基于非完全信息博弈理论下的供应链问题研究

发布时间：2018-05-11 08:02

本文选题：单边非完全信息 + 信号博弈　；参考：《西安建筑科技大学》2017年硕士论文

【摘要】：近年来,使用博弈论研究供应链的方法已经引起了学术界的高度关注,并被广泛应用。传统研究供应链的方法主要有三种。第一,控制理论。它用差分方程为供应链建模,用积分变换来研究其特性。优点是可以动态的分析供应链,缺点是要求供应链系统是线性的。而实际情况下的供应链都不能满足这个条件,大大限制了其使用范围;第二,仿真方法。它是针对供应链系统建立模型;第三,运筹学方法。它主要适用于非线性的供应链系统,但是这种方法不能严格动态的分析供应链。以往对于供应链的研究仅仅集中在系统具体的节点企业上,对于整条链作为整体研究其协调问题少之又少,即使有也只是局限于单边非完全信息的情形下。缺乏对供应链系统节点企业同时拥有私人信息情形的进一步研究,尤其是用供应链契约协调系统内的各节点企业。在生产成本与市场需求的变化下,拥有产品生产成本私人信息的供应商与拥有真实市场需求信息的销售商二者的利润是一种你增我减的情形。销售奖惩契约具有平衡供应商和销售商信息优势的灵活性。第一,研究在单边非完全信息情形下,从供应商发送信号方式的角度解决供应商的选择问题。设计了不同类型的供应商发送信号成本不同的博弈模型,通过数学方法得到唯一的精炼贝叶斯均衡解。得到结论只有不同类型供应商信号发送成本不同时,生产商可通过接收信号甄别供应商。解决了在单边非完全信息情形下供应商的选择博弈问题。第二,研究拥有产品生产成本私人信息的供应商与拥有市场真实需求信息的销售商构成的二级供应链在此种双边非完全信息情形下,制定供应链契约的问题。本文引入了没有个人利润的利他委托人作为系统的委托人,以供应链作为协调主体,建立了供应商与销售商构成的二级供应链在此双边非完全信息情形下的博弈模型。首先将完全信息情形下的最优订购量与双边非完全信息情形下的最优订购量进行对比,研究发现供应链的利润发生了扭曲,得到了该二级供应链在此种双边非完全信息情形下很难达到协调。其次得到了系统中节点企业的转移支付。最后,研究了固定价格契约问题,求解出销售奖惩契约的具体参数形式。本论文对于供应链系统内具体节点的研究以及制定其他类型供应链系统契约提供了理论基础与实践方法。
[Abstract]:In recent years, the method of using game theory to study supply chain has attracted much attention and been widely used. There are three methods of traditional research on supply chain. First, the theory of control. The difference equation is used to model the supply chain and the integral transformation is used to study its characteristics. The advantage is that the supply chain can be dynamically analyzed, but the disadvantage is that the supply chain system is required to be linear. In fact, the supply chain can not meet this condition, which greatly limits the scope of its use. Second, the simulation method. It is to build a model for the supply chain system; third, the operational research method. It is mainly suitable for nonlinear supply chain system, but this method can not be used to analyze supply chain strictly and dynamically. In the past, the research of supply chain is only focused on the specific node enterprises of the system, and the coordination problem of the whole chain as a whole is very few, even if there is only limited to the case of unilateral incomplete information. There is a lack of further research on the situation that the node enterprises in the supply chain system have private information at the same time, especially the node enterprises in the supply chain contract coordination system. Under the change of production cost and market demand, the profit of supplier with private information of production cost and seller with real market demand information is a case of increasing or decreasing. Sales rewards and penalties contracts have the flexibility to balance the information advantages of suppliers and vendors. Firstly, in the case of unilateral incomplete information, the problem of supplier selection is solved from the point of view of the way the supplier sends signals. A game model with different cost of sending signals from different suppliers is designed and the unique refined Bayesian equilibrium solution is obtained by mathematical method. It is concluded that only different types of suppliers have different signaling costs and manufacturers can identify suppliers by receiving signals. The problem of supplier selection game in the case of unilateral incomplete information is solved. Secondly, this paper studies the problem of making supply chain contract in the case of bilateral incomplete information between suppliers with private information of product production cost and vendors with real market demand information. In this paper, we introduce altruistic clients with no personal profit as the trustor of the system, take the supply chain as the coordinating agent, and set up the game model of the two-level supply chain composed of the supplier and the seller under the condition of the bilateral incomplete information. Firstly, the optimal order quantity in the case of complete information is compared with that in the case of bilateral incomplete information, and it is found that the profit of the supply chain is distorted. The two-level supply chain is difficult to coordinate under the condition of bilateral incomplete information. Secondly, the transfer payment of node enterprises in the system is obtained. Finally, the fixed price contract problem is studied, and the specific parameter form of the sales reward and punishment contract is solved. This paper provides the theoretical basis and practical method for the research of the specific nodes in the supply chain system and the formulation of other types of supply chain system contracts.
【学位授予单位】：西安建筑科技大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274

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