發(fā)布時(shí)間：2018-01-11 23:34

  本文關(guān)鍵詞：基于CVaR的零售商主導(dǎo)供應(yīng)鏈二次訂貨懲罰契約研究　出處：《東華大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 供應(yīng)鏈風(fēng)險(xiǎn) 零售商主導(dǎo) 條件風(fēng)險(xiǎn)值 二次訂貨懲罰契約

【摘要】：隨著經(jīng)濟(jì)的日益全球化，科學(xué)技術(shù)的不斷發(fā)展，企業(yè)所面臨的市場(chǎng)環(huán)境發(fā)生了前所未有的變化，使得傳統(tǒng)的企業(yè)與企業(yè)之間的競(jìng)爭(zhēng)轉(zhuǎn)向了多方企業(yè)組成的供應(yīng)鏈和供應(yīng)鏈之間的競(jìng)爭(zhēng)。同時(shí)隨著市場(chǎng)需求不確定性的增加，客戶需求的大量個(gè)性化等現(xiàn)實(shí)因素，使得很多供應(yīng)鏈的決策者有較強(qiáng)的風(fēng)險(xiǎn)規(guī)避態(tài)度，他們希望能夠在期望收益和風(fēng)險(xiǎn)損失間取得一個(gè)平衡點(diǎn)。因此，考慮供應(yīng)鏈上參與方的風(fēng)險(xiǎn)態(tài)度也對(duì)傳統(tǒng)的供應(yīng)鏈契約研究提出了新的課題。 近年來，生產(chǎn)力的不斷發(fā)展，使得市場(chǎng)結(jié)構(gòu)已經(jīng)由原來的賣方市場(chǎng)轉(zhuǎn)變?yōu)榱爽F(xiàn)在的買方市場(chǎng)，并且隨著零售行業(yè)的不斷整合，零售渠道控制的不斷強(qiáng)化，使得掌握終端最新消費(fèi)、需求等信息的零售商在供應(yīng)鏈中的地位日益增強(qiáng)，并在一定程度上使得傳統(tǒng)供應(yīng)鏈的主導(dǎo)地位逐漸由供應(yīng)商轉(zhuǎn)移到了零售商。 基于以上的研究背景，本文主要研究?jī)?nèi)容為，由單一零售商和單一供應(yīng)商組成的兩階段易逝品供應(yīng)鏈中，考慮零售商和供應(yīng)商的風(fēng)險(xiǎn)規(guī)避態(tài)度的供應(yīng)鏈協(xié)調(diào)問題。通過深入研究了國(guó)內(nèi)外考慮供應(yīng)鏈風(fēng)險(xiǎn)態(tài)度的相關(guān)文獻(xiàn)，運(yùn)用條件風(fēng)險(xiǎn)值模型，以及二次訂貨懲罰契約，得出文章的主要研究?jī)?nèi)容及研究成果如下： （1）對(duì)供應(yīng)鏈風(fēng)險(xiǎn)存在的經(jīng)濟(jì)環(huán)境、零售商市場(chǎng)地位的變化、電子產(chǎn)品的特點(diǎn)等現(xiàn)實(shí)經(jīng)濟(jì)背景進(jìn)行了回顧和總結(jié)。對(duì)供應(yīng)鏈基本契約，供應(yīng)鏈風(fēng)險(xiǎn)測(cè)度方法，博弈論在供應(yīng)鏈中的運(yùn)用等進(jìn)行梳理和歸納。 （2）通過對(duì)風(fēng)險(xiǎn)中性供應(yīng)鏈在集中決策和分散決策這兩種情況下的分析，，驗(yàn)證了二次訂貨懲罰契約的有效性。得出通過設(shè)置合理的契約參數(shù)，可以使得分散決策下供應(yīng)鏈的期望收益達(dá)到全局最優(yōu)，并且零售商和供應(yīng)商均能獲得Pareto最優(yōu)。 （3）通過對(duì)比分析風(fēng)險(xiǎn)規(guī)避型供應(yīng)鏈集中決策下期望收益與風(fēng)險(xiǎn)中性型供應(yīng)鏈集中決策下期望收益，得到供應(yīng)鏈的期望收益隨著供應(yīng)鏈風(fēng)險(xiǎn)規(guī)避程度的增大而減小，并且風(fēng)險(xiǎn)規(guī)避型供應(yīng)鏈整體期望收益始終小于風(fēng)險(xiǎn)中性情況下。風(fēng)險(xiǎn)中性供應(yīng)鏈為風(fēng)險(xiǎn)規(guī)避型供應(yīng)鏈的一個(gè)特例。 （4）考慮分散決策下供應(yīng)鏈參與方的不同風(fēng)險(xiǎn)態(tài)度，利用CVaR風(fēng)險(xiǎn)測(cè)度模型對(duì)供應(yīng)商和零售商的風(fēng)險(xiǎn)規(guī)避度進(jìn)行了分析。得出當(dāng)供應(yīng)商為風(fēng)險(xiǎn)規(guī)避，零售商為風(fēng)險(xiǎn)中性時(shí)，二次訂貨懲罰契約可以使得風(fēng)險(xiǎn)規(guī)避型供應(yīng)鏈達(dá)到全局最優(yōu)；當(dāng)零售商部分轉(zhuǎn)移缺貨所導(dǎo)致的市場(chǎng)商譽(yù)損失時(shí)，二次訂貨懲罰契約可以使得風(fēng)險(xiǎn)規(guī)避型供應(yīng)鏈達(dá)到全局優(yōu)化，滿足供應(yīng)商驅(qū)動(dòng)約束；當(dāng)零售商全部轉(zhuǎn)移缺貨所導(dǎo)致的市場(chǎng)商譽(yù)損失時(shí)，二次訂貨懲罰契約無法滿足供應(yīng)商的驅(qū)動(dòng)約束，供應(yīng)鏈無法實(shí)現(xiàn)全局優(yōu)化。 本文旨在研究風(fēng)險(xiǎn)規(guī)避者的風(fēng)險(xiǎn)態(tài)度對(duì)供應(yīng)鏈全局優(yōu)化的影響，為風(fēng)險(xiǎn)規(guī)避型供應(yīng)鏈決策者的決策提供一定的理論依據(jù)。
[Abstract]:With the increasing globalization of economy and the continuous development of science and technology, the market environment that enterprises are facing has undergone unprecedented changes. The traditional competition between enterprises and enterprises turned to the multi-enterprise supply chain and supply chain competition. At the same time with the increasing uncertainty of market demand a large number of personalized customer demand and other practical factors. Many supply chain decision makers have a strong risk-averse attitude, they hope to be able to achieve a balance between the expected return and risk loss. Considering the risk attitude of the participants in the supply chain, it also brings forward a new topic for the traditional supply chain contract research. In recent years, with the continuous development of productivity, the market structure has changed from the