本文選題：供應(yīng)鏈管理　切入點(diǎn)：過度自信　出處：《北京工業(yè)大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：過度自信心理偏好理論是心理學(xué)的重要研究成果之一，在行為經(jīng)濟(jì)學(xué)中已經(jīng)得到了很廣泛的應(yīng)用，經(jīng)濟(jì)學(xué)家們利用它已經(jīng)解釋了很多金融市場及公司治理方面的怪現(xiàn)象。然而將過度自信這種心理因素融入行為供應(yīng)鏈的研究卻少之又少。隨機(jī)比較是運(yùn)用概率方法研究不確定性對系統(tǒng)策略和其性能指標(biāo)影響的有效方法。供應(yīng)鏈管理中的問題諸如不同風(fēng)險(xiǎn)偏好下供應(yīng)鏈協(xié)調(diào)，庫存管理和供應(yīng)鏈系統(tǒng)的最優(yōu)訂貨批量，最優(yōu)利潤等等已得到充分解決，但是關(guān)于隨機(jī)需求的變化對這些策略產(chǎn)生什么樣的影響仍需進(jìn)一步探討。綜述部分主要介紹了本文的方法與模型，以及行為供應(yīng)鏈理論的發(fā)展，過度自信理論和隨機(jī)比較相關(guān)研究。核心部分主要研究了過度自信理論融入供應(yīng)鏈運(yùn)作管理的應(yīng)用以及需求不確定性對系統(tǒng)策略和其性能指標(biāo)的影響。 首先借用報(bào)童模型，分別設(shè)定了一個(gè)需求的期望相同但方差預(yù)測存在偏差的過度自信報(bào)童和一個(gè)需求的期望及方差預(yù)測均存在偏差的過度自信報(bào)童，探究了該報(bào)童與理性報(bào)童在訂購量及利潤方面的差別，算出了過度自信報(bào)童的利潤損失。并且運(yùn)用隨機(jī)比較和標(biāo)準(zhǔn)化變換的方法研究了需求不確定性對過度自信報(bào)童訂購量和利潤的影響。其次，對需求依賴銷售努力的報(bào)童問題，給出了在某一過度自信水平下企業(yè)的最優(yōu)銷售努力和訂貨量決策，進(jìn)一步，分析了過度自信水平對系統(tǒng)最優(yōu)訂貨量和利潤的影響。同時(shí)，應(yīng)用隨機(jī)比較方法研究了需求不確定性對系統(tǒng)的影響。最后，分析了一個(gè)由理性的供應(yīng)商和一個(gè)過度自信的零售商組成的兩層供應(yīng)鏈，研究發(fā)現(xiàn)，對具有一般隨機(jī)需求的供應(yīng)鏈，批發(fā)價(jià)契約和回購契約在一定條件下可以協(xié)調(diào)供應(yīng)鏈。最后在供應(yīng)鏈協(xié)調(diào)下，運(yùn)用隨機(jī)比較方法研究了需求不確定性對過度自信零售商訂購策略的影響，，運(yùn)用標(biāo)準(zhǔn)化變換的方法研究了需求不確定性對過度自信零售商利潤的影響。
[Abstract]:The theory of psychological preference of overconfidence is one of the important research achievements in psychology and has been widely used in behavioral economics. Economists have used it to explain many bizarre phenomena in financial markets and corporate governance. However, there is little research on integrating psychological factors such as overconfidence into behavioural supply chains. Random comparisons use the probabilistic side. The problem of supply chain management, such as supply chain coordination under different risk preference, is an effective method to study the influence of uncertainty on system strategy and its performance index. Inventory management and supply chain system optimal order batch, optimal profit and so on have been fully resolved, However, the influence of the change of random demand on these strategies still needs to be further explored. The review part mainly introduces the methods and models of this paper, as well as the development of behavioral supply chain theory. The core part mainly studies the application of overconfidence theory into supply chain operation management and the influence of demand uncertainty on system strategy and its performance index. Firstly, by using the newsboy model, an overconfident newsboy with the same expectation of demand but deviation in variance prediction and an overconfident newsboy with deviation in expectation and variance prediction of demand are set up, respectively. This paper explores the difference between the newsboy and the rational newsboy in terms of order quantity and profit. The loss of profit of overconfident newsboy is calculated, and the influence of demand uncertainty on order quantity and profit of overconfident newsboy is studied by means of random comparison and standardized transformation. Secondly, the problem of newsboy whose demand depends on sales effort is studied. The optimal sales effort and order quantity decision of an enterprise under a certain overconfidence level are given. Furthermore, the influence of overconfidence level on the optimal order quantity and profit of the system is analyzed. The effect of demand uncertainty on the system is studied by using stochastic comparison method. Finally, a two-tier supply chain consisting of rational suppliers and an overconfident retailer is analyzed. For the supply chain with general random demand, the wholesale price contract and the repo contract can coordinate the supply chain under certain conditions. The influence of demand uncertainty on overconfidence retailer's ordering strategy is studied by means of random comparison method, and the influence of demand uncertainty on overconfidence retailer's profit is studied by the method of standardized transformation.
【學(xué)位授予單位】：北京工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F274;F224

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