本文選題：報(bào)童 + 供應(yīng)鏈協(xié)調(diào)�。� 參考：《中南大學(xué)》2012年碩士論文

【摘要】：文章以易逝品為研究對(duì)象,針對(duì)現(xiàn)實(shí)中決策者的決策總是偏離風(fēng)險(xiǎn)中性下的最優(yōu)決策的問(wèn)題,采用建模和數(shù)值算例相結(jié)合的方法,借鑒金融工程和心理學(xué)領(lǐng)域的風(fēng)險(xiǎn)理論,探討了基于這些風(fēng)險(xiǎn)理論的報(bào)童問(wèn)題和供應(yīng)鏈回購(gòu)策略協(xié)調(diào)中決策者的決策行為。 具體來(lái)說(shuō),本文通過(guò)三方面的主要工作對(duì)以上問(wèn)題進(jìn)行了研究： 第一,概述了供應(yīng)鏈管理中風(fēng)險(xiǎn)理論：均值方差、風(fēng)險(xiǎn)值、條件風(fēng)險(xiǎn)值以及前景理論等,然后建立了基于均值方差、條件風(fēng)險(xiǎn)值和損失規(guī)避的單階段報(bào)童模型,通過(guò)數(shù)值算例對(duì)不同風(fēng)險(xiǎn)理論下的決策者行為進(jìn)行分析,并進(jìn)行了對(duì)比,總結(jié)了各個(gè)風(fēng)險(xiǎn)理論的特點(diǎn),表明均值方差由于其對(duì)正負(fù)離差的平等對(duì)待違背風(fēng)險(xiǎn)的含義以及其度量風(fēng)險(xiǎn)時(shí)表達(dá)形式的復(fù)雜性不利于應(yīng)用； 第二,在單階段風(fēng)險(xiǎn)報(bào)童模型的研究基礎(chǔ)上,擴(kuò)展到二級(jí)供應(yīng)鏈中,采用金融工程領(lǐng)域的條件風(fēng)險(xiǎn)值描述決策者風(fēng)險(xiǎn)態(tài)度,就傳統(tǒng)協(xié)調(diào)和stackelberg協(xié)調(diào)兩種協(xié)調(diào)機(jī)制,建立供需雙方同時(shí)為風(fēng)險(xiǎn)厭惡型決策者的回購(gòu)策略協(xié)調(diào)模型,得出了供應(yīng)鏈實(shí)現(xiàn)協(xié)調(diào)的目標(biāo)下決策者風(fēng)險(xiǎn)參數(shù)需滿足的條件,并通過(guò)數(shù)值算例對(duì)兩種協(xié)調(diào)機(jī)制進(jìn)行了對(duì)比,給出了不同協(xié)調(diào)機(jī)制下決策者期望收益的增長(zhǎng)率； 第三,采用心理學(xué)領(lǐng)域的損失規(guī)避描述決策者風(fēng)險(xiǎn)態(tài)度,建立了供需雙方都是損失規(guī)避情形下的回購(gòu)策略協(xié)調(diào)模型,討論回購(gòu)策略在供應(yīng)鏈協(xié)調(diào)中的作用,采用數(shù)值實(shí)驗(yàn)的方式分析其傳統(tǒng)協(xié)調(diào)和stackelberg協(xié)調(diào)機(jī)制下決策者期望效用的變化率,比較不同協(xié)調(diào)方式下決策者的決策及供應(yīng)鏈的效率,結(jié)合前述內(nèi)容,發(fā)現(xiàn)傳統(tǒng)協(xié)調(diào)下回購(gòu)策略能實(shí)現(xiàn)供應(yīng)鏈?zhǔn)找孀畲蠡?但不一定能保證供應(yīng)鏈成員的收益都能增加,相比未實(shí)施回購(gòu)策略時(shí),增加的收益更偏重于零售商,而基于stackelberg博弈的回購(gòu)策略能保證零售商和供應(yīng)商的收益都增加,且增加的幅度比較接近,因此基于stackelberg協(xié)調(diào)的回購(gòu)策略更能為供應(yīng)鏈成員所接受,更具可實(shí)施性的結(jié)論。
[Abstract]:This paper takes perishable goods as the research object, aiming at the problem that the decision makers always deviate from the optimal decision making under the risk neutrality in reality, using the method of combining modeling with numerical examples, drawing lessons from the risk theory in the field of financial engineering and psychology. This paper discusses the newsboy problem based on these risk theories and the decision-making behavior of decision makers in the coordination of supply chain repurchase strategy. Specifically, this paper has carried on the research to the above question through three aspects of main work: First, it summarizes the risk theory in supply chain management, such as mean variance, risk value, conditional risk value and prospect theory, and then establishes a single-stage newsboy model based on mean variance, conditional risk value and loss avoidance. The behavior of decision makers under different risk theories is analyzed by numerical examples, and the characteristics of each risk theory are summarized. It is shown that the mean variance is not conducive to application because of its equal treatment of positive and negative deviations and the complexity of its expression in measuring risk. Secondly, based on the single-stage risk newsboy model, it is extended to the two-stage supply chain. The conditional risk values in the field of financial engineering are used to describe the decision makers' risk attitude, and the traditional coordination mechanism and the stackelberg coordination mechanism are used. A repurchase strategy coordination model is established in which both supply and demand parties are risk averse decision makers, and the conditions of risk parameters of decision makers are obtained under the goal of supply chain coordination, and the two coordination mechanisms are compared by numerical examples. The growth rate of policy makers' expected income under different coordination mechanisms is given. Thirdly, using the loss aversion in the field of psychology to describe the decision maker's risk attitude, the paper establishes a repurchase strategy coordination model in which both the supply and demand sides are the loss aversion, and discusses the role of the repurchase strategy in the supply chain coordination. The paper analyzes the change rate of the expected utility of the decision-makers under the traditional coordination mechanism and the stackelberg coordination mechanism by numerical experiments, and compares the efficiency of the decision-makers and the supply chain under different coordination methods. It is found that the traditional repurchase strategy can maximize the profit of the supply chain, but it does not guarantee that the income of the members of the supply chain can increase. Compared with the non-implementation of the repurchase strategy, the increased income is more focused on the retailer. The repurchase strategy based on stackelberg game can guarantee the increase of both retailers and suppliers, and the increase is similar. Therefore, the repurchase strategy based on stackelberg coordination can be accepted by supply chain members and is more implementable.
【學(xué)位授予單位】：中南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F274;F224;F830

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