考虑提前期压缩的Newsvendor型产品供应链契约协调模型

时间管理是增强供应链竞争的优势之一,基于时间竞争的供应链管理核心在于提前期压缩。本文将提前期压缩视为可控决策变量,将批发价格结构、生产成本结构和市场需求的预测结构设定是关于提前期压缩的一般性范式函数关系,建立了考虑提前期压缩的Newsvendor型产品供应链契约协调模型。在一般性范式函数下的研究剔除了具体函数类型对问题的干扰,使得结论更具普遍性,更能突出提前期压缩的变动对供应链系统的最优决策和协调性的影响。文章首先证明考虑提前期压缩时集中供应链系统最优决策的存在性,并给出最优提前期压缩的求解方法和具体函数表达式;然后以回购契约和收益共享契约作为供应链管理的激励机制,讨论在考虑提前期压缩时,这两类契约对分散供应链系统的协调性。研究结果表明:回购契约和收益共享契约均可以协调供应链系统,但协调性受限于供应商的单位批发价格结构、单位生产成本结构以及零售商关于市场需求预测结构;最后通过数值分析验证文章结论的有效性,并对比分析回购契约与收益共享契约的等价性。

带有两生产模式的Newsvendor型产品供应链协调模型

已有的考虑两生产模式和期末二次订购的Newsvendor型产品供应链协调模型存在2个主要问题:①在集中决策下,供应链系统整体的期望利润表达式有误,并非为制造商和销售商在分散决策下各自期望利润的简单之和;②文献所提供的协调策略并不能使得供应链系统期望利润达到最大化。在修正已有文献中相关错误的前提下,重新建立了带有两生产模式的Newsvendor型产品供应链协调模型,提出了一个改进的收益共享契约来实现供应链的完美协调。最后,通过数值算例验证模型的优越性。

南水北调东线Newsvendor优化模型

结合南水北调东线工程实际,对南水北调东线水资源供应链系统进行了界定,考虑准市场条件下南水北调东线供应链的优化问题,在降雨服从随机分布条件下分别建立了需求与降雨无关、需求与降雨相关情形下的南水北调东线供应链Newsvendor优化模型,并进行了算例分析,研究表明:需求与降雨相关情形下的最优生产量不高于需求与降雨无关情形下的最优生产量;无论是需求与降雨无关还是需求与降雨相关情形,江苏系统供销商的最优生产量对于本地终端零售价和本地缺水成本不太敏感,随着外地批发价和外地缺水成本的增大而增大,随着持有成本的增大而减小,随着供销商的降雨量利用比率的增大而减小;其中,需求与降雨相关情形,最优生产量还随着本地终端用户的降雨量利用比率的增大而减小。论文对于南水北调工程优化运营调度的理论和实践有一定的学术价值和应用价值,同时对于丰富Newsvendor优化模型的理论和应用推广有着积极的意义。

Downside Risk-Aversion Analysis for a Single-Stage Newsvendor Problem

We extend the classical newsvendor problem by introducing a downside risk constraint from the perspective of inventory control. At the beginning of a replenishment period the newsvendor will place an order, then he will review the inventory level at the end of the period. If the inventory level is positive then he will bear the holding cost and if the inventory level is negative then he will bear the backorder cost. The optimal order quantity has a simple form. We analyze the form of the optimal order quantity when we restrict that the probability that the cost level is larger than or equal to a fixed cost constant is less than a fixed value of probability. At last, we analyze the case that the fixed cost constant is equal to the expected cost.

基于Newsvendor型产品特性的FJSP问题研究

针对新时代环境下Newsvendor型产品销售期短、期末未出售产品价值递减的产品特点,生产链要求位于上游的供应商必须快速加工出所需的工件,否则将面临着线性递增的拖期惩罚。在面对基于Newsvendor型产品的柔性作业车间调度问题时,设计了一种加入禁忌搜索的混合遗传算法,扩大了解的搜索范围,避免了传统遗传算法容易陷于局部最优的缺陷。最后利用混合遗传算法对一个仿真案例进行求解。

