVaR模型
引用本文:于辉,邓亮,孙彩虹. 供应链应急援助的CVaR模型[J]. 管理科学学报, 2011, 14(6): 68-75
作者姓名:于辉  邓亮  孙彩虹
作者单位:重庆大学经济与工商管理学院;重庆工商大学长江上游经济研究中心;
基金项目:国家自然科学基金资助项目(7087112690924009); 教育部新世纪优秀人才支持计划基金资助项目(NCET-10-0843); 中央高校基本科研业务费资助(CDJSK100211)
摘    要:企业间通过应急援助方式共同应对突发事件是供应链应急管理的常用合作策略,而应急合作目标是防止突发事件下的损失失去控制.本文引入CVaR来刻画企业在突发事件下的应急目标,进而建立供应链应急援助的决策模型,分析了供应商和零售商遭遇突发事件时的应急援助状况并给出了在一定置信水平控制下的最优援助额.研究表明:CVaR方法能够恰当...

关 键 词:应急援助  CVaR  供应链  突发事件

A CVaR model of supply chain emergency assistance
YU Hui,DENG Liang,SUN Cai-hong. A CVaR model of supply chain emergency assistance[J]. Journal of Management Sciences in China, 2011, 14(6): 68-75
Authors:YU Hui  DENG Liang  SUN Cai-hong
Affiliation:YU Hui1,DENG Liang1,SUN Cai-hong2 1.School of Economics and Business Administration,Chongqing University,Chongqing 400030,China 2.Research Center of the Economy of the Upper Reaches of Yangtze River,Chongqing Technology and Business University,Chongqing 400067,China
Abstract:It's a common strategy to deal with disruptions through emergency assistance between enterprises in supply chain emergency management,the goal of which is to prevent disruptions damage getting out of control.This paper introduces CVaR to depict the enterprise's emergency goal under disruption,and then establishes the decision model of supply chain emergency assistance.We analyze the emergency assistance conditions of supplier and retailer under disruption,and provide the optimal assistance strategy under ce...
Keywords:emergency assistance  CVaR  supply chain  disruption  
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