不确定需求下两阶段供应合约问题的研究
发布时间：2018-08-27 10:25
【摘要】：供应合约问题已成为供应链管理问题中的热门分支.基于分销商的角度,本文考虑在需求不确定的情况下获得最大利益的最优进货方案.由于商品具有固定的生产周期,只有提前预定才能正常销售.但需求的不确定性,使得盲目进货产生缺货或库存积压.因此本文选用了可以保证两次决策的期权-期货合约来降低需求不确定带来的风险.初始决策决定期权与期货的订购量,待需求已知后,根据需求做出补偿决策,决定运用期权补货的数量.这一策略非常有效地降低了分销商面临的风险.不确定性包括随机性与模糊性.当需求不确定性表现为随机性时,本文建立一个两阶段双目标模型,并考虑最大化利润均值与最小化利润标准差双重目标.用权系数法处理两个矛盾目标使之达到主观理想的平衡状态.运用随机优化方法,在常见分布下将建立的模型转化成确定的单阶段单目标模型,可用商用优化软件求解最优订购决策.进一步地,当需求不确定性表现为双重不确定性时,本文用随机模糊变量刻画不确定需求,并建立一个两阶段期望值模型.运用随机模糊优化方法,在常见分布下转化成等价确定单阶段模型,可用商用优化软件求解最优订购决策.最后数值实验和参数分析证明了建立模型的有效性.论文的主要工作可以概括为以下五个方面:(1)分别为两种不确定需求下的两阶段供应合约问题建立两阶段双目标随机优化模型和两阶段期望值随机模糊优化模型;(2)在随机情况下综合考虑了两个目标——最大化利润和最小化风险,并用权系数法处理双目标;(3)给出随机模糊变量函数期望值的计算步骤,在特殊分布下导出了利润期望值的确定表达式;(4)通过模型分析,将提出的两阶段模型转化成可求解的等价单阶段模型;(5)数值实验说明了所建模型的有效性.
[Abstract]:Supply contract has become a hot branch of supply chain management. From the perspective of distributor, this paper considers the optimal purchase scheme with maximum benefit under uncertain demand. Because commodities have a fixed production cycle, they can only be sold in advance. But the uncertainty of demand, make blind purchase produce shortage or stock backlog. So this paper chooses the option-futures contract which can guarantee two decisions to reduce the risk of demand uncertainty. The initial decision determines the order quantity of options and futures, and when the demand is known, the compensation decision is made according to the demand, and the quantity of option replenishment is decided. This strategy is very effective in reducing the risk to distributors. Uncertainty includes randomness and fuzziness. When the demand uncertainty is stochastic, this paper establishes a two-stage two-objective model, and considers the double objectives of maximizing the average profit and minimizing the profit standard deviation. The weight coefficient method is used to deal with two contradictory objectives to achieve the equilibrium state of subjective ideal. By using the stochastic optimization method, the established model is transformed into a determined single-stage single-objective model under the common distribution, and the commercial optimization software can be used to solve the optimal ordering decision. Furthermore, when the demand uncertainty is double uncertainty, the uncertain demand is characterized by random fuzzy variables, and a two-stage expected value model is established. The stochastic fuzzy optimization method is used to transform the common distribution into an equivalent single-stage model and the commercial optimization software can be used to solve the optimal ordering decision. Finally, numerical experiments and parameter analysis show that the model is effective. The main work of this paper can be summarized as follows: (1) to establish two-stage two-objective stochastic optimization model and two-stage expectation stochastic fuzzy optimization model for two-stage supply contract problem under uncertain demand; (2) In a random situation, two objectives are considered: maximizing profit and minimizing risk. The method of weight coefficient is used to deal with the double targets. (3) the calculation steps of the expected value of random fuzzy variable function are given, and the expression of the expected value of profit is derived under the special distribution. (4) through the model analysis, The proposed two-stage model is transformed into a solvable equivalent single-stage model. (5) numerical experiments show the validity of the proposed model.
【学位授予单位】：河北大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274
本文编号：2206997
[Abstract]:Supply contract has become a hot branch of supply chain management. From the perspective of distributor, this paper considers the optimal purchase scheme with maximum benefit under uncertain demand. Because commodities have a fixed production cycle, they can only be sold in advance. But the uncertainty of demand, make blind purchase produce shortage or stock backlog. So this paper chooses the option-futures contract which can guarantee two decisions to reduce the risk of demand uncertainty. The initial decision determines the order quantity of options and futures, and when the demand is known, the compensation decision is made according to the demand, and the quantity of option replenishment is decided. This strategy is very effective in reducing the risk to distributors. Uncertainty includes randomness and fuzziness. When the demand uncertainty is stochastic, this paper establishes a two-stage two-objective model, and considers the double objectives of maximizing the average profit and minimizing the profit standard deviation. The weight coefficient method is used to deal with two contradictory objectives to achieve the equilibrium state of subjective ideal. By using the stochastic optimization method, the established model is transformed into a determined single-stage single-objective model under the common distribution, and the commercial optimization software can be used to solve the optimal ordering decision. Furthermore, when the demand uncertainty is double uncertainty, the uncertain demand is characterized by random fuzzy variables, and a two-stage expected value model is established. The stochastic fuzzy optimization method is used to transform the common distribution into an equivalent single-stage model and the commercial optimization software can be used to solve the optimal ordering decision. Finally, numerical experiments and parameter analysis show that the model is effective. The main work of this paper can be summarized as follows: (1) to establish two-stage two-objective stochastic optimization model and two-stage expectation stochastic fuzzy optimization model for two-stage supply contract problem under uncertain demand; (2) In a random situation, two objectives are considered: maximizing profit and minimizing risk. The method of weight coefficient is used to deal with the double targets. (3) the calculation steps of the expected value of random fuzzy variable function are given, and the expression of the expected value of profit is derived under the special distribution. (4) through the model analysis, The proposed two-stage model is transformed into a solvable equivalent single-stage model. (5) numerical experiments show the validity of the proposed model.
【学位授予单位】：河北大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274
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