不确定环境下基于期权合同的供应链协调研究

发布时间：2018-02-16 09:33

本文关键词： 不确定环境期权供应链协调利润分配双赢　出处：《广西大学》2016年硕士论文　论文类型：学位论文

【摘要】：随着科学技术的不断发展,经济出现了全球化的趋势.供应链之间的竞争越来越激烈,供应链协调对于提高供应链的整体竞争力具有重要意义.相对企业环境而言,企业在运营的过程中存在市场需求、产品生产和供应的不确定风险,这些不确定风险会给企业带来供需失衡、库存堆积、利润受损等多种危害.基于以上情况,本文以单个零售商和单个供应商组成的二级供应链系统为对象,研究了不确定环境下基于期权合同的供应链协调问题.主要内容包括：(1)研究了市场需求不确定条件下的供应链协调问题.为降低供应商的风险,将批发价合同与期权合同同时应用于供应链协调,通过分析零售商的最优组合订货策略和供应商的最优生产策略,发现选择合适的期权价格,可以合理的分配供应链系统的期望利润,使供应链得到协调且实现双赢.最后,利用数值算例和灵敏度分析对协调的有效性进行了验证.(2)研究了随机需求和随机产出条件下的供应链协调问题.假设零售商不仅订购批发价合同产品,还订购一定数量的期权,建立了基于批发价和期权合同的供应链协调模型.研究表明：选取合适的合同参数,能够激励个体决策与整体决策相一致,使供应链系统的期望利润得到合理分配,实现双方收益均增加.最后,通过数值算例对理论结果进行了验证,并对模型的主要参数进行了灵敏度分析.(3)研究了市场需求受价格影响的供应链协调问题.在市场需求和产品供应是不确定的条件下,将产品的销售价格作为决策变量,建立了基于期权合同的供应链协调模型,给出了模型的最优解.分析得出,通过设定合适的合同参数,可实现供应链整体绩效最优,合理的分配供应链系统的期望利润,使供应链成员达到双赢.最后,运用数值例子验证了模型的理论结果,并分析了部分参数的变化对供应商、零售商和供应链期望利润的影响.
[Abstract]:With the continuous development of science and technology, the trend of globalization appears in economy. The competition between supply chains is becoming more and more intense. Supply chain coordination is of great significance to improve the overall competitiveness of supply chain. In the course of operation, there are uncertain risks of market demand, product production and supply, which will bring many kinds of harm to the enterprise, such as imbalance of supply and demand, accumulation of inventory, loss of profits and so on. In this paper, a two-level supply chain system composed of a single retailer and a single supplier is taken as the object. In this paper, the supply chain coordination problem based on option contract in uncertain environment is studied. The main contents include: 1) the supply chain coordination problem under uncertain market demand is studied. The wholesale price contract and the option contract are applied to supply chain coordination at the same time. By analyzing the retailer's optimal combination ordering strategy and the supplier's optimal production strategy, it is found that the appropriate option price is selected. Can reasonably distribute the expected profits of the supply chain system, so that the supply chain can be coordinated and achieve win-win. Finally, The effectiveness of coordination is verified by numerical examples and sensitivity analysis. The supply chain coordination problem under the condition of random demand and random output is studied. It is assumed that the retailer not only orders the wholesale price contract products, but also orders a certain number of options. A supply chain coordination model based on wholesale price and option contract is established. The research shows that choosing appropriate contract parameters can encourage individual decision making to be consistent with the overall decision, and make the expected profit of supply chain system reasonably distributed. Finally, the theoretical results are verified by numerical examples. The supply chain coordination problem of market demand affected by price is studied. Under the condition that the market demand and product supply are uncertain, the selling price of the product is taken as the decision variable. The supply chain coordination model based on option contract is established, and the optimal solution is given. By setting appropriate contract parameters, the overall performance of the supply chain can be optimized and the expected profit of the supply chain system can be reasonably distributed. Finally, numerical examples are used to verify the theoretical results of the model, and the effects of some parameters on the expected profits of suppliers, retailers and supply chains are analyzed.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F274

【参考文献】