需求分布未知下基于损失厌恶的收益共享契约研究

发布时间：2018-09-19 07:18

【摘要】：一直以来,期望效用理论是研究供应链管理问题的重要理论依据。近年来,相关学者的研究和现实中的一些案例显示决策者的实际决策往往偏离以期望效用最大化确定的最优决策点,这对期望效用理论提出了巨大挑战。一些非期望效用理论由此发展起来,如Teversky和Kahnemn提出了前景理论。他们摒弃了期望效用理论中关于“理性人”的假设,认为决策者不能获得足够的信息以做出合乎理性的决策,并且决策过程受到心理和感情等因素的影响。但现有的供应链契约研究中大多假设供应链成员企业是完全理性的,很少将成员企业的缺货厌恶、浪费损失厌恶等非理性因素考虑在内,因此研究有损失厌恶成员参与的供应链协调问题具有现实意义。另一方面,随着科学技术的进步,产品的更新换代加速,同时消费者的选择也日趋多样化,市场的不确定性为企业的需求预测带来了更大的风险,企业如何利用有限的历史数据对需求进行科学预测也受到国内外学者和企业界的普遍关注。基于前景理论,本文首先研究了随机需求环境下,具有损失厌恶心理的单个报童的订货行为,并假设报童仅知需求的区间信息,通过最小最大后悔值准则这一鲁棒方法进行求解；其次以单个损失厌恶零售商和单个损失中性供应商组成的两级供应链为研究对象,运用主从对策理论研究了收益共享契约在损失厌恶供应链中的可行性,得到了使供应链实现协调应满足的条件；随后分析了当零售商较供应商掌握更加准确的需求信息时,供应商能否设计合理的收益共享契约机制激励零售商共享信息,以实现损失厌恶供应链的协调；最后通过数值仿真进行了验证。本文通过研究发现：对于单个报童来说,由于需求信息的不完整,其决策行为会偏离最优决策点,并且报童的损失厌恶心理会加重这种局面；在两阶段供应链系统中,当损失中性供应商和损失厌恶零售商均获知需求区间信息时,分散决策下供应链的绩效低于集中决策下的绩效,但通过设计合理的收益共享契约能使损失厌恶供应链实现完美协调；但在不对称信息下,收益共享契约不能使该损失厌恶供应链实现协调,供应商为激励零售商反馈真实的市场信息需花费一定成本,从而造成利益受损。
[Abstract]:The theory of expected utility has always been an important theoretical basis for the study of supply chain management. In recent years, the research of relevant scholars and some practical cases show that the decision makers often deviate from the optimal decision points determined by maximizing the expected utility, which poses a great challenge to the theory of expected utility. Some unexpected utility theories have been developed, such as Teversky and Kahnemn. They abandon the hypothesis of "rational person" in the theory of expected utility, and think that the decision maker can not get enough information to make rational decision, and the decision-making process is influenced by psychological and emotional factors. However, most of the existing supply chain contract studies assume that the supply chain member enterprises are completely rational, and rarely take into account the irrational factors such as lack of goods aversion, waste loss aversion and so on. Therefore, it is of practical significance to study the supply chain coordination problem with loss averse members. On the other hand, with the progress of science and technology, the upgrading of products accelerates, and the choices of consumers become more and more diversified. The uncertainty of the market brings greater risks to the demand prediction of enterprises. How to make use of the limited historical data to forecast the demand scientifically has been paid much attention by domestic and foreign scholars and business circles. Based on the prospect theory, this paper first studies the ordering behavior of a single newsboy with loss aversion in a random demand environment, and assumes that the newsboy only knows the interval information of the demand. The minimum maximum regret value criterion is used to solve the problem. Secondly, a two-level supply chain consisting of a single loss averse retailer and a single loss neutral supplier is taken as the research object. The feasibility of revenue-sharing contract in loss-averse supply chain is studied by using master-slave game theory, and the conditions for coordination of supply chain are obtained. Whether the supplier can design a reasonable profit-sharing contract mechanism to encourage retailers to share information in order to achieve the coordination of loss-averse supply chain; finally through the numerical simulation to verify. In this paper, we find that for a single newsboy, the decision behavior deviates from the optimal decision point because of the incomplete demand information, and the loss aversion of the newsboy will aggravate this situation; in the two-stage supply chain system, When both loss-neutral suppliers and loss-averse retailers know the demand interval information, the performance of the supply chain under decentralized decision is lower than that under centralized decision. But by designing a reasonable profit sharing contract, the loss aversion supply chain can be coordinated perfectly, but under the asymmetric information, the loss aversion supply chain can not be coordinated by the income sharing contract. In order to encourage retailers to feedback real market information, suppliers have to spend a certain cost, resulting in damage to the interests.
【学位授予单位】：福州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274

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