系统工程理论与实践
繫統工程理論與實踐
계통공정이론여실천
Systems Engineering—Theory & Practice
2015年
2期
315~323
,共null页
马利军 葛羊亮 薛巍立 田歆
馬利軍 葛羊亮 薛巍立 田歆
마리군 갈양량 설외립 전흠
需求不确定 供应不确定 损失厌恶 提前支付
需求不確定 供應不確定 損失厭噁 提前支付
수구불학정 공응불학정 손실염악 제전지부
demand uncertainty; supply uncertainty; loss averse; advanced payment
本文考虑由一个供应商与一个零售商组成的两级供应链. 供应商为风险中性, 零售商具有损失厌恶风险态度. 在销售期开始前, 零售商面临需求不确定性和供应不确定性, 需要做出订货决策. 本文从零售商角度出发, 研究采用提前支付策略以降低供应不确定性风险. 研究表明, 在给定提前支付前提下, 资金成本越低零售商的提前支付比例越高; 当资金成本超过临界值时, 零售商不再采取提前支付策略. 零售商的最优订货量随损失规避偏好系数的增大而减少. 论文也探讨了需求随机变化、紧急订货选择对系统绩效的影响.
本文攷慮由一箇供應商與一箇零售商組成的兩級供應鏈. 供應商為風險中性, 零售商具有損失厭噁風險態度. 在銷售期開始前, 零售商麵臨需求不確定性和供應不確定性, 需要做齣訂貨決策. 本文從零售商角度齣髮, 研究採用提前支付策略以降低供應不確定性風險. 研究錶明, 在給定提前支付前提下, 資金成本越低零售商的提前支付比例越高; 噹資金成本超過臨界值時, 零售商不再採取提前支付策略. 零售商的最優訂貨量隨損失規避偏好繫數的增大而減少. 論文也探討瞭需求隨機變化、緊急訂貨選擇對繫統績效的影響.
본문고필유일개공응상여일개령수상조성적량급공응련. 공응상위풍험중성, 령수상구유손실염악풍험태도. 재소수기개시전, 령수상면림수구불학정성화공응불학정성, 수요주출정화결책. 본문종령수상각도출발, 연구채용제전지부책략이강저공응불학정성풍험. 연구표명, 재급정제전지부전제하, 자금성본월저령수상적제전지부비례월고; 당자금성본초과림계치시, 령수상불재채취제전지부책략. 령수상적최우정화량수손실규피편호계수적증대이감소. 논문야탐토료수구수궤변화、긴급정화선택대계통적효적영향.
This paper studies a simple two-echelon supply chain with one supplier and one retailer. The supplier is risk neutral and the retailer is loss averse. Facing demand uncertainty and supply uncertainty, the retailer needs to make the order decision before the selling period. On the other hand, the retailer can pay in advance to reduce supply risk. This paper shows that the lower the cost of capital, the higher the proportion of the advance payment. However, when the capital is higher than a critical value, the retailer no longer uses the advanced payment strategy. It also shows that the optimal order quantity is a decreasing function of loss-averse coefficient. Finally, the paper discusses how the stochastic demand and the emergency price affect the system performance.