A Newsvendor with Priority Classes and Shortage Cost

We consider an extension of the standard newsvendor problem by allowing for multiple classes of customers. The product is first sold to customers with the highest priority, and the remaining units (if any) are sold at a discounted price to customers in decreasing order of priority until all classes of customers have been served, limited only by the available stock. Unsold items, if any, have a salvage value. The demands of different priority customers are independent random variables with known probability distributions. The problem is to find the purchase quantity that maximizes the expected profit. We show that this problem actually reduces to the standard newsvendor problem with the demand distribution being a mixture of the input demand distributions. Since this mixture of distributions is typically hard to handle analytically, we propose a simple general heuristic which can be implemented using different types of distributions. Some of these implementations produce near optimal solutions. We tested these implementations for the case of two demand classes of customers and found that they outperform previously published heuristics in almost all instances. We suggest applications for this model in the Chinese pharmaceutical industry, apparel industry, and perishable goods among others. We also propose an extension involving shortage cost.

带有两货栈的Newsvendor型产品随机存贮模型

到目前为止,几乎所有有关两货栈(一种是己有货栈,记作OW,另一种是租用货栈,记作RW)库存问题的研究都是在确定性需求模式下展开的。然而在实际中,经常可以看到出售季节性产品的销售商在己有货栈容量不足的情况下,通过租用货栈来存贮多余的产品。因此,建立了带有两货栈的Newsvendor型产品随机库存模型。与现有的报童模型及其推广不同,现假定了库存系统有两次订购机会,给出了相关系统解的存在唯一性,同时也给出了判断系统是否需要租用其它货栈的充要条件以及模型的求解程序。最后,通过数值例子显示了本模型在实际中的应用。

考虑提前期压缩的Newsvendor型产品供应链协调模型

在假定制造商的单位生产成本是关于提前期的减函数的前提下,将提前期视为可控决策变量,建立了带有提前期压缩的Newsvendor型产品供应链协调模型,讨论了提前期压缩对供应链及其成员收益的影响,并利用由回购和回扣/惩罚所组成的联合契约实现了供应链的协调.数值仿真分析结果验证了结论的正确性.

基于样本划分的数据驱动报童问题研究

大数据时代的到来为企业库存管理带来了前所未有的机遇,同时也对其相应的决策方法提出了新的挑战。高效利用实时市场数据支撑库存管理智能决策已经成为企业提升库存管理效率的关键。传统库存管理研究是基于需求预测的基础上再做库存决策。而近年来流行的数据驱动库存管理方法是跳过需求预测的过程,直接建立需求数据与库存决策的关系。本文研究数据驱动的经典报童问题,其随机需求分布是未知的,报童只有若干期历史的需求数据。本文基于数据样本划分提出了新的数据驱动鲁棒优化方法来解决报童的订货问题。该方法通过将需求数据样本划分成不同的区间来构造随机需求分布的模糊集,从而求解相应的鲁棒优化问题。理论证明了该方法随着样本量的增加,其解收敛于最优解。数值实验表明相对已有的鲁棒方法,新方法具有相对弱的鲁棒性,但平均性能更好,并且计算复杂度相对小很多。同时表明本文提出的样本划分鲁棒方法比SAA等数据驱动方法具有更好的平均性能和更强的鲁棒性。

行为运营管理研究综述

经理人的决策质量对于实现高效运营管理至关重要。然而,在商业实践中,经理人的决策过程常常伴随着非理性行为,并最终导致决策偏差。决策偏差是企业无法实现高效管理的根本问题,其成因广泛、机理深邃,治理困难,因此面临着重大的研究挑战。近年来,学术界针对运营管理中的各种场景,尤其是库存和供应链管理,进行了一系列研究。这些研究广泛识别了不同类型的决策偏差,并反复检验了这些偏差的稳健性,探索了决策偏差的形成机制和干预治理方法。然而,现有的研究视角广泛,方向零散,缺乏对决策偏差的系统性认知和梳理。因此,本文系统性地讨论库存与供应链管理中的决策者行为偏差问题,分析其科学内涵和形成机理,并对一些重要进展进行梳理和凝练。同时,对其研究与实践的未来方向进行了展望,为学术研究和业界应用提供关于决策偏差的深入洞察,以期实现“知偏识正”。