original seller's market to the present buyer's market, and with the continuous integration of the retail industry, retail channel control has been strengthened. It makes retailers with terminal latest consumption and demand information become more and more important in the supply chain, and to a certain extent, the dominant position of traditional supply chain is gradually transferred from supplier to retailer. Based on the above research background, the main content of this paper is: a two-stage perishable goods supply chain consisting of a single retailer and a single supplier. Supply chain coordination problem considering the risk-averse attitude of retailers and suppliers. Through the in-depth study of domestic and foreign literature considering supply chain risk attitude, the conditional risk value model is used. And the second order penalty contract, the main research content and research results are as follows: 1) reviewing and summarizing the economic background of supply chain risk, such as the economic environment of supply chain risk, the change of retailers' market position, the characteristics of electronic products, and the basic contract of supply chain. Supply chain risk measurement method, the application of game theory in supply chain are summarized. 2) through the analysis of the risk neutral supply chain under the circumstances of centralized decision and decentralized decision, the validity of the second order penalty contract is verified, and the reasonable contract parameters are obtained. It can make the expected income of supply chain reach the global optimum under decentralized decision, and retailers and suppliers can get Pareto optimal. 3) through the comparative analysis of the expected return under the centralized decision of the risk-averse supply chain and the expected return under the centralized decision of the risk-neutral supply chain. The expected return of the supply chain decreases with the increase of the risk aversion of the supply chain. And the overall expected return of risk-averse supply chain is always smaller than that of risk-neutral supply chain, which is a special case of risk-averse supply chain. 4) considering different risk attitudes of supply chain participants under decentralized decision, this paper analyzes the risk aversion of suppliers and retailers by using CVaR risk measurement model, and draws the conclusion that suppliers are risk aversion. When the retailer is risk-neutral, the secondary order penalty contract can make the risk-averse supply chain achieve the global optimum. When the retailer partially transfers the market goodwill loss caused by the lack of goods, the second order penalty contract can make the risk-averse supply chain achieve the global optimization and meet the supply-driven constraints. When the retailer completely transfers the market goodwill loss caused by the lack of stock, the secondary order penalty contract can not meet the driving constraints of the supplier, and the supply chain can not achieve global optimization. The purpose of this paper is to study the impact of risk-averse attitude on the global optimization of supply chain, and to provide a theoretical basis for decision making of risk-averse supply chain decision makers.
【學(xué)位授予單位】：東華大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F274;F713.32

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