基于现货市场的供应链博弈模型

Supply Chain Games Model with Spot Market

构建了现货市场价格及市场需求均不确定的供应链博弈模型,分析了风险中性供应商的批发价决策、风险厌恶制造商的采购决策,证明博弈均衡存在且唯一。通过解析分析及数值实验探讨了风险态度、现货价格和需求波动及其相关性对供应链博弈的影响。结果表明:1)制造商因规避风险会减小采购,这降低了供应链总效用;2)现货市场存在时制造商会减小向供应商采购的数量,这降低了供应商的利润,但提高了供应链总效用;3)现货价格与市场需求的相关关系让供应商掌握主动,但会降低制造商及整个供应链的绩效。

The supply chain games with both spot price and market demand uncertainties is modeled. The risk-neutral supplier determines wholesale price, and then the risk-averse manufacturer determines order quantity. The existence and uniqueness of the equilibrium is proved. Theoretical analysis and numerical experiments show the impacts of risk attitude, spot price fluctuation, demand uncertainty and their correlation. Main results： 1）Risk-a-verse manufacturer reduces order quantity to protect himself, which lowers the total welfare of the supply chain. 2） The spot market diversifies the manufacturer＇ s procurement portfolio. It results in a reduction of order and thereby profits of the supplier, but a rise in the performance of the ehain. 3）The correlation of spot price and market demand enhances bargaining power of the supplier, but results in a decline in the supply chain performance.