To investigate the dynamic complexity of chain-to-chain output decisions in a closed-loop supply chain system of cross-border e-commerce (CBEC), this study decomposes the system into four product–market (PM) chains, based on the e-commerce platform’s information-sharing strategy and the manufacturer’s selected logistics mode (direct mail or bonded warehouse). By combining game theory with complex systems theory, discrete dynamic models for output competition among PM chains under four scenarios are constructed. The Nash equilibrium solution and stability conditions of the models are derived according to the principles of nonlinear dynamics. The stability of the model under the four scenarios, as well as the impacts of the initial output level and comprehensive tax rates on the stability and stability control of the system, are analyzed using numerical simulation methods. Our findings suggest that maintaining system stability requires controlling the initial output levels, the output adjustment speeds, and tariff rates to remain within specific thresholds. When these thresholds are exceeded, the entropy value of the model increases, and the system outputs decisions to enter a chaotic or uncontrollable state via period-doubling bifurcations. When the output adjustment speed of the four PM chains is high, the direct-mail logistics mode exhibits greater stability. Furthermore, under increased tariff rates for CBEC, the bonded warehouse mode has a stronger ability to maintain stability in system output decisions. Conversely, when the general import tax rate increases, the direct-mail mode demonstrates better stability. Regardless of the logistics mode, the information-sharing strategy can enhance the stability of system output decisions, while increased e-commerce platform commission rates tend to reduce stability. Interestingly, the use of a non-information-sharing strategy and the direct-mail logistics mode may be more conducive to increasing the profit levels of overseas manufacturers. Finally, the delayed feedback control method can effectively reduce the entropy value, suppress chaotic phenomena in the system, and restore stability to output decisions from a fluctuating state.
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