考虑风险规避行为的弹性供应链网络集成优化

A Research on Integrated Optimization of Resilient Supply Chain Network Considering Risk-averse Behavior

基于前景理论对多维风险环境下的弹性供应链网络设计和运作集成优化问题进行了研究,使用了能够反映决策者风险规避行为特征的效用函数,通过随机情境生成技术模拟多维风险环境,并使用非线性缺货惩罚成本限制缺货量,从而确保供应链网络具有应对多维风险环境的弹性,在此基础上建立多周期非线性混合整数随机规划模型。文中给出了模型求解的线性转化方法与求解算法,并通过具体的数值算例与灵敏度分析验证了优化模型的有效性与实际应用价值。

The design and operational strategy optimization of resilient supply chain network under multi- dimension risk environment is focused on, with decision makers＇ risk-averse behavior considered in the u- tility function, stochastic scenarios used to simulate the multi-dimension risk environment and nonlinear shortage penalty cost function used to restrict the shortage, which assures the resilience of the supply chain network under multi-dimension risk environment. Based on the process above, a nonlinear mixed integer stochastic programming model is built. The piece-wise linearization approach and SAA （sample average approximation） solution method are used to solve the nonlinear optimization model. The effectiveness and practical value are tested through a case study and sensitivity analysis.