基于期权的供应链数量柔性契约决策模型
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哈尔滨商业大学计算机与信息工程学院,哈尔滨150028

作者简介:

朱海波

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中图分类号:

TP273

基金项目:

国家自然科学基金项目(70771031);黑龙江省教育厅面上项目(12532070)


Decision model of supply chain quantity flexibility contract with option
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School of Computer and Information Engineering,Harbin University of Commerce,Harbin 150028

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    摘要:

    针对单个制造商和单个销售商组成的多周期单产品两级供应链协调问题, 建立了期权与数量柔性契约相结合的决策模型; 需求的不确定性通过有限的情境描述, 采用逐步对冲算法对基于情境的随机规划模型进行求解, 给出了销售商最优的期权购买量和初始订货量以及制造商最优的原材料采购量和产品生产量; 最后通过数值仿真实验验证了所提出模型的有效性.

    Abstract:

    The coordination problem of a multi-period supply chain for single type of products composed of one manufacturer and one retailer is discussed. In such a supply chain, a decision-making model is proposed by combining quantity flexibility contract with options. The demand uncertainty is described by a finite number of the possible scenarios. The stochastic programming model based on scenarios is solved through progressive hedging algorithm. In this algorithm, optimal option purchase quantities and order quantities for the retailer and optimal raw materials purchase quantities and production quantities for the manufacturer can be calculated. Finally, a numerical simulation experiment is given to validate the effectiveness of the proposed model.

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引用本文

朱海波 胡文.基于期权的供应链数量柔性契约决策模型[J].控制与决策,2014,29(5):860-866

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  • 收稿日期:2013-01-05
  • 最后修改日期:2013-04-01
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  • 在线发布日期: 2014-05-20
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