基于风险厌恶的供应链订货时机分析

中国管理科学 ›› 2013, Vol. ›› Issue (1): 63-70.

基于风险厌恶的供应链订货时机分析

熊恒庆^1,2, 黄勇¹, 杨建仁¹

1. 景德镇陶瓷学院工商学院, 江西景德镇 333403;
2. 华中科技大学管理学院, 湖北武汉 430074

收稿日期:2011-03-08 修回日期:2012-06-27 出版日期:2013-02-28 发布日期:2013-02-26
基金资助:
国家自然科学基金重点项目(70332001)

Analysis of Order Timing based on Risk Aversion in Supply Chain

XIONG Heng-qing^1,2, HUANG Yong¹, YANG Jian-ren¹

1. School of Business, Jingdezhen Ceramic Institute, Jingdezhen 333403, China;
2. School of Management, HuaZhong University of Science and Technology, Wuhan 430074, China

Received:2011-03-08 Revised:2012-06-27 Online:2013-02-28 Published:2013-02-26

摘要/Abstract

摘要： 基于报童模型,在一个由风险厌恶型制造商和零售商组成的供应链中,分析了三种供应链订货时机:预先订货、延迟订货、柔性订货,并调查了风险厌恶对供应链的影响。不同于已有文献关于风险中性的假设,发现由于风险厌恶,在预先订货方式下零售商有最小化订货量的倾向,在延迟订货方式下制造商有最小化生产量的倾向;进一步的分析结果显示在一定条件下零售商将削减订货量至少一半,制造商利润减少至少一半。为此设计了特许费契约进行协调。认为提升企业信心、消除风险厌恶引起的不利影响,在经济萧条时有着非常重要的作用。

关键词: 订货时机, 订货延迟, 风险厌恶, 供应链协调

Abstract: Based on the newsboy model,three types of order timing are analyzed in a supply chain which consists of a risk-averse manufacturer and a risk-averse retailer. The three types of order timing are advance order, delayed order and flexible order. The influence of risk aversion on the supply chain is also examined. Different from literatures about risk neutral assumption,the results show that due to risk aversion,the retailer tends to minimize his order quantity under the mode of advance order, and the manufacturer tends to minimize her production quantity under the mode of delayed order. Further analysis shows that the retailer may cut his order quantity by at least half and the manufacturer’s profit may be reduced by at least half under certain conditions. So a Franchisee fee contract is employed to coordinate. It is suggested that enhancing business confidence and eliminating adverse influence play a very important role during economic depression.

Key words: order timing, order postponement, risk aversion, supply chain coordination

中图分类号:

F224
F253

熊恒庆, 黄勇, 杨建仁. 基于风险厌恶的供应链订货时机分析[J]. 中国管理科学, 2013, (1): 63-70.

XIONG Heng-qing, HUANG Yong, YANG Jian-ren. Analysis of Order Timing based on Risk Aversion in Supply Chain[J]. Chinese Journal of Management Science, 2013, (1): 63-70.

