柔性供应链中的三阶段期权型契约模型

Analysis of Option Contracts in the Flexible Supply Chain

消费者需求不确定性的上升导致企业预测需求成本不断增加,研究了在一类生产并销售生命周期较短产品的柔性供应链中,制造商和零售商之间的期权型订货契约问题。采用三阶段动态优化模型描述零售商的柔性采购策略,然后,解出零售商的最优决策,并在理论上证明了期权契约的有效性。最后,分析了产品生命周期、制造商生产能力和市场信息质量对零售商最优决策的影响。

Increasing uncertainty in markets leads to increasing cost in forecasting custom demand, which makes flexible stock mechanism necessary for enterprises in supply chains. This paper focuses on the option contract between the manufacturer and the retailer in a supply chain that manufactures and sells a kind of short-life-cycle products. A three-stage stochastic optimization model for the option contract is built and the retail＇s optimal policy is presented. The validity of the option contract is established theoretically and the effect of life cycle of the product, capacity of the manufacturer and the market information on the retailer＇s purchasing policy is discussed.