摘要
针对企业大宗原材料采购容易受到上游价格和下游需求的不确定性影响这一问题,本文以制造商(或分销商)多阶段采购决策为研究对象,建立了包含期货、期权和现货三种采购方式的多阶段组合采购决策模型,以此来应对采购中的价格风险和库存风险.结合某钢构厂原材料采购问题,采用蒙特卡罗仿真方法进行求解.通过对比组合方式与现货方式的求解结果,证明了组合采购方式能够在各种采购环境下为采购商带来更高更稳定的利润,所提出的组合采购决策模型能够有效的规避风险。
Procurement of bulk materials is always susceptible to price volatility and uncertain demand.This paper studies the multi-stage procurement when materials＇ price and customer demand are uncertain,and proposes a multi-stage portfolio-based procurement model which includes long-term contract,option contract and spot procurement,to deal with the price and inventory risks.By using the Monte Carlo simulation method and comparing the numerical results,we prove that the portfolio approach can well address the various risks in procurement,and bring higher and more stable profit,especially when the demand or price exhibit significant variability.
出处
《运筹与管理》
CSCD
北大核心
2011年第4期149-154,164,共7页
Operations Research and Management Science
基金
国家自然科学基金(71071126)
教育部新世纪优秀人才支持计划(NCET-08-0449)
关键词
采购
组合策略
蒙特卡罗仿真
期权合约
procurement
portfolio strategy
monte carlo simulation
option contract
