多重随机环境下跨国采购和定价联合决策模型

doi:10.16381/j.cnki.issn1003-207x.2019.1719

中国管理科学 ›› 2022, Vol. 30 ›› Issue (6): 45-55.doi: 10.16381/j.cnki.issn1003-207x.2019.1719

多重随机环境下跨国采购和定价联合决策模型

李胃胜¹, 陈杰¹, 陈志祥²

1.海南热带海洋学院理学院，海南三亚572022； 2.中山大学管理学院，广东广州510275

收稿日期:2019-10-29 修回日期:2020-03-23 出版日期:2022-06-20 发布日期:2022-06-24
通讯作者: 陈杰(1979-)，男(汉族)，海南临高人，海南热带海洋学院理学院，教授，博士，研究方向：随机优化与控制、供应链运作与管理，Email: sysuchenjie@126.com. E-mail:sysuchenjie@126.com
基金资助:
国家自然科学基金资助项目(72061011，71772191)；海南省自然科学基金高层次人才资助项目(721RC749，720RC662)

Joint Decision Model of Transnational Procurement and Pricing in Multiple Stochastic Environments

LI Wei-sheng¹, CHEN Jie¹, CHEN Zhi-xiang²

1. School of Science, Hainan Tropical Ocean University, Sanya 572022, China; 2. School of Business, Sun Yat-sen University, Guangzhou 510275, China

Received:2019-10-29 Revised:2020-03-23 Online:2022-06-20 Published:2022-06-24
Contact: 陈杰 E-mail:sysuchenjie@126.com

摘要/Abstract

摘要： 在批发价、汇率和需求的三重随机波动环境下，考虑跨国采购与定价联合决策问题。本文主要利用随机过程来刻画批发价和汇率的随机性，并将两者的统计规律性纳入带有随机需求的决策模型的理论框架，进而给出跨国采购和定价联合决策模型及其可靠性评估机制。模型的相关结论表明:其一、不同周期的最优策略受到批发价与汇率波动的交互影响，当批发价和汇率波动性的重叠效应具有下降趋势时，销售商所采取的最优策略为增加一定的采购量，以实现系统的期望利润目标；其二、当批发价与汇率统计结构的属性为不可约遍历马氏链时，随机系统的下行风险具有良好的稳定性；其三、决策者可以通过本文提出靶向成本区间的上穿评估机制刻画随机系统的成本涨幅特征及其变化趋势，以解决供应商的最佳选择问题，从而达到了规避风险的运营目标。

关键词: 多重随机因素；跨国采购；动态定价；风险评估机制

Abstract: In the environment of triple random fluctuation of wholesale price, exchange rate and demand, the joint decision of cross-border procurement and pricing is considered. In this paper, the randomness of wholesale price and exchange rate is characterized by stochastic process, and the statistical regularity of the two is incorporated into the theoretical framework of the decision model with stochastic demand, then the joint decision-making model of transnational procurement and pricing and its reliability evaluation mechanism are given. The relevant conclusions of the model show that: firstly, the optimal strategy of different cycles is affected by the interaction between wholesale price and exchange rate fluctuation. When the overlapping effect of wholesale price and exchange rate fluctuation has a downward trend, the optimal strategy adopted by the seller is to increase a certain amount of purchase to achieve the expected profit target of the system. Secondly, when the statistical structure of wholesale price and exchange rate is irreducible traversal Markov chain, the downside risk of stochastic system has good stability. Thirdly,the decision-maker can propose a penetrating evaluation mechanism of targeted cost interval to depict the cost increase characteristics and change trend of the random system, so as to solve the problem of optimal supplier selection， thus achieve the operational goal of risk avoidance.

Key words: multiple random factor; global sourcing; dynamic pricing; risk evaluation mechanism

中图分类号:

李胃胜, 陈杰, 陈志祥. 多重随机环境下跨国采购和定价联合决策模型[J]. 中国管理科学, 2022, 30(6): 45-55.