基于报童模型的供应链网络均衡决策研究

在不确定性需求下构建了基于报童模型的两层供应链网络,供应链网络是由原料供应商、产品生产商和需求市场构成。针对不确定性需求引入报童模型到供应链网络均衡模型中,用于供应链网络中厂商的产量和价格决策。模型构建了基于报童模型的变分不等式来表达供应链网络在不确定性需求下的均衡条件。最后,通过数值案例给出了需求均匀分布下,方差对于产品价格、原料供应商产品流量的影响分析。

A PRICE-SETTING NEWSVENDOR MODEL UNDER CVAR DECISION CRITERION WITH EMERGENCY PROCUREMENT

In this paper, we consider a newsvendor model in which a risk-averse manager faces a stochastic price-dependent demand in either an additive or a multiplicative form. An emergency purchase option is allowed after the realization of demand to satisfy the units that are short. By adopting Conditional value-at-risk （CVaR） as the decision criterion, we aim to investigate the optimal pricing and ordering decisions, and the effects of parameter changes in such a setting. We provide sufficient conditions for the uniqueness of the optimal policy for both demand models. We perforl~, comparative statics analysis to show how the optimal pricing and ordering decision behaves when changing parameters. We also compare our results with those of the newsvendor with a general utility function and with CVaR criterion under lost sales assumption. Our key results include： （i） For both demand models, the optimal selling price is decreasing in risk aversion. Hence, the optimal price of a risk-averse newsvendor is not greater than the optimal price of a risk-neutral newsvendor. （it） In contrary to the lost sales case, for the multiplicative demand model, the optimal order quantity may not be monotonic in risk aversion. Consequently, the optimal risk-averse order quantity may be lower or higher than the optimal risk- neutral counterpart. （iii） For the additive model, the optimal order quantity is strictly increasing in the emergency purchase price, while for the multiplicative model the optimal order quantity has no such a monotonic property. Some numerical examples are conducted to verify our claims and gain more insights about the risk-averse decision-making behaviors.

多产品救援物资的储备决策:一个扩展的Newsvendor模型

储备一定数量的救援物资用于应对可能的灾害事件对于改善救援工作的绩效有着重要的意义。在考虑救援组织机构面对多种可能的灾害事件的基础上,本文利用一个二阶段交付过程模型来刻画灾害事件发生后救援物资的交付。该模型明确救灾组织在灾害事件发生后首先交付储备物资,如果需求短缺则再综合利用社会捐赠物资和应急采购满足剩余需求。以期望总成本最小化为目标,在需求全部被满足的前提下,本文建立了多产品救援物资的储备决策模型,并给出了其最优解的隐函数形式。进一步,考虑救灾物资储备存在预算限制,研究了具有预算限制的多产品救援物资储备决策模型,并设计了一种二分法的求解算法。数值算例的计算结果则对所建立模型及算法进行了检验。

考虑库存风险的服装行业新产品预售策略博弈研究

电子商务时代,服装行业线上销售的退货率居高不下。为缓解高退货率连带的库存风险,部分服装企业采用超长预售策略,在相对较长的预售期内次第发货满足顾客订单。在此现实背景下,文章基于报童模型,探讨商家在正常预售和超长预售中的策略选择,并求解两种策略的最优定价、产量、利润和可行条件。结果表明:当需求不确定性较大且产品残值较小,预售时长在合理的范围内且顾客更愿意等待时,应选择超长预售策略,反之选择正常预售策略;并且,超长预售策略能够显著降低库存剩余风险。研究结论对服装企业的预售决策和库存管理具有一定的现实参考价值。

A RISK-AVERSE NEWSVENDOR MODEL WITH LIMITED CAPACITY AND OUTSOURCING UNDER THE CVAR CRITERION

For seasonal products, the retailers usually launch various marketing ettorts, llKe aaverusmg tmu promotion, to promote them in a selling season. While facing large demand from the customers, one should take the capacity constraint and outsotlrcing into consideration. Considering the shorten life cycles of most products, in this paper we adopt the traditional newsvendor model to investigate the optimal marketing effort along with optimal order quantity. We address the risk aversion issue and characterize the influence of the sellers＇ risk propensity with CVaR criterion, and we develop an effective algorithm to obtain the optimal strategy. The impact of sellers＇ risk propensity on the performance of the system is illustrated via numerical examples, The innovation of this paper is threefold. First, the optimal joint strategy of the marketing effort and order quantity is investigated and an efficient algorithm to find the optimal strategy is developed. Second, the capacity constraint option and an outsourcing strategy are studied jointly for excess products. Finally, the risk propensity of the seller and its influence are investigated by using the CVaR criterion, through which we obtain some new managerial insights.

