【作者】 王婧；

【导师】 陈旭；

【作者基本信息】 电子科技大学 ， 管理科学与工程， 2011， 博士

【摘要】 生鲜农产品作为人们生活的必需产品,关乎国计民生。生鲜农产品只有实现稳定、持续、高效的发展和流通,才能满足全面建设小康社会的需要。生鲜农产品本身就具有一些特有的属性(例如:产品鲜活性、流通环节容易损耗、有一定的自然周期、容易受到外界自然环境的影响等),生鲜农产品作为传统的易逝性产品,就相对于其他耐用性产品而言,其流通及其供应链管理便有了更高的要求。然而,目前我国生鲜农产品的交易方式仍然较为落后,基本上还是以“面对面”的对手交易为主体,生鲜农产品的供应链管理仍然处于较为初级的阶段,因此,生鲜农产品自身所具有的易逝的特性以及目前我国生鲜农产品供应链的基本现状,决定了生鲜农产品的供应链管理是我国农产品供应链管理的一个重点和难点。目前,期权合同作为供应链风险(包括需求、供应和价格风险)对冲的一种有效工具,在供应链管理中正变得愈加受欢迎。本论文针对生鲜农产品易逝的特性,考虑生鲜农产品流通过程中产生的流通损耗以及产品的新鲜度,将期权合同运用于生鲜农产品供应链的管理之中,对考虑期权博弈(包括纵向博弈和横向博弈)的生鲜农产品供应链管理的随机模型分别进行研究。本论文的主要研究内容如下:第1章,绪论。本章首先介绍论文的相关研究背景,阐述了论文研究的理论意义和实践意义;其次,在大量文献进行分类总结的基础之上,重点、详细回顾了供应链管理理论、国内外基于农产品供应链的研究现状、期权博弈理论、国内外有关期权博弈的研究现状;随后,对本论文的具体研究内容和论文的整体结构进行了简要的介绍。第2章,考虑流通损耗的一对一供应链的零售商订货模型。本章首先对即将运用到的模型理论(包括:经典的报童模型理论、易变质产品库存模型理论)进行了简要回顾;随后,以期权纵向博弈为导向引入产品的流通损耗,重点考虑该供应商既提供生鲜农产品现货的订购又提供农产品期权合同的订购,研究零售商的订货模型。本章通过模型建立与求解得到了该零售商同时订购现货与期权时的最优订购量与最大期望利润,讨论了期权合同对零售商订货策略的影响,并且对部分影响因素进行了模拟仿真实验,最后,对本章内容进行小结。第3章,考虑流通损耗的两对一供应链的零售商期权订货模型。本章以期权博弈(既包括纵向博弈,又包括横向博弈)为导向,同样引入产品的流通损耗,考虑两个供应商同时提供期权合同订购的情形,而根据期权执行价格的高低可以反映产品质量的优劣,来研究零售商的订货模型。本章通过模型建立与求解首先得到了零售商分别向这两个供应商订购期权时的最优订购量和最大期望利润,随后讨论了零售商单独向某一个供应商订货时的订货策略;其次,本章通过模型建立与求解也得到了零售商同时向这两个供应商订购期权时的最优订购量和最大期望利润;再次,通过各模型及其解析解之间的分析与对比,讨论了零售商面临两个不同的期权供应商时的订货策略模型;随后,还对部分影响因素做了模拟仿真实验;最后,对本章内容进行小结。第4章,考虑产品新鲜度的一对一供应链的零售商订货模型。本章以期权纵向博弈为导向,引入产品的新鲜度,研究供应商向零售商同时提供产品和期权的订货模型。本章假设已知的市场需求与产品新鲜度因子有关,从生鲜农产品零售商的角度研究其最优订货模型。分别建立了无期权合同、有期权合同的零售商订货模型;随后,分析讨论了期权合同对零售商最大期望利润的影响,并且对其进行了数值模拟分析;最后,对本章内容进行小结。这一章是论文引入产品新鲜度研究的基础,为下一章(即第5章)的供应链管理策略模型的研究做好铺垫。第5章,同时考虑产品新鲜度和流通损耗的一对一供应链管理策略模型。是在第4章的研究基础之上,以期权纵向博弈为导向,又引入产品的流通损耗,研究了已知的市场需求下,单个供应商与单个零售商的供应链管理策略模型。本章假设该已知的市场需求与生鲜农产品的产品新鲜度因子有关,引入产品的流通损耗,从供应商与零售商的视角来研究整个供应链的策略模型。首先是建立无期权时的零售商订货策略模型,得到其最优订货量与最大期望利润,相对应的建立供应商运送策略模型,并由此得到无期权时的供应商最优运送量与最大期望利润;其次是建立有期权时的零售商订货策略模型,也得到了其最优订货量与最大期望利润,同样建立相对应的供应商运送策略模型,并由此得到有期权时的供应商最优运送量与最大期望利润;再次,从零售商的角度讨论期权前后对其订货策略的影响,同时从供应商的角度讨论期权前后对其运送策略的影响;随后,对部分影响因素进行了模拟仿真实验;最后,对本章内容进行小结。第6章,结论和展望。首先从论文各大章节的研究内容中,将得到的研究结论进行归纳总结,并得出相应的有意义的管理启示,并且总结了本论文的创新点所在;随后,对论文的未来研究方向提出进一步研究展望。更多还原

【Abstract】 Fresh produce is the necessity of our life, and is correlative with the national economy and the people’s livelihood. Fresh produce’s development and circulation with stabilization, persistence and efficiency, it would be satisfied the building social’s need. Fresh produce has its own attributes (such as: fresh, natural wastage in circulation, short life cycle, infection by natural environment and so on), these factors above and the basic actuality of fresh produce supply chain of our country, which deciding the risk management of fresh produce supply chain is the emphases and difficulties in research. On the other hand, the fresh produce