LI Wei-sheng, CHEN Jie, CHEN Zhi-xiang. Joint Decision Model of Transnational Procurement and Pricing in Multiple Stochastic Environments[J]. Chinese Journal of Management Science, 2022, 30(6): 45-55.

参考文献

［1］ Fabian T， Fisher J L， Yardeni M W S. Purchasing raw material on a fluctuating market［J］. Operations Research, 1959, 7(1):107-122.
［2］ Wang Yunzeng. The optimality of myopic stocking policies for systems with decreasing purchasing prices［J］. European Journal of Operational Research, 2001, 133(1):153-159.
［3］ Berling P. The capital cost of holding inventory with stochastically mean-reverting purchase price［J］. European Journal of Operational Research, 2008, 186(2):620-636.
［4］ Chiarolla M B, Ferrari G， Stabile G. Optimal dynamic procurement policies for a storable commodity with lévy prices and convex holding costs［J］. European Journal of Operational Research, 2015, 247(3):847-858.
［5］ Hu Xingling， Su Ping. The newsvendor’s joint procurement and pricing problem under price-sensitive stochastic demand and purchase price uncertainty［J］. Omega, 2018,79:81-90.
［6］ Inderfurth K， Kelle P， Kleber R. Inventory control in dual sourcing commodity procurement with price correlation［J］. Central European Journal of Operations Research, 2018, 26(1):1-27.
［7］ Yang Yi, Wang Jianan， Chen Youhua， et al. Correction to: Optimal procurement strategies for contractual assembly systems with fluctuating procurement price［J］. Annals of Operations Research, 2019, 274(3): 1165-1197.
［8］李建立, 刘丽文. 随机需求下基于价格折扣的两种供应链协调策略［J］. 中国管理科学, 2005, 13(3):37-43.Li Jianli, Liu Liwen. Two mechanisms of supply chain coordination based on price discount under probabilistic demand［J］. Chinese Journal of Management Science, 2005, 13(3): 37-43.
［9］王轩, 刘丽文. 静态市场下考虑重复购买的价格和质保期联合决策［J］. 中国管理科学, 2015, 23(4):70-77.Wang Xuan, Liu Liwen. Optimal price and warranty length in the static demand market considering repurchasing process［J］. Chinese Journal of Management Science, 2015, 23(4): 70-77.
［10］胡盛强, 张毕西, 王玲玲, 等. 物料价格随时间波动及完工期随机的MTO订购决策［J］. 中国管理科学, 2015, 23(6):135-141.Hu Shengqiang, Zhang Bixi, Wang Lingling, et al. Purchasing decisions with materials prices fluctuation and random makespan under MTO environment［J］. Chinese Journal of Management Science, 2015, 23(6): 135-141.
［11］丁黎黎, 张波, 刘新民. 风险补偿分析框架下的占线批量订货策略设计［J］. 系统工程理论与实践, 2016, 36(5):1261-1267.Ding Lili, Zhang Bo, Lin Xinmin. On-line batch order strategies designs in risk-reward frameworks［J］. Systems Engineering-Theory & Practice, 2016, 36(5): 1261-1267.
［12］靖富营, 汤敏. 需求损失下两产品联合生产动态批量决策及预测时阈［J］. 控制与决策, 2019, 34(2):208-215.Jing Fuying, Tang Min. Dynamic lot-size model and forecast horizon study for two products joint production and lost sales［J］. Control and Decision, 2019, 34(2):208-215.
［13］潘伟, 王凤侠, 吴婷. 不同突发事件下进口原油采购策略［J］. 中国管理科学, 2016, 24(7):27-35.Pan Wei, Wang Fengxia, Wu Ting. Imported crude oil procurement strategies under different emergencies［J］. Chinese Journal of Management Science, 2016, 24(7): 27-35.
