随机产出和紧急订购价格下基于期权契约的供应链生产与订购策略

工业工程

随机产出和紧急订购价格下基于期权契约的供应链生产与订购策略

1.浙江师范大学产业经济研究中心, 浙江金华 321004； 2.浙江师范大学行知学院，浙江金华 321004；3.华南理工大学工商管理学院，广东广州 510641

出版日期:2015-12-31 发布日期:2016-03-24
作者简介:李绩才(1980-),男,安徽省人,副教授,博士，主要研究方向为物流与供应链管理等.
基金资助:
国家自然科学基金资助项目(71402171,71131003)；教育部人文社科基金青年资助项目(13YJC630075, 15YJC 630053)；浙江省自然科学基金资助项目(LY14G020004)

Managing Production and Procurement by Option Contracts in a Supply Chain with Stochastic Yield and Random Instant Price

1. Research Center of Industrial Economy, Zhejiang Normal University, Jinhua 321004, China; 2.College of Xingzhi, Zhejiang Normal University, Jinhua 321004, China; 3. School of Business Administration, South China University of Technology, Guangzhou 510641, China

Online:2015-12-31 Published:2016-03-24

摘要/Abstract

摘要：

针对一个由制造商-零售商组成的双层供应链系统，假定产品的终端市场需求与生产制造环节均存在随机不确定性，零售商在销售期之前采用双向期权契约向制造商订货，在销售期内市场需求实现之后还可向制造商发起紧急订购，紧急订购价受当时市场供需环境的影响也将表现出随机变动性。在此基础上，建立了双向期权契约机制下供应链上下游之间的博弈决策模型，研究了制造商的最佳生产计划与零售商的最优订购策略；并通过详细的数值算例揭示了双向期权契约参数的变化、终端市场需求的不确定性、成品产出的随机波动性以及紧急订购价的变动性对供应链上下游企业运作策略及运营绩效的影响。

关键词: 随机产出, 双向期权契约, 供应链

Abstract:

The decision-making problems of production and procurement with bi-directional option contracts in a decentralized supply chain consisting of one manufacturer and one retailer are studied. The retailer outsources products from the manufacturer and resells them to the end market with uncertain demand, and the manufacturers production yield is stochastic. The retailer can order products through bi-directional option contracts from the manufacturer, or implement instant order after the demand is realized, which is subject to random pricing. The manufacturers optimal production plan and the retailers optimal ordering strategy are studied; and the effects of changes in the price parameters of bidirectional option contracts, demand uncertainty, production yield volatility and instant price variability on the optimal operational strategies and performance of both participants are also analyzed.

Key words: random yield, bi-directional option contract, supply chain

李绩才1,2, 李昌文3, 郭金森3. 随机产出和紧急订购价格下基于期权契约的供应链生产与订购策略[J]. 工业工程.

Li Ji-cai1,2, Li Chang-wen3,Guo Jin-sen3. Managing Production and Procurement by Option Contracts in a Supply Chain with Stochastic Yield and Random Instant Price[J]. Industrial Engineering Journal .

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