参考文献

[1] Cachon G P.The allocation of inventory risk in a supply chain:push, pull, and advance-purchase discount contracts [J].Management Science, 2004, 50(2): 222-238.
[2] Granot D, Yin Shuya.Price and order postponement in a decentralized newsvendor model with multiplicative and price-dependent demand [J].Operations Research,2008,56(1):121-139.
[3] Tong Chunyang.Order postponement in a supply chain in the presence of exponential demand with gamma prior[J].Operations Research Letters, 2010, 38(2): 97-103.
[4] Ferguson M E. When to commit in a serial supply chain with forecast updating[J].Naval Research Logistics, 2003, 50(8):917-936.
[5] Ferguson M E, Decroix G A, Zipkin P H.Commitment decisions with partial information[J].Updating Naval Research Logistics, 2005, 52(8): 780-795.
[6] Taylor T A.Sale timing in a supply chain: when to sell to the retailer [J]. Manufacturing and service operations management, 2006,8(1):23-42.
[7] Dong Lingxiu, Zhu Kaijie.Two-wholesale-price contracts:push, pull, and advance-purchase discount contracts [J].Manufacturing & Service Operations Management, 2007, 9(3): 291-311.
[8] Greenwald B C, Stiglitz J E.Asymmetric information and the new theory of the firm: financial constraints and risk behavior[J].The American Economic Review,1990, 80(2): 160-165.
[9] Li Jing, Lau H, Lau A H.A two-product newsboy problem with satisfying objective and independent exponential demands[J].IIE Transactions, 1991, 23(1): 29-39.
[10] Lanzillotti R F.Pricing objectives in large companies[J].American Economic Review, 1958, 48(5): 921-940.
[11] Shi C, Chen B.Pareto-optimal contracts for a supply chain with satisficing objectives [J].Journal of the Operational Research Society, 2007, 58(6): 751-759.
[12] Ferrante A.Conservative ordering makes inventory strategy critical to avoid stock outs this holiday season[EB/OL].(2009-10-21).http://www.Retail touch points.com/retail-store-ops /306 conservative ordering makes inventory strategy critical to avoid stock outs this holiday season.html.

[1]	曹晓宁, 王永明, 薛方红, 刘晓冰. 供应商保鲜努力的生鲜农产品双渠道供应链协调决策研究[J]. 中国管理科学, 2021, 29(3): 109-118.
[2]	叶同, 关志民, 张大儒, 曲优. Nash讨价还价公平关切下基于低碳商誉的供应链联合减排与广告的动态优化与协调[J]. 中国管理科学, 2021, 29(3): 119-132.
[3]	刘墨林, 但斌, 马崧萱. 考虑保鲜努力与增值服务的生鲜电商供应链最优决策与协调[J]. 中国管理科学, 2020, 28(8): 76-88.
[4]	刘阳, 田军, 冯耕中, 扈衷权. 基于期权契约的政企联合储备应急物资模型与利润分配机制研究[J]. 中国管理科学, 2020, 28(8): 162-171.
[5]	张旭梅, 王大飞, 任廷海, 官子力, 但斌. 考虑消费者策略行为的供应链两周期定价与契约设计[J]. 中国管理科学, 2020, 28(7): 132-145.
[6]	张玉华, 戴更新, 孙浩, 韩广华, 王磊. 基于信任的供应预测信息共享策略[J]. 中国管理科学, 2020, 28(5): 112-121.
[7]	张云丰, 王勇, 龚本刚, 但斌. 需求受销售价格与变质时间影响的时滞变质品供应链协调研究[J]. 中国管理科学, 2020, 28(3): 142-151.
[8]	扈衷权, 田军, 冯耕中. 基于看跌期权契约的应急物资采购储备模型[J]. 中国管理科学, 2020, 28(2): 69-79.
[9]	代建生. 零售商的资金约束对协调契约的影响分析[J]. 中国管理科学, 2020, 28(10): 98-108.
[10]	王芹鹏. 考虑参考减排努力水平效应的联合减排与竞争动态策略研究[J]. 中国管理科学, 2020, 28(10): 172-182.
[11]	林晶, 王健, 郑敏. 买方抗衡势力下双渠道促销合作微分博弈研究[J]. 中国管理科学, 2019, 27(9): 80-92.
[12]	王绪金, 马骋. 多层供应链外包模式的选择及其协调[J]. 中国管理科学, 2019, 27(8): 151-161.
[13]	邱若臻, 刘健, 于悦, 朱珠. 不确定环境下考虑风险厌恶的生产-分销网络优化模型及试验设计[J]. 中国管理科学, 2019, 27(7): 56-67.
[14]	王永龙, 付恒, 方新, 蹇明. 突发性产出下的供应链协调应对策略[J]. 中国管理科学, 2019, 27(7): 137-146.
[15]	曹宗宏, 张成堂, 赵菊, 闵杰. 基于资金约束的风险厌恶制造商融资策略和渠道选择研究[J]. 中国管理科学, 2019, 27(6): 30-40.