【摘要】：隨著當(dāng)今經(jīng)濟(jì)及市場(chǎng)環(huán)境的快速發(fā)展變化,對(duì)供應(yīng)鏈系統(tǒng)的風(fēng)險(xiǎn)決策與協(xié)調(diào)問(wèn)題的研究不僅具有重要的理論意義,同時(shí)也具有重要的實(shí)用價(jià)值。本文基于柔性期權(quán)契約模型,以條件在險(xiǎn)價(jià)值和效用函數(shù)等風(fēng)險(xiǎn)度量準(zhǔn)則作為研究工具,對(duì)含風(fēng)險(xiǎn)厭惡型決策者供應(yīng)鏈的決策及契約協(xié)調(diào)問(wèn)題做了比較深入的研究,論文的主要研究成果如下： 1.研究了單向看漲期權(quán)契約下風(fēng)險(xiǎn)厭惡零售商的最優(yōu)訂貨問(wèn)題。利用條件在險(xiǎn)價(jià)值工具,構(gòu)造了基于風(fēng)險(xiǎn)厭惡零售商利潤(rùn)函數(shù)的目標(biāo)函數(shù),給出了風(fēng)險(xiǎn)厭惡零售商的初始訂貨量及期權(quán)購(gòu)買量的公式,并與批發(fā)價(jià)格契約下零售商的最優(yōu)利潤(rùn)做了比較。算例分析進(jìn)一步討論了不同的系統(tǒng)參數(shù)及風(fēng)險(xiǎn)厭惡態(tài)度對(duì)零售商的訂貨決策及利潤(rùn)的影響。該模型引入了風(fēng)險(xiǎn)厭惡程度,風(fēng)險(xiǎn)中性模型是我們模型的特例；另一方面,該方法與其他風(fēng)險(xiǎn)度量方法相比,具有較好的數(shù)學(xué)性質(zhì),使得證明與計(jì)算過(guò)程簡(jiǎn)單明了。 2.針對(duì)允許向上和向下調(diào)整初始訂貨量的雙向期權(quán)契約,給出了條件在險(xiǎn)價(jià)值方法下風(fēng)險(xiǎn)厭惡零售商的最優(yōu)訂貨決策聯(lián)立方程組。由于購(gòu)買雙向期權(quán)相當(dāng)于同時(shí)購(gòu)買了一個(gè)看漲期權(quán)和看跌期權(quán),增加了零售商訂貨的柔性空間,也使訂貨決策的求解變得復(fù)雜。文中僅在需求是均勻分布時(shí),得出了初始訂貨量及期權(quán)購(gòu)買量的解析表達(dá)式,并進(jìn)行了算例分析。文中通過(guò)采用條件在險(xiǎn)價(jià)值,將供應(yīng)鏈雙向期權(quán)契約下零售商的訂貨決策問(wèn)題由風(fēng)險(xiǎn)中性模型推廣至風(fēng)險(xiǎn)厭惡模型；算例分析可為零售商提供有價(jià)值的參考信息,尤其是期權(quán)執(zhí)行價(jià)格的變化對(duì)其訂貨及利潤(rùn)的影響。 3.研究了由風(fēng)險(xiǎn)中性制造商和零售商組成的供應(yīng)鏈的協(xié)調(diào)問(wèn)題。通過(guò)分析批發(fā)價(jià)格契約與看漲期權(quán)契約下制造商的生產(chǎn)策略與零售商的訂貨決策,獲得了使供應(yīng)鏈整體利潤(rùn)獲得最優(yōu)并且雙方均同意實(shí)施的協(xié)調(diào)期權(quán)契約集合。在這里需要指出的是,本文假設(shè)制造商可以推測(cè)市場(chǎng)需求,并按自己利益最大化決定生產(chǎn)策略,然后再根據(jù)零售商的訂貨策略討論供應(yīng)鏈的協(xié)調(diào)問(wèn)題,提高了供應(yīng)鏈的運(yùn)作效率。另外,考慮到市場(chǎng)需求的不確定性,數(shù)值算例中討論了需求為均勻分布和正態(tài)分布兩種分布下的決策信息,驗(yàn)證了期權(quán)契約集合的有效性。 4.針對(duì)柔性看漲期權(quán)契約下考慮了成員風(fēng)險(xiǎn)厭惡態(tài)度及協(xié)商權(quán)力的供應(yīng)鏈協(xié)調(diào)及利潤(rùn)分配問(wèn)題做了進(jìn)一步的研究。文中采用合作博弈理論研究契約的實(shí)施問(wèn)題,當(dāng)僅考慮風(fēng)險(xiǎn)厭惡程度對(duì)雙方所分利潤(rùn)的影響時(shí)采用Nash討價(jià)還價(jià)模型,當(dāng)同時(shí)考慮雙方的風(fēng)險(xiǎn)厭惡程度及相對(duì)協(xié)商權(quán)力對(duì)各自所分配利潤(rùn)的影響時(shí)采取了Eliashberg模型,更符合供應(yīng)鏈的實(shí)際運(yùn)作過(guò)程。具體例子說(shuō)明了離散效用函數(shù)在供應(yīng)鏈協(xié)調(diào)契約參數(shù)及利潤(rùn)分配比例計(jì)算方面的優(yōu)越性。
[Abstract]:With the rapid development of economy and market environment, the study of risk decision and coordination in supply chain system is not only of great theoretical significance, but also of practical value. Based on the flexible option contract model and the risk measurement criteria such as conditional risk value and utility function, this paper makes a deep research on the decision making and contract coordination of the supply chain with risk-averse decision makers. The main research results are as follows: 1. The optimal ordering problem of risk-averse retailers under one-way call option contract is studied. The objective function based on the profit function of the risk-averse retailer is constructed by using the conditional in risk value tool, and the formulas of the initial order quantity and the option purchase amount of the risk-averse retailer are given. And compared with the optimal profit of the retailer under the wholesale price contract. The effects of different system parameters and risk aversion attitude on the ordering decision and profit of retailers are discussed. The model introduces the degree of risk aversion, and the risk-neutral model is the special case of our model. On the other hand, compared with other risk measurement methods, this method has better mathematical properties and makes the process of proof and calculation simple and clear. 2. In this paper, the optimal ordering decision simultaneous equations of the risk averse retailer under the condition of risk value method are given for the bi-directional option contract that allows the initial order quantity to be adjusted up and down. The purchase of bi-directional options is equivalent to buying a call option and a put option at the same time, which increases the flexibility of the retailer's order, and makes the solution of ordering decision more complicated. When demand is uniformly distributed, the analytical expressions of initial order quantity and option purchase amount are obtained, and an example is given. In this paper, the order decision problem of retailers under supply chain two-way option contract is extended from risk neutral model to risk aversion model by using condition at risk value. The example analysis can provide valuable reference information for retailers, especially the influence of the change of option execution price on their order and profit. 3. The coordination problem of supply chain composed of risk-neutral manufacturer and retailer is studied. By analyzing the manufacturer's production strategy and the retailer's order decision under the wholesale price contract and call option contract, a set of coordinated options contracts is obtained, which makes the overall profit of the supply chain optimal and both sides agree to implement the contract. It is important to point out here that this paper assumes that manufacturers can speculate on market demand and determine production strategy according to their own profit maximization, and then discuss the coordination of supply chain according to retailer's order policy. Improved the efficiency of supply chain operation. In addition, considering the uncertainty of market demand, the decision information under uniform distribution and normal distribution is discussed, and the validity of the set of options contracts is verified. 4. In this paper, the coordination and profit distribution of supply chain under flexible call option contract considering the risk aversion of members and the power of negotiation are studied further. In this paper, the cooperative game theory is used to study the implementation of the contract, and the Nash bargaining model is used when considering only the effect of risk aversion on the profit split between the two parties. The Eliashberg model is adopted when considering the risk aversion degree of both parties and the influence of the relative negotiation power on the profit distribution, which is more in line with the actual operation process of the supply chain. An example is given to illustrate the advantages of discrete utility function in the calculation of supply chain coordination contract parameters and profit distribution ratio.
【學(xué)位授予單位】：青島大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2013
【分類號(hào)】：F830.91;F274

