考虑风险偏好的二级供应链库存策略研究

发布时间：2019-04-21 14:34

【摘要】：在供应链管理中,库存管理一直占据重要地位,尽管出现了一些新的库存管理方式(如零库存、虚拟库存等)大大缩减了库存量,但考虑到供应风险,为了防止供应链中断,保留适当数量的库存以应对供应链风险越来越受到的重视。对库存问题的研究由来已久,在信息化突飞猛进的今天,越来越多的产品成为易逝品,从而应用报童模型解决库存问题,受到学术界的青睐。从理论研究到实验研究,有关报童模型的应用和改进,文献资料十分丰富。在不断的改进和创新中,不断有人发现报童模型的理论研究和实际应用有很大出入,并发现传统的报童模型中关于报童是理性人的假设与现实不符,为缩小理论研究与应用的差距提供了方向。影响报童订货决策的因素是多方面的,如后悔心理、风险偏好、过度自信、生活经历等等,本文将着重分析风险偏好对报童订货决策的影响,首先改进报童风险偏好度的衡量方法,用动态的衡量标准划分风险偏好,可以反映在不同情况下,报童风险偏好逆转的现象。其次,将生产商承担库存风险和零售商承担库存风险的情况进行对比分析,这对于企业管理者选择零售商管理库存(RMI)还是生产商管理库存(VMI)具有很大的参考价值。再次,针对零售商或生产商单独承担库存风险不能实现供应链最优的情况,引入回购契约,使得双方共担库存风险,发现回购契约在一定范围内,可以提高供应链中各主体的期望收益及供应链整体期望收益。超过该范围,回购契约不能实现各决策主体期望收益的帕累托改进,即决策主体没有动力选择回购契约。此时,可以根据零售商管理库存和生产商管理库存的适用范围加以选择,以提高供应链效率。最后,将研究推广到零售价格与需求相关的背景下,把需求分为与价格相关的需求和随机需求两部分,分别分析加型需求和乘积型需求下,风险偏好对决策者的订货和定价行为有何影响,并分析其最有的库存策略。研究发现,乘积型需求下,零售商的最优定价与风险偏好度呈反比,订货量与风险偏好度呈正比,回购契约难以满足供应链协调的条件。加型需求下,在一定范围内,零售商的最优定价与风险偏好度呈反比。通过算例证明,加型需求下,回购契约的应用范围较广,可以实现决策主体期望收益的帕累托改进。
[Abstract]:Inventory management has always played an important role in supply chain management, although some new methods of inventory management (such as zero inventory, virtual inventory, etc.) have greatly reduced inventory levels, but in view of supply risks, in order to prevent supply chain disruptions, Keep an appropriate quantity of inventory to cope with the increasing importance of supply chain risk. The inventory problem has been studied for a long time. With the rapid development of information technology, more and more products have become perishable products. Therefore, the newsboy model is used to solve the inventory problem, which is favored by the academic circles. From theoretical research to experimental research, there are plenty of literature about the application and improvement of newsboy model. In the process of continuous improvement and innovation, some people find that there is a great difference between the theoretical research and the practical application of the newsboy model, and find that the assumption that the newsboy is a rational person in the traditional newsboy model is not consistent with the reality. It provides a direction for narrowing the gap between theoretical research and application. There are many factors influencing newsboy's ordering decision, such as regret psychology, risk preference, overconfidence, life experience and so on. This paper will focus on analyzing the influence of risk preference on newsboy's ordering decision. Firstly, the risk preference of newsboy is improved, and the risk preference is divided by dynamic criterion, which can reflect the reversal of newsboy's risk preference under different circumstances. Secondly, comparing the inventory risk between the manufacturer and the retailer, it has great reference value for the enterprise manager to choose the retailer managed inventory (RMI) or the producer managed inventory (VMI). Thirdly, aiming at the situation that the retailer or producer can not realize the optimal supply chain by taking inventory risk alone, the repurchase contract is introduced to make both parties share the inventory risk, and it is found that the repurchase contract is within a certain range. It can improve the expected income of each main body in the supply chain and the expected income of the supply chain as a whole. Beyond this range, the repo contract can not achieve the Pareto improvement of the expected income of each decision-making body, that is, the decision-making subject has no incentive to choose the repurchase contract. At this point, it can be selected according to the applicable scope of retailer managed inventory and producer managed inventory, in order to improve the efficiency of supply chain. Finally, the research is extended to the background of retail price and demand, and the demand is divided into two parts: price-related demand and random demand, and the additive demand and multiplicative demand are analyzed respectively. What is the impact of risk preference on the ordering and pricing behavior of decision makers, and the analysis of their best inventory strategy. It is found that under product demand, the optimal pricing of retailers is inversely proportional to the degree of risk preference, the order quantity is proportional to the degree of risk preference, and the repurchase contract is difficult to meet the conditions of supply chain coordination. Under additive demand, the optimal pricing of retailers is inversely proportional to the degree of risk preference within a certain range. It is proved by an example that under the additive demand, the repurchase contract can be widely used, and the Pareto improvement of the expected income of the decision-making body can be realized.
【学位授予单位】：西南交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274;F224

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