不确定价格下制造商的多阶段最优订购策略

Multi-stage Optimal Ordering Strategy for the Manufacturer under Uncertain Prices

为研究国际供应链中制造商的多阶段最优订购策略,建立了制造商的随机净现金流模型.模型中假设该供应链由不同国家的单制造商和单供应商组成,制造商与供应商之间通过数量柔性契约确定供给关系,汇率波动服从几何布朗运动,制造商对其客户可缺货.用二项式网格方法求解该模型,即可求得各阶段的最优订购策略.求解的效率与订购的阶段数以及各阶段可行解集合的大小正相关.用算例验证了该模型及求解方法的合理性.

To study multi-stage optimal ordering strategies for the manufacturer under uncertain prices, a stochastic net cash flow model was proposed in view of the manufacturer. In the model, it is assumed that the supply chain is composed of a single manufacturer and a single supplier from any country in the world, their contract is quantity-flexible, exchange rate changes as geometric Brownian motion, and out-of-stock is allowable by the manufacturer. The optimal strategies can be obtained by solve the model with binomial lattice method. The efficiency for solving the model is positively dependent on the number of ordering and the size of the feasible solution set of every ordering period. The feasibility of the model and the algorithm for solving it were verified with an example.