供需不确定下基于M-CVaR的供应商选择与订单分配研究

Supplier Selection and Order Allocation Based on M-CVaR under Supply and Demand Uncertainty

在供需不确定环境下,企业难以精准地预测供应链上游的供给能力和下游市场的实际需求。在解决如何决策供应商组合和订单分配这一基本问题外,企业还需评估潜在风险并在风险和成本之间寻求平衡点。因此,文中对供需不确定下的供应商选择与订单分配问题进行研究,利用均值-条件风险价值(Mean-Conditional Value at Risk,M-CVaR)构建了风险规避的决策模型。数值分析表明:选择合适的供应商数量可以有效降低来自供需两端不确定性的影响;成本随风险规避水平的增加而增加。当风险规避水平较低时,置信水平的变化对决策的影响较小,且增加成本可以显著降低风险。

It is difficult for enterprises to accurately predict the supply capacity in the upstream of the supply chain and the actual demand in the downstream market under the uncertainty of supply and demand.In addition to solving the basic problem of how to make decisions on supplier portfolio and order allocation,enterprises need to assess the potential risks and seek a balance between risk and cost.Therefore,this paper studies the supplier selection and order allocation problem under supply and demand uncertainty,and constructs a decision-making model with risk aversion by means of M-CVaR.The numerical analysis results show that selecting the right number of suppliers can effectively reduce the impact of uncertainty at both ends of supply and demand,and the cost increases with the level of risk aversion.When the level of risk aversion is low,the change in the confidence level has less impact on the decision-making,and increasing the cost can significantly reduce the risk.