基于期权与现货市场的生产商产量安排研究

Manufacture output arrangement based on option and spot markets

运用博弈论及最优化方法,研究了现货市场与合约市场共存时,供应链厂商的运作策略,包括生产商的渠道选择与产量分配策略及采购厂商的采购策略等,得出了生产商最优产量与现货市场价格下限成正比等结论.

This paper makes use of game theory, as well as optimal method, discusses competition behavior of supply chain, including channel choice and output arrangement strategies of manufacturer as well as purchase strategies of buyer in coexistence of spot market and contract market, get result that the optimal output of manufacturer is proportional to lower limit price of spot market.