基于CVaR的零售商主导供应链二次订货惩罚契约研究

发布时间：2018-01-11 23:34

本文关键词：基于CVaR的零售商主导供应链二次订货惩罚契约研究　出处：《东华大学》2015年硕士论文　论文类型：学位论文

【摘要】：随着经济的日益全球化，科学技术的不断发展，企业所面临的市场环境发生了前所未有的变化，使得传统的企业与企业之间的竞争转向了多方企业组成的供应链和供应链之间的竞争。同时随着市场需求不确定性的增加，客户需求的大量个性化等现实因素，使得很多供应链的决策者有较强的风险规避态度，他们希望能够在期望收益和风险损失间取得一个平衡点。因此，考虑供应链上参与方的风险态度也对传统的供应链契约研究提出了新的课题。近年来，生产力的不断发展，使得市场结构已经由原来的卖方市场转变为了现在的买方市场，并且随着零售行业的不断整合，零售渠道控制的不断强化，使得掌握终端最新消费、需求等信息的零售商在供应链中的地位日益增强，并在一定程度上使得传统供应链的主导地位逐渐由供应商转移到了零售商。基于以上的研究背景，本文主要研究内容为，由单一零售商和单一供应商组成的两阶段易逝品供应链中，考虑零售商和供应商的风险规避态度的供应链协调问题。通过深入研究了国内外考虑供应链风险态度的相关文献，运用条件风险值模型，以及二次订货惩罚契约，得出文章的主要研究内容及研究成果如下：（1）对供应链风险存在的经济环境、零售商市场地位的变化、电子产品的特点等现实经济背景进行了回顾和总结。对供应链基本契约，供应链风险测度方法，博弈论在供应链中的运用等进行梳理和归纳。（2）通过对风险中性供应链在集中决策和分散决策这两种情况下的分析，，验证了二次订货惩罚契约的有效性。得出通过设置合理的契约参数，可以使得分散决策下供应链的期望收益达到全局最优，并且零售商和供应商均能获得Pareto最优。（3）通过对比分析风险规避型供应链集中决策下期望收益与风险中性型供应链集中决策下期望收益，得到供应链的期望收益随着供应链风险规避程度的增大而减小，并且风险规避型供应链整体期望收益始终小于风险中性情况下。风险中性供应链为风险规避型供应链的一个特例。（4）考虑分散决策下供应链参与方的不同风险态度，利用CVaR风险测度模型对供应商和零售商的风险规避度进行了分析。得出当供应商为风险规避，零售商为风险中性时，二次订货惩罚契约可以使得风险规避型供应链达到全局最优；当零售商部分转移缺货所导致的市场商誉损失时，二次订货惩罚契约可以使得风险规避型供应链达到全局优化，满足供应商驱动约束；当零售商全部转移缺货所导致的市场商誉损失时，二次订货惩罚契约无法满足供应商的驱动约束，供应链无法实现全局优化。本文旨在研究风险规避者的风险态度对供应链全局优化的影响，为风险规避型供应链决策者的决策提供一定的理论依据。
[Abstract]:With the increasing globalization of economy and the continuous development of science and technology, the market environment that enterprises are facing has undergone unprecedented changes. The traditional competition between enterprises and enterprises turned to the multi-enterprise supply chain and supply chain competition. At the same time with the increasing uncertainty of market demand a large number of personalized customer demand and other practical factors. Many supply chain decision makers have a strong risk-averse attitude, they hope to be able to achieve a balance between the expected return and risk loss. Considering the risk attitude of the participants in the supply chain, it also brings forward a new topic for the traditional supply chain contract research. In recent years, with the continuous development of productivity, the market structure has changed from the original seller's market to the present buyer's market, and with the continuous integration of the retail industry, retail channel control has been strengthened. It makes retailers with terminal latest consumption and demand information become more and more important in the supply chain, and to a certain extent, the dominant position of traditional supply chain is gradually transferred from supplier to retailer. Based on the above research background, the main content of this paper is: a two-stage perishable goods supply chain consisting of a single retailer and a single supplier. Supply chain coordination problem considering the risk-averse attitude of retailers and suppliers. Through the in-depth study of domestic and foreign literature considering supply chain risk attitude, the conditional risk value model is used. And the second order penalty contract, the main research content and research results are as follows: 1) reviewing and summarizing the economic background of supply chain risk, such as the economic environment of supply chain risk, the change of retailers' market position, the characteristics of electronic products, and the basic contract of supply chain. Supply chain risk measurement method, the application of game theory in supply chain are summarized. 2) through the analysis of the risk neutral supply chain under the circumstances of centralized decision and decentralized decision, the validity of the second order penalty contract is verified, and the reasonable contract parameters are obtained. It can make the expected income of supply chain reach the global optimum under decentralized decision, and retailers and suppliers can get Pareto optimal. 3) through the comparative analysis of the expected return under the centralized decision of the risk-averse supply chain and the expected return under the centralized decision of the risk-neutral supply chain. The expected return of the supply chain decreases with the increase of the risk aversion of the supply chain. And the overall expected return of risk-averse supply chain is always smaller than that of risk-neutral supply chain, which is a special case of risk-averse supply chain. 4) considering different risk attitudes of supply chain participants under decentralized decision, this paper analyzes the risk aversion of suppliers and retailers by using CVaR risk measurement model, and draws the conclusion that suppliers are risk aversion. When the retailer is risk-neutral, the secondary order penalty contract can make the risk-averse supply chain achieve the global optimum. When the retailer partially transfers the market goodwill loss caused by the lack of goods, the second order penalty contract can make the risk-averse supply chain achieve the global optimization and meet the supply-driven constraints. When the retailer completely transfers the market goodwill loss caused by the lack of stock, the secondary order penalty contract can not meet the driving constraints of the supplier, and the supply chain can not achieve global optimization. The purpose of this paper is to study the impact of risk-averse attitude on the global optimization of supply chain, and to provide a theoretical basis for decision making of risk-averse supply chain decision makers.
【学位授予单位】：东华大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F274;F713.32

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