【參考文獻(xiàn)】

相關(guān)期刊論文 前7條

1 郭瓊;楊德禮;遲國(guó)泰;;基于期權(quán)的供應(yīng)鏈契約式協(xié)調(diào)模型[J];系統(tǒng)工程;2005年10期

2 楊德禮;郭瓊;何勇;徐經(jīng)意;;供應(yīng)鏈契約研究進(jìn)展[J];管理學(xué)報(bào);2006年01期

3 吳軍;李健;汪壽陽(yáng);;供應(yīng)鏈風(fēng)險(xiǎn)管理中的幾個(gè)重要問(wèn)題[J];管理科學(xué)學(xué)報(bào);2006年06期

4 索寒生,儲(chǔ)洪勝,金以慧;帶有風(fēng)險(xiǎn)規(guī)避型銷售商的供需鏈協(xié)調(diào)[J];控制與決策;2004年09期

5 許明輝;于剛;張漢勤;;帶有缺貨懲罰的報(bào)童模型中的CVaR研究[J];系統(tǒng)工程理論與實(shí)踐;2006年10期

6 楊建奎;周清;楊磊;;報(bào)童模型的利潤(rùn)與虧損風(fēng)險(xiǎn)平衡分析[J];系統(tǒng)工程理論與實(shí)踐;2009年03期

7 馬利軍;李四杰;嚴(yán)厚民;;具有風(fēng)險(xiǎn)厭惡零售商的供應(yīng)鏈合作博弈分析[J];運(yùn)籌與管理;2010年02期

，

本文編號(hào)：2294884