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N级供应链非线性系统牛鞭效应的Lyapunov指数计算

Calculation of Lyapunov Exponent of Bullwhip Effect in Non-linear Multi-echelon SC Models
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摘要 供应链是一个开放的复杂系统,最直接的体现就是牛鞭效应。近年来,关于这种需求放大现象的研究已经从传统的统计学领域转移到复杂性领域,尤其通过混沌理论可以进行有效的分析和仿真,Lyapunov特征指数就是判定动力学系统混沌程度的参数之一。重点研究N级供应链系统,通过对ARMA(1,1)需求过程牛鞭效应的Lyapunov特征指数计算,讨论了在不同参数条件下,系统的混沌特性,找到了当前置期Ln、L1奇偶性不同时,系统稳定临界点位于ρ=-0.4处,为研究N级供应链的复杂性提供了理论依据。 The paper analyzes the bullwhip effect problem generated by ARMA (1,1) process and calculation of Lyapunov exponent in multi-echelon supply chain, discusses the stability conditions of the model and offers a theoretical base for studying the complexity of integrative supply chain management.
作者 徐岗 封云
出处 《物流技术》 2009年第11期166-169,共4页 Logistics Technology
关键词 混沌 牛鞭效应 Lyapunov特征指数 N级供应链 Chaos bullwhip effect Lyapunov exponent multi-echelon supply chain
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