考虑风险规避行为的弹性供应链网络集成优化

摘要/Abstract

摘要： 基于前景理论对多维风险环境下的弹性供应链网络设计和运作集成优化问题进行了研究，使用了能够反映决策者风险规避行为特征的效用函数，通过随机情境生成技术模拟多维风险环境，并使用非线性缺货惩罚成本限制缺货量，从而确保供应链网络具有应对多维风险环境的弹性，在此基础上建立多周期非线性混合整数随机规划模型。文中给出了模型求解的线性转化方法与求解算法，并通过具体的数值算例与灵敏度分析验证了优化模型的有效性与实际应用价值。

关键词: 多维风险, 供应链弹性, 风险规避, 非线性规划, 随机规划

Abstract: The design and operational strategy optimization of resilient supply chain network under multi-dimension risk environment is focused on, with decision makers′ risk-averse behavior considered in the utility function, stochastic scenarios used to simulate the multi-dimension risk environment and nonlinear shortage penalty cost function used to restrict the shortage, which assures the resilience of the supply chain network under multi-dimension risk environment. Based on the process above, a nonlinear mixed integer stochastic programming model is built. The piece-wise linearization approach and SAA (sample average approximation) solution method are used to solve the nonlinear optimization model. The effectiveness and practical value are tested through a case study and sensitivity analysis.

Key words: multi-dimension risk, supply chain resilience, risk-averse, nonlinear programming, stochastic programming

关志民，陶瑾. 考虑风险规避行为的弹性供应链网络集成优化[J]. 工业工程, 2015, 18(4): 49-57.

Guan Zhi-min, Tao Jin. A Research on Integrated Optimization of Resilient Supply Chain Network Considering Riskaverse Behavior[J]. Industrial Engineering Journal , 2015, 18(4): 49-57.

参考文献

［1］刘希龙, 季建华.基于多源供应的弹性供应网络研究［J］. 工业工程与管理, 2007, 12(3): 8-12. Liu Xi-long, Ji Jian-hua. Research on resilient supply net work based on multisourcing［J］. Industrial Engineering and Management, 2007, 12(3): 8-12. ［2］刘浩华. 打造弹性供应链［J］. 中央财经大学学报, 2007,(5): 63-68. Liu Hao-hua. Creating a resilient supply chain against risks［J］. Journal of Central University of Finance & Economics, 2007,(5): 63-68. ［3］闫妍, 刘晓, 庄新田. 基于节点失效的弹性供应链应急管理策略［J］. 控制与决策, 2010, 25(1): 25-30. Yan Yan, Liu Xiao, Zhuang Xintian. Resilient supply chain emergency management strategy based on node fails［J］. Control and Decision, 2010, 25(1): 25-30. ［4］徐家旺,黄小原. 价格与需求不确定条件下供应链运作的多目标模糊规划模型［J］. 统计与决策, 2014,(15):51-54. Xu Jia-wang, Huang Xiao-yuan. Multi-objective fuzzy programming model of supply chain operation under price and demand uncertainties［J］.Statistics & Decision, 2014,(15):51-54. ［5］Coronado J L. An optimization model for strategic supply chain design under stochastic capacity disruptions［D］. USA: Texas A&M University, 2007. ［6］Shukla A, Lalit V A, Venkatasubramanian V. Optimizing efficiencyrobustness tradeoffs in supply chain design under uncertainty due to disruptions［J］. International Journal of Physical Distribution & Logistics Management, 2011, 41(6): 623-647. ［7］Mirzapour Al-e-hashem S M J, Baboli A, Sazvar Z. A stochastic aggregate production planning model in a green supply chain: considering flexible lead times, nonlinear purchase and shortage cost functions［J］. European Journal of Operational Research, 2013, 230(1): 26-41.  ［8］Baghalian A, Rezapour S, Farahani R Z. Robust supply chain network design with service level against disruptions and demand uncertainties: a reallife case［J］. European Journal of Operational Research, 2013, 227(1): 199-215. ［9］Sawik T. Selection of resilient supply portfolio under disruption risks［J］. Omega, 2013,(41):259-269. ［10］Sawik T. Joint supplier selection and scheduling of customer orders under disruption risks: single vs. dual sourcing［J］. Omega, 2014,(43):83-95. ［11］Sawik T. Optimization of cost and service level in the presence of supply chain disruption risks: single vs. multiple sourcing［J］. Computer & Operation Research, 2014,(51): 11-20. ［12］刘咏梅, 李立, 刘洪莲. 行为供应链研究综述［J］. 中南大学学报:社会科学版, 2011, 17(1): 80-88. Liu Yong-mei, Li Li, Liu Hong-lian. Behavioral supply chain management review［J］. J. CENT. SOUTH UNIV：Social Science, 2011, 17(1): 80-88. ［13］崔崟, 陈剑, 肖勇波. 行为库存管理研究综述及前景展望［J］. 管理科学学报, 2011, 14(6): 96-108. Cui Yin, Chen Jian, Xiao Yong-bo. Behavioral inventory management: research overview and prospects［J］. Journal of Management Sciences in China, 2011, 14(6): 96-108. ［14］Kahnmeman D, Tversky A. Prospect theory: an analysis of decision under risk［J］. Econometrica, 1979, 47(2): 263-291. ［15］Liu Y, P Min, Li L. A prospect theory-based order model under stochastic demand［C］//Control and Decision Conference, 2009. CCDC′09. Chinese. IEEE, 2009: 2539-2544. ［16］陈俊霖, 赵晓波. 反S型权重风险偏好对一类两级供应链的影响［J］. 运筹与管理, 2013,(2):1-7. Chen Jun-lin, Zhao Xiao-bo. InverseS shaped weighting function in a two stage supply chain［J］. Operations Research and Management Science, 2013,(02):1-7. ［17］孙多青, 张欢. 基于LA型供应商的易逝品供应链价格补贴契约［J］. 控制工程, 2012（02）:360-364. Sun Duo-qing, Zhang Huan. Perishable product supply chain markdown money contract with a lossaverse supplier［J］. Control Engineering of China, 2012（02）:360-364. ［18］刘珩, 潘景铭, 唐小我. 基于损失厌恶型参与者的易逝品供应链价格补贴契约研究［J］. 管理工程学报, 2011,(03):24-30. Liu Heng, Pan Jing-ming, Tang Xiao-wo. Perishable supply chain markdown money contract witha lossaverse retailer and a lossaverse supplier［J］. Journal of Industrial Engineering /Engineering Management, 2011,(03):2430. ［19］刘珩, 潘景铭, 唐小我. 信息不对称时有损失厌恶型零售商参与的价格补贴契约设计［J］. 控制与决策, 2011,(01):111114+119.〖DW〗Liu Heng, Pan Jing-ming, Tang Xiao-wo. Design for markdown money contract with a lossaverseretalier under asymmetric information［J］. Control and Decision, 2011,(01):111-114. ［20］马鹏, 王海燕. 损失厌恶偏好下的供应链回购契约研究［J］.中国管理科学, 2011,(19):419-423. Ma peng, Wang Hai-yan. Buyback contract analysis of supply chain with lossaverse preference［J］. Chinese Journal of Management Science, 2011,（19）:419-423. ［21］Chang C T. A modified goal programming model for piecewise linear functions［J］. European Journal of Operational Research, 2002, 139(1): 62-67. ［22］Li H L, Yu C S. A global optimization method for nonconvex separable programming problems［J］. European journal of operational research, 1999, 117(2): 275-292. ［23］Yu C S, Li H L. A robust optimization model for stochastic logistic problems［J］. International Journal of Production Economics, 2000, 64(1): 385-397. ［24］Kleywegt A J, Shapiro A, Homem-de-Mello T. The sample average approximation method for stochastic discrete Optimization. SIAM Journal of Optimization［J］. 2001,12(2): 479-502. ［25］Shapiro A, Homem-de-Mello T. On rate of convergence of Monte Carlo approximations of stochastic programs［J］. SIAM Journal on Optimization, 2000,(11):70-86. ［26］Mak W K, Morton D P, Wood R K. Monte Carlo bounding techniques for determining solution quality in stochastic programs［J］. Operations Research Letters, 1999, 24(1-2): 47-56.

