CAJ | 학술논문

考虑决策者的风险态度,研究了需求不确定和失效风险并存情况下多周期弹性供应网络的集成优化问题。其中,通过生成随机情境模拟失效风险和需求不确定性,利用均值-风险模型度量决策者的风险态度。建立了一个综合考虑多源供应、期权契约和战略应急库存3种弹性策略的混合整数随机规划模型,针对该模型的特点设计了抽样平均近似求解算法进行模型求解。最后,通过数值算例验证了该模型的可行性和有效性。
고필결책자적풍험태도,연구료수구불학정화실효풍험병존정황하다주기탄성공응망락적집성우화문제。기중,통과생성수궤정경모의실효풍험화수구불학정성,이용균치-풍험모형도량결책자적풍험태도。건립료일개종합고필다원공응、기권계약화전략응급고존3충탄성책략적혼합정수수궤규화모형,침대해모형적특점설계료추양평균근사구해산법진행모형구해。최후,통과수치산례험증료해모형적가행성화유효성。
Considering decision-maker＇s attitude to risk,this paper studies the integrated optimization problem of resilient supply network in multi-period in the condition that demand uncertainty and disruption risk co-exist.And it simulates supply disruption risk and demand uncertainty through constructing stochastic scenarios,and uses mean-risk model to evaluate decision-maker＇s attitude to risk.Then it builds a multi-cycle linear mixed integer stochastic programming model integrating three resilient strategies,namely multi-sourcing,option contract and strategic emergency inventory.It uses the sample average approximation algorithm to solve this model.Finally,it validates this model through the numerical and sensitivity analysis.