【摘要】：供應合約問題已成為供應鏈管理問題中的熱門分支.基于分銷商的角度,本文考慮在需求不確定的情況下獲得最大利益的最優(yōu)進貨方案.由于商品具有固定的生產(chǎn)周期,只有提前預定才能正常銷售.但需求的不確定性,使得盲目進貨產(chǎn)生缺貨或庫存積壓.因此本文選用了可以保證兩次決策的期權(quán)-期貨合約來降低需求不確定帶來的風險.初始決策決定期權(quán)與期貨的訂購量,待需求已知后,根據(jù)需求做出補償決策,決定運用期權(quán)補貨的數(shù)量.這一策略非常有效地降低了分銷商面臨的風險.不確定性包括隨機性與模糊性.當需求不確定性表現(xiàn)為隨機性時,本文建立一個兩階段雙目標模型,并考慮最大化利潤均值與最小化利潤標準差雙重目標.用權(quán)系數(shù)法處理兩個矛盾目標使之達到主觀理想的平衡狀態(tài).運用隨機優(yōu)化方法,在常見分布下將建立的模型轉(zhuǎn)化成確定的單階段單目標模型,可用商用優(yōu)化軟件求解最優(yōu)訂購決策.進一步地,當需求不確定性表現(xiàn)為雙重不確定性時,本文用隨機模糊變量刻畫不確定需求,并建立一個兩階段期望值模型.運用隨機模糊優(yōu)化方法,在常見分布下轉(zhuǎn)化成等價確定單階段模型,可用商用優(yōu)化軟件求解最優(yōu)訂購決策.最后數(shù)值實驗和參數(shù)分析證明了建立模型的有效性.論文的主要工作可以概括為以下五個方面:(1)分別為兩種不確定需求下的兩階段供應合約問題建立兩階段雙目標隨機優(yōu)化模型和兩階段期望值隨機模糊優(yōu)化模型;(2)在隨機情況下綜合考慮了兩個目標——最大化利潤和最小化風險,并用權(quán)系數(shù)法處理雙目標;(3)給出隨機模糊變量函數(shù)期望值的計算步驟,在特殊分布下導出了利潤期望值的確定表達式;(4)通過模型分析,將提出的兩階段模型轉(zhuǎn)化成可求解的等價單階段模型;(5)數(shù)值實驗說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.
【學位授予單位】：河北大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F274

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