［14］张琳, 田军, 冯耕中. 价格柔性契约下政府应急物资采购协调机制研究［J］. 中国管理科学, 2017, 25(11):158-167.Zhang Lin, Tian Jun, Feng Gengzhong. Coordination mechanism of government emergency supplies procurement under price flexibility contract［J］. Chinese Journal of Management Science, 2017, 25(11): 158-167.
［15］ Lee J Y, Ren L. Vendor-managed inventory in a global environment with exchange rate uncertainty［J］. International Journal of Production Economics, 2011, 130(2):169-174.
［16］ Hu Xiangling， Motwani J G. Minimizing downside risks for global sourcing under price-sensitive stochastic demand, exchange rate uncertainties, and supplier capacity constraints［J］. International Journal of Production Economics, 2014, 147:398-409.
［17］ Kim K K, Park K S. Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm［J］. European Journal of Operational Research, 2014, 237(2):634-648.
［18］ Zarindast A， Seyed Hosseini S M， Pishvaee M S. A robust multi-objective global supplier selection model under currency fluctuation and price discount［J］. Journal of Industrial Engineering International, 2017, 13(2):161-169.
［19］ Yousefi A， Pishvaee M S. A fuzzy optimization approach to integration of physical and financial flows in a global supply chain under exchange rate uncertainty［J］. International Journal of Fuzzy Systems, 2018, 20(8):2415-2439.
［20］赵正佳. 需求不确定且依赖于价格下全球供应链数量折扣及其组合契约［J］. 管理工程学报, 2015, 29(3):90-99.Zhao Zhengjia. Quantity discount and its combined contract for global supply chain under uncertain and price-dependant demand［J］. Journal of Industrial Engineering and Engineering Management, 2015, 29(3):90-99.
［21］曹裕, 胡韩莉, 万光羽. 碳限额与交易机制下考虑汇率波动的供应商选择与分配［J］. 系统工程理论与实践, 2016, 36(7):1676-1686.Cao Yu, Hu Hanli, Wan Guangyu. Supplier selection and order allocation with currency fluctuation under carbon cap and trade［J］. Systems Engineering - Theory & Practice. 2016, 36(7): 1676-1686.
［22］刘洋, 马永开. 基于收益共享——回购的跨国供应链汇率风险管理［J］. 系统工程, 2016,34(8):108-115.Liu Yang, Ma Yongkai.Global supply chain exchange rate risk management based on buy-back-revenue-sharing contract［J］. Systems Engineering, 2016,34(8):108-115.
［23］任龙, 刘骏, 周学广. 考虑外汇风险的保理融资研究［J］. 中国管理科学, 2017,25(9):67-74.Ren Long, Liu Jun, Zhou Xueguang. The value of factor financing,a foreign exchange risk consideration［J］. Chinese Journal of Management Science, 2017, 25(9): 63-70.
［24］林元烈. 应用随机过程［M］. 北京: 清华大学出版社, 2002.Lin Yuanlie. Applied stochastic processes［M］. Beijing: Tsinghua University Press, 2002.

[1]	陈杰,邢灵博,李胃胜,陈志祥,陈崇萍. 不完备质量下带有风险厌恶的库存决策模型[J]. 中国管理科学, 2024, 32(2): 54-64.
[2]	武博, 官雨娴, 陈杰, 陈志祥. 带有马尔可夫竞争因子的多产品报童模型[J]. 中国管理科学, 2019, 27(5): 96-108.
[3]	陈杰, 唐萍, 高腾. 带有多元马氏需求的多产品报童模型[J]. 中国管理科学, 2017, 25(2): 57-67.
[4]	陈杰, 陈志祥. 具有多元马氏需求的多产品多阶段库存优化模型[J]. 中国管理科学, 2015, 23(5): 151-160.

多重随机环境下跨国采购和定价联合决策模型

Joint Decision Model of Transnational Procurement and Pricing in Multiple Stochastic Environments

PDF (PC)

可视化

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 4

Metrics

本文评价

推荐阅读 0