本文選題：供應鏈風險管控　切入點：蒙特卡洛模擬　出處：《北京郵電大學》2014年碩士論文　論文類型：學位論文

【摘要】：在“外包”策略被普遍采用和全球化浪潮迭起的今天,對于任何一個企業(yè),供應鏈都占據(jù)著影響企業(yè)運營成本和效率的關鍵地位。在越來越復雜化、動態(tài)化的供應鏈中,供應鏈中任意一方面臨的風險都可能傳遞到供應鏈其他各方,造成整個供應鏈的損失。因此,需要對供應鏈典型運營風險的管控方式進行研究,尋找通過供應鏈各方之間的協(xié)調(diào)或協(xié)作保證供應鏈整體的盈利性和連續(xù)性的方式。 為了研究供應鏈典型運營風險的管控方式,本文在一個由單個供應商和單個零售商組成的兩級供應鏈系統(tǒng)中,分別建立了供應商主導、零售商主導和系統(tǒng)主導三種供應鏈協(xié)作模式下的供應鏈各方期望利潤模型。采用了一種新的與仿真相結合的算法分析了不同協(xié)作模式下此兩級供應鏈的兩時期最優(yōu)決策問題。討論了通過市場需求價格彈性系數(shù)、市場容量、需求均勻分布跨度和生產(chǎn)成本等參數(shù)的突變進行模擬的供應鏈典型運營風險對不同協(xié)作模式下的供應鏈各方利潤的影響。分析了在供應鏈典型運營風險影響下,以供應鏈某一方期望利潤最優(yōu)為目標的供應鏈協(xié)作模式選擇方式；并設計了改進的收益共享契約,得出了考慮供應鏈系統(tǒng)整體期望利潤的供應鏈風險管控方式。 研究發(fā)現(xiàn),相對需求分布跨度和生產(chǎn)成本,供應鏈各方期望利潤對需求價格彈性系數(shù)的波動和市場需求總量的波動更為敏感；而作為供應鏈主導方承擔風險造成的影響并不總是帶來高昂的成本,相反,主導供應鏈的一方總能夠獲得較多的利潤。另外,改進的收益共享契約可以作為典型供應鏈運營風險的管控方式,使供應鏈各方進行風險共擔、并使各方期望利潤達到相較于零售商主導或供應商主導的供應鏈協(xié)作模式的帕累托改進。研究成果可以為企業(yè)量化需求波動風險和生產(chǎn)成本變動風險對自身或其所在供應鏈的影響提供幫助,或為企業(yè)通過契約設計有效的供應鏈協(xié)作機制管控供應鏈典型運營風險提供參考。
[Abstract]:Nowadays, "outsourcing" strategy is widely adopted and the tide of globalization is rising. For any enterprise, supply chain plays a key role in affecting the operation cost and efficiency of enterprises. In the increasingly complex and dynamic supply chain, supply chain is becoming more and more complex and dynamic. The risks faced by either side of the supply chain may be transferred to other parties in the supply chain, resulting in the loss of the whole supply chain. Therefore, it is necessary to study the management and management of typical operational risks in the supply chain. To find ways to ensure the profitability and continuity of the supply chain through coordination or collaboration between the supply chain parties. In order to study the management mode of typical operational risk in supply chain, this paper establishes the supplier leading system in a two-level supply chain system composed of a single supplier and a single retailer, respectively. The expected profit model of the parties in the supply chain under the three cooperation modes of retailer leading and system leading. A new algorithm combined with simulation is used to analyze the two stages of the two levels of supply chain in different cooperation modes. The price elasticity coefficient of market demand is discussed. The effects of typical operational risks of supply chain on the profit of supply chain under different cooperation modes are simulated by the sudden changes of market capacity, uniform distribution of demand span and production cost, and the effects of typical operational risks of supply chain on the profits of all parties in supply chain are analyzed. The mode of supply chain cooperation is chosen aiming at the optimal expected profit of one side of the supply chain, and the improved revenue sharing contract is designed, and the supply chain risk management mode considering the overall expected profit of the supply chain system is obtained. It is found that relative to the span of demand distribution and the cost of production, the expected profits of all parties in the supply chain are more sensitive to the fluctuation of the price elasticity coefficient of demand and the fluctuation of the total market demand. However, the impact of taking risks on the supply chain does not always bring high cost. On the contrary, the leading party of the supply chain can always make more profit. In addition, The improved revenue-sharing contract can be used as a typical supply chain operation risk management method, so that all parties in the supply chain share the risk. It also makes the parties expect profits to reach Pareto improvement compared with the retailer-led or supplier-led supply chain collaboration mode. The research results can quantify the demand volatility risk and the production cost change risk to the enterprise or to itself or its. To help with the impact of the supply chain, It also provides a reference for enterprises to design effective supply chain cooperation mechanism through contract to manage the typical operational risks of supply chain.
【學位授予單位】：北京郵電大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F224;F274

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