过度自信和需求不确定性对供应链系统的影响

发布时间：2018-03-19 00:35

本文选题：供应链管理　切入点：过度自信　出处：《北京工业大学》2014年硕士论文　论文类型：学位论文

【摘要】：过度自信心理偏好理论是心理学的重要研究成果之一，在行为经济学中已经得到了很广泛的应用，经济学家们利用它已经解释了很多金融市场及公司治理方面的怪现象。然而将过度自信这种心理因素融入行为供应链的研究却少之又少。随机比较是运用概率方法研究不确定性对系统策略和其性能指标影响的有效方法。供应链管理中的问题诸如不同风险偏好下供应链协调，库存管理和供应链系统的最优订货批量，最优利润等等已得到充分解决，但是关于随机需求的变化对这些策略产生什么样的影响仍需进一步探讨。综述部分主要介绍了本文的方法与模型，以及行为供应链理论的发展，过度自信理论和随机比较相关研究。核心部分主要研究了过度自信理论融入供应链运作管理的应用以及需求不确定性对系统策略和其性能指标的影响。首先借用报童模型，分别设定了一个需求的期望相同但方差预测存在偏差的过度自信报童和一个需求的期望及方差预测均存在偏差的过度自信报童，探究了该报童与理性报童在订购量及利润方面的差别，算出了过度自信报童的利润损失。并且运用随机比较和标准化变换的方法研究了需求不确定性对过度自信报童订购量和利润的影响。其次，对需求依赖销售努力的报童问题，给出了在某一过度自信水平下企业的最优销售努力和订货量决策，进一步，分析了过度自信水平对系统最优订货量和利润的影响。同时，应用随机比较方法研究了需求不确定性对系统的影响。最后，分析了一个由理性的供应商和一个过度自信的零售商组成的两层供应链，研究发现，对具有一般随机需求的供应链，批发价契约和回购契约在一定条件下可以协调供应链。最后在供应链协调下，运用随机比较方法研究了需求不确定性对过度自信零售商订购策略的影响，，运用标准化变换的方法研究了需求不确定性对过度自信零售商利润的影响。
[Abstract]:The theory of psychological preference of overconfidence is one of the important research achievements in psychology and has been widely used in behavioral economics. Economists have used it to explain many bizarre phenomena in financial markets and corporate governance. However, there is little research on integrating psychological factors such as overconfidence into behavioural supply chains. Random comparisons use the probabilistic side. The problem of supply chain management, such as supply chain coordination under different risk preference, is an effective method to study the influence of uncertainty on system strategy and its performance index. Inventory management and supply chain system optimal order batch, optimal profit and so on have been fully resolved, However, the influence of the change of random demand on these strategies still needs to be further explored. The review part mainly introduces the methods and models of this paper, as well as the development of behavioral supply chain theory. The core part mainly studies the application of overconfidence theory into supply chain operation management and the influence of demand uncertainty on system strategy and its performance index. Firstly, by using the newsboy model, an overconfident newsboy with the same expectation of demand but deviation in variance prediction and an overconfident newsboy with deviation in expectation and variance prediction of demand are set up, respectively. This paper explores the difference between the newsboy and the rational newsboy in terms of order quantity and profit. The loss of profit of overconfident newsboy is calculated, and the influence of demand uncertainty on order quantity and profit of overconfident newsboy is studied by means of random comparison and standardized transformation. Secondly, the problem of newsboy whose demand depends on sales effort is studied. The optimal sales effort and order quantity decision of an enterprise under a certain overconfidence level are given. Furthermore, the influence of overconfidence level on the optimal order quantity and profit of the system is analyzed. The effect of demand uncertainty on the system is studied by using stochastic comparison method. Finally, a two-tier supply chain consisting of rational suppliers and an overconfident retailer is analyzed. For the supply chain with general random demand, the wholesale price contract and the repo contract can coordinate the supply chain under certain conditions. The influence of demand uncertainty on overconfidence retailer's ordering strategy is studied by means of random comparison method, and the influence of demand uncertainty on overconfidence retailer's profit is studied by the method of standardized transformation.
【学位授予单位】：北京工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274;F224

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