本文關(guān)鍵詞：供應(yīng)鏈中序列決策優(yōu)化方法的研究　出處：《河北大學(xué)》2016年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 序列決策 最優(yōu)價格決策 最優(yōu)數(shù)量決策 雙層規(guī)劃

【摘要】：供應(yīng)鏈中序列決策過程是指當(dāng)決策者在供應(yīng)過程中制定一項決策后又遇到一些新情況,并需要根據(jù)新情況再進(jìn)行下一項決策的過程.由于信息不斷地被揭露,后一事件在前一事件的基礎(chǔ)之上發(fā)生,決策者不但需要權(quán)衡當(dāng)前的情況,還需要在事件尚未發(fā)生時,權(quán)衡未來事件的利弊得失.在任何一個決策過程中,都存在諸多不確定性因素,如果決策者忽略不斷更新的信息,而盲目制定決策的話,不但得不到最高的收益,還會給決策者帶來巨大的風(fēng)險,序列決策的研究目的就是盡可能降低不確定性因素帶來的風(fēng)險.所以利用市場反饋的信息,制定合適的序列決策,就成為了論文研究的重點.序列決策中的不確定性可能來自于客觀因素,也可能來自于主觀因素,所以論文的工作從隨機(jī)不確定性和模糊不確定性兩個方面來研究供應(yīng)鏈中的序列決策問題.在隨機(jī)環(huán)境中,主要針對三類典型的序列決策問題進(jìn)行分析,分別建立了雙層隨機(jī)期望值模型.采用先處理下層規(guī)劃問題,根據(jù)下層問題的最優(yōu)解求解上層規(guī)劃問題的方法從而得到最優(yōu)決策的解析解.接著,通過數(shù)值實驗說明了建模思想與求解方法的可行性.在模糊環(huán)境中,首先研究在供應(yīng)鏈中同時做決策的情況,得到了原模型的等價子模型.其次討論兩種序列決策問題,用等價值指標(biāo)度量公司的收益,建立了雙層模糊等價值模型,并通過優(yōu)化軟件對模型進(jìn)行了求解.最后同樣通過數(shù)值實驗說明了建模思想與求解方法的可行性.文章的主要工作可以概括為以下幾個方面：(1)針對隨機(jī)環(huán)境中的價格決策先于數(shù)量決策的序列決策問題,建立雙層期望值模型,給出下層規(guī)劃問題的通解；(2)在供應(yīng)和需求服從均勻分布的條件下,得到了最優(yōu)數(shù)量決策的解析解和最優(yōu)價格決策所滿足的方程式；(3)針對兩類隨機(jī)環(huán)境中數(shù)量決策先于價格決策的序列決策問題,分別建立隨機(jī)期望值模型；(4)對于隨機(jī)環(huán)境中價格決策先于數(shù)量決策問題,進(jìn)行了數(shù)值實驗及參數(shù)分析；(5)對于模糊環(huán)境中的同時決策、數(shù)量決策先于價格決策和價格決策先于數(shù)量決策問題分別建立等價值模型,并通過軟件對模型進(jìn)行了求解,進(jìn)行數(shù)值實驗說明了求解方法的可行性.
[Abstract]:The sequential decision-making process in the supply chain refers to the process in which the decision maker makes a decision in the supply process and then meets some new situations and needs to make the next decision according to the new situation. The latter event occurs on the basis of the previous event. The decision maker not only needs to weigh the current situation, but also needs to weigh the pros and cons of the future event when the event has not happened. There are many uncertain factors, if the decision-makers ignore the constantly updated information, and make decisions blindly, not only can not get the highest return, but also will bring huge risks to the decision-makers. The purpose of sequential decision making is to reduce the risk of uncertainty as much as possible. The uncertainty in sequential decision-making may come from objective or subjective factors. So the work of this paper is to study the sequence decision problem in supply chain from two aspects of stochastic uncertainty and fuzzy uncertainty. In the random environment, we mainly analyze three typical sequence decision making problems. The two-level stochastic expected value model is established, and the analytic solution of the optimal decision is obtained by first dealing with the lower level programming problem and solving the upper level programming problem according to the optimal solution of the lower level problem. The feasibility of modeling idea and solution method is demonstrated by numerical experiments. In fuzzy environment, the case of simultaneous decision making in supply chain is studied first. The equivalent sub-model of the original model is obtained. Secondly, two kinds of sequential decision problems are discussed. The profit of the company is measured with equal value index, and the two-layer fuzzy equal value model is established. Finally, the feasibility of modeling idea and solving method is illustrated by numerical experiments. The main work of this paper can be summarized as follows: 1). In order to solve the sequential decision problem of price decision before quantity decision in random environment. The two-level expected value model is established, and the general solution of the lower level programming problem is given. 2) under the condition of uniform distribution of supply and demand, the analytical solution of optimal quantity decision and the equation of optimal price decision are obtained. (3) to solve the sequential decision problem in which the quantity decision is prior to the price decision in two kinds of random environment, the stochastic expectation value model is established separately. 4) numerical experiment and parameter analysis are carried out for price decision before quantitative decision in random environment. 5) for simultaneous decision in fuzzy environment, the value model of quantitative decision is established before price decision and price decision before quantity decision, and the model is solved by software. Numerical experiments show the feasibility of the method.
【學(xué)位授予單位】：河北大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2016
【分類號】：O225

【相似文獻(xiàn)】

相關(guān)期刊論文 前1條

1 許波;嚴(yán)守權(quán);凌玲;;經(jīng)營數(shù)量決策模型分析[J];數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究;1989年08期

相關(guān)碩士學(xué)位論文 前1條

1 張長彩;供應(yīng)鏈中序列決策優(yōu)化方法的研究[D];河北大學(xué);2016年

，

本文編號：1426144