THE DISTRIBUTION-FREE NEWSVENDOR PROBLEM WITH BALKING AND PENALTIES FOR BALKING AND STOCKOUT

This paper investigates the ordering policy for the newsvendor problem with customer balking and penalties for balking and stockout. Our analysis is based on the assumption that only the mean and the variance of the demand distribution are known. In contrast to the existing research, we provide a new tradeoff tool as a replacement of the traditional one to weigh the holding cost and the goodwill cost segment： the balking penalty cost and the stockout penalty cost. Specifically, in addition to the stockout penalty, we also introduce the balking penalty, provide a new proof of the optimality of robust ordering policy to guarantee that the lower bound of expected profit obtained by us is tight, and get an robust optimal order quantity which is an exact solution but not an approximate one as before. Numerical experiments are conducted to illustrate the effect of penalties for balking and stockout.

A Note on“Prospect Theory and the Newsvendor Problem”

Based on the newsvendor setting,many behavioral models are proposed to predict the biases of decision makers in inventory management.Recently,Nagarajan and Shechter(Manag Sci 60:1057–1062,2014)claimed that prospect theory cannot explain the consistent empirical findings.However,it is noticed that their model is a special case of the general prospect theorymodel.In this note,we showthat the general prospect theory model may be powerful in predicting the preferences of decision makers in inventory management.

Prospect Theory and the Newsvendor Problem with Mental Accounting

The manner in which economic outcomes are coded in a value function is critical because it has substantial influence on the evaluation of risky choices.In this paper,we formulate multiple mental accounts in a nonlinear value function and propose a newsvendor problem with mental accounting to predict and explain pull-to-center phenomenon.We show that the distinctive predictions of the proposed model come from the value function with mental accounting.We identify the individual and combined effects of loss aversion,risk aversion,and risk seeking on shaping newsvendor ordering behavior.Our work demonstrates that prospect theory can explain the decision bias and ordering behavior observed in newsvendor experiments.We also provide some additional insights to explain the studies in the literature.

“蔬菜类商品的自动定价与补货决策”问题解析

给出2023年“高教社杯”全国大学生数学建模竞赛C题“蔬菜类商品的自动定价与补货决策”的可行解法,并对赛题评阅中发现的问题作了简要的评述.该题旨在通过对6个典型蔬菜品类的交易数据进行分析,探索蔬菜类商品的订购和定价问题.蔬菜需求具有明显的时间趋势和价格敏感性,由于保鲜期短,通常采用每日补货的运营方式.首先,通过剥离销量的时间效应,揭示销量的分布规律、价格与销量的耦合关系以及品类之间的相关性;其次,利用随机优化,建立优化模型并对补货和定价策略进行求解;最后,基于成本预测并叠加销量的时间效应,得到最优的补货量和销售价格.

An integrated stochastic model and algorithm for multi-product newsvendor problems

In this paper,a multi-product newsvendor problem is formulated as a random nonlinear integrated optimization model by taking into consideration the selling price,the producing and outsourcing quantities,and the nonlinear budget constraint.Different from the existing models,the demands of products depend on the prices,as well as being timevarying due to random market fluctuation.In addition,outsourcing strategy is adopted to deal with possible shortage caused by the limited capacity.Consequently,the constructed model is involved with joint optimization of the producing and outsourcing quantities,and the selling prices of all the products.For this model with continuous random demands,we first transform it into a nonlinear programming problem by expectation method.Then,an efficient algorithm,called the feasible-direction-based spectral conjugate gradient algorithm,is developed to find a robust solution of the model.By case study and sensitivity analysis,some interesting conclusions are drawn as follows:(a)Budget is a critical constraint for optimizing the decision-making of the retailer,and there exist different threshold values of the budget for the substitute and complementarity scenarios.(b)The price sensitivity matrix seriously affects the maximal expected profit mainly through affecting the optimal outsourcing quantity.