[1]	宋英华, 曹雪竹, 刘丹. 考虑风险规避与零售商谎报行为的绿色供应链决策研究[J]. 工业工程, 2021, 24(1): 19-26,34.
[2]	孙利辉, 吕静, 张磊, 高鹏. 基于消费者风险规避的社区支持农业合作机制[J]. 工业工程, 2021, 24(1): 59-65.
[3]	张光明, 江浩, 陶莹. 考虑搭便车和风险规避的零售商定价、渠道选择策略[J]. 工业工程, 2020, 23(6): 10-17.
[4]	朱琳, 窦祥胜. 考虑风险态度的绿色供应链定价策略及政府补贴政策分析[J]. 工业工程, 2020, 23(5): 158-168.
[5]	唐毅青, 陈雪甍, 谭德庆. 风险规避与信用担保比例对供应链融资选择的影响[J]. 工业工程, 2020, 23(4): 18-27.
[6]	尚春燕, 关志民, 米力阳. 基于均值-CVaR的回购契约供应链创新协调机制[J]. 工业工程, 2019, 22(5): 43-49,67.
[7]	曲优, 关志民, 赵莹. 考虑生产商风险规避的农产品绿色投资策略演化研究[J]. 工业工程, 2019, 22(3): 65-76.
[8]	杨渠, 窦祥胜. 基于风险规避的绿色供应链定价研究[J]. 工业工程, 2018, 21(5): 40-49.
[9]	陈银平. 风险规避对制造商开通直销渠道的影响[J]. 工业工程, 2018, 21(4): 94-103.
[10]	李守荣, 张人千. 基于拓展经营的交叉销售产品的订货研究[J]. 工业工程, 2018, 21(2): 19-26.
[11]	徐磊, 陈璐. 道路养护中的带随机时间变量的弧路径规划问题[J]. 工业工程, 2017, 20(1): 91-98,106.
[12]	方刚，徐哲，顾坤. 高校论文答辩排班模型与应用[J]. 工业工程, 2016, 19(6): 123-130.
[13]	江世英1,2, 马春艳3. 考虑零售商风险态度的绿色供应链契约协调模型[J]. 工业工程, 2015, 18(3): 30-35.
[14]	李实萍，崔毅. 风险规避型航空联盟的收益共享机制研究[J]. 工业工程, 2014, 17(4): 47-53.
[15]	侯玲娟1, 周泓2. 基于离散差分进化算法的随机车辆路径问题[J]. 工业工程, 2014, 17(3): 101-107.