具有灰色随机动态特征的供应链牛鞭效应的鲁棒性分析

中国管理科学 ›› 2013, Vol. ›› Issue (1): 57-62.

具有灰色随机动态特征的供应链牛鞭效应的鲁棒性分析

王道平¹, 张学龙^1,2, 赵相忠²

1. 北京科技大学东凌经济管理学院, 北京 100083;
2. 桂林电子科技大学商学院, 广西桂林 541004

收稿日期:2010-12-19 修回日期:2012-07-17 出版日期:2013-02-28 发布日期:2013-02-26
基金资助:
国家自然科学基金资助项目(71172169,71262015,70872010); 教育部人文社会科学研究青年基金资助项目(11YJC630290); 广西高等学校科研资助项目(200103YB050)

Robustness Analysis of the Bullwhip Effect in Supply Chain with Grey Stochastic Dynamics

WANG Dao-ping¹, ZHANG Xue-long^1,2, ZHAO Xiang-zhong²

1. Dongling School of Economics and Management, University of Science and Technology Beijing, Beijing 100083, China;
2. School of Business, Guilin University of Electronic Technology, Guilin 541004, China

Received:2010-12-19 Revised:2012-07-17 Online:2013-02-28 Published:2013-02-26

摘要/Abstract

摘要： 供应链的随机动态性和牛鞭效应加大了供应链系统建模鲁棒性的难度,供应链的平稳运行是供应链管理的重要基础。针对具有区间灰色特征的随机动态供应链系统,以线性时不变系统作为研究基础,提出使用Markov算法解决供应链系统随机线性跳变的鲁棒性问题,获取了判定随机动态供应链系统鲁棒性的一个有效度量指标。算例结果表明:随机动态供应链系统的牛鞭放大效应与节点间的变化幅度和长期概率的平均值均无关;Markovian跳变线性供应链系统的整体性能不能仅凭单个节点的性能来预测;供应链运作的不确定性将会导致系统整体性能的降低。

关键词: 灰色, 随机动态系统, 供应链管理, 牛鞭效应, 鲁棒性分析

Abstract: Both stochastic dynamics and bullwhip effect increase the robust difficulty of supply chain systems modeling, and supply chain running smoothly is the important foundation of supply chain management.Aiming at supply chain with grey stochastic dynamic characteristic, based on linear time-invariant systems, Markov algorithm is used to resolve the robustness of stochastic jump linear systems in the supply chain systems, and an effective measuring index that predicates the robustness is obtained.The numerical result verifies: the bullwhip effect magnitude of the stochastic chain is hardly related to the magnitude of either of the two modes, nor the long-term average; the performance of Markovian jump linear systems should not be simply predicted from the performance of its individual modes; uncertainty operations should degrade system performance.

Key words: grey, stochastic dynamical systems, supply chain management, bullwhip effect, robustness analysis

中图分类号:

F274
TP182

王道平, 张学龙, 赵相忠. 具有灰色随机动态特征的供应链牛鞭效应的鲁棒性分析[J]. 中国管理科学, 2013, (1): 57-62.

WANG Dao-ping, ZHANG Xue-long, ZHAO Xiang-zhong. Robustness Analysis of the Bullwhip Effect in Supply Chain with Grey Stochastic Dynamics[J]. Chinese Journal of Management Science, 2013, (1): 57-62.

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