摘要
针对单个制造商和单个销售商组成的多周期单产品两级供应链协调问题,建立了期权与数量柔性契约相结合的决策模型;需求的不确定性通过有限的情境描述,采用逐步对冲算法对基于情境的随机规划模型进行求解,给出了销售商最优的期权购买量和初始订货量以及制造商最优的原材料采购量和产品生产量;最后通过数值仿真实验验证了所提出模型的有效性.
The coordination problem of a multi-period supply chain for single type of products composed of one manufacturer and one retailer is discussed. In such a supply chain, a decision-making model is proposed by combining quantity flexibility contract with options. The demand uncertainty is described by a finite number of the possible scenarios. The stochastic programming model based on scenarios is solved through progressive hedging algorithm. In this algorithm, optimal option purchase quantities and order quantities for the retailer and optimal raw materials purchase quantities and production quantities for the manufacturer can be calculated. Finally, a numerical simulation experiment is given to validate the effectiveness of the proposed model.
出处
《控制与决策》
EI
CSCD
北大核心
2014年第5期860-866,共7页
Control and Decision
基金
国家自然科学基金项目(70771031)
黑龙江省教育厅面上项目(12532070)
关键词
供应链协调
数量柔性契约
随机规划模型
期权
supply chain coordination
quantity flexibility contract
stochastic programming model
option
