基于风险理论的报童与供应链协调模型研究

发布时间：2018-06-05 21:46

本文选题：报童 + 供应链协调　；参考：《中南大学》2012年硕士论文

【摘要】：文章以易逝品为研究对象,针对现实中决策者的决策总是偏离风险中性下的最优决策的问题,采用建模和数值算例相结合的方法,借鉴金融工程和心理学领域的风险理论,探讨了基于这些风险理论的报童问题和供应链回购策略协调中决策者的决策行为。具体来说,本文通过三方面的主要工作对以上问题进行了研究：第一,概述了供应链管理中风险理论：均值方差、风险值、条件风险值以及前景理论等,然后建立了基于均值方差、条件风险值和损失规避的单阶段报童模型,通过数值算例对不同风险理论下的决策者行为进行分析,并进行了对比,总结了各个风险理论的特点,表明均值方差由于其对正负离差的平等对待违背风险的含义以及其度量风险时表达形式的复杂性不利于应用；第二,在单阶段风险报童模型的研究基础上,扩展到二级供应链中,采用金融工程领域的条件风险值描述决策者风险态度,就传统协调和stackelberg协调两种协调机制,建立供需双方同时为风险厌恶型决策者的回购策略协调模型,得出了供应链实现协调的目标下决策者风险参数需满足的条件,并通过数值算例对两种协调机制进行了对比,给出了不同协调机制下决策者期望收益的增长率；第三,采用心理学领域的损失规避描述决策者风险态度,建立了供需双方都是损失规避情形下的回购策略协调模型,讨论回购策略在供应链协调中的作用,采用数值实验的方式分析其传统协调和stackelberg协调机制下决策者期望效用的变化率,比较不同协调方式下决策者的决策及供应链的效率,结合前述内容,发现传统协调下回购策略能实现供应链收益最大化,但不一定能保证供应链成员的收益都能增加,相比未实施回购策略时,增加的收益更偏重于零售商,而基于stackelberg博弈的回购策略能保证零售商和供应商的收益都增加,且增加的幅度比较接近,因此基于stackelberg协调的回购策略更能为供应链成员所接受,更具可实施性的结论。
[Abstract]:This paper takes perishable goods as the research object, aiming at the problem that the decision makers always deviate from the optimal decision making under the risk neutrality in reality, using the method of combining modeling with numerical examples, drawing lessons from the risk theory in the field of financial engineering and psychology. This paper discusses the newsboy problem based on these risk theories and the decision-making behavior of decision makers in the coordination of supply chain repurchase strategy. Specifically, this paper has carried on the research to the above question through three aspects of main work: First, it summarizes the risk theory in supply chain management, such as mean variance, risk value, conditional risk value and prospect theory, and then establishes a single-stage newsboy model based on mean variance, conditional risk value and loss avoidance. The behavior of decision makers under different risk theories is analyzed by numerical examples, and the characteristics of each risk theory are summarized. It is shown that the mean variance is not conducive to application because of its equal treatment of positive and negative deviations and the complexity of its expression in measuring risk. Secondly, based on the single-stage risk newsboy model, it is extended to the two-stage supply chain. The conditional risk values in the field of financial engineering are used to describe the decision makers' risk attitude, and the traditional coordination mechanism and the stackelberg coordination mechanism are used. A repurchase strategy coordination model is established in which both supply and demand parties are risk averse decision makers, and the conditions of risk parameters of decision makers are obtained under the goal of supply chain coordination, and the two coordination mechanisms are compared by numerical examples. The growth rate of policy makers' expected income under different coordination mechanisms is given. Thirdly, using the loss aversion in the field of psychology to describe the decision maker's risk attitude, the paper establishes a repurchase strategy coordination model in which both the supply and demand sides are the loss aversion, and discusses the role of the repurchase strategy in the supply chain coordination. The paper analyzes the change rate of the expected utility of the decision-makers under the traditional coordination mechanism and the stackelberg coordination mechanism by numerical experiments, and compares the efficiency of the decision-makers and the supply chain under different coordination methods. It is found that the traditional repurchase strategy can maximize the profit of the supply chain, but it does not guarantee that the income of the members of the supply chain can increase. Compared with the non-implementation of the repurchase strategy, the increased income is more focused on the retailer. The repurchase strategy based on stackelberg game can guarantee the increase of both retailers and suppliers, and the increase is similar. Therefore, the repurchase strategy based on stackelberg coordination can be accepted by supply chain members and is more implementable.
【学位授予单位】：中南大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F274;F224;F830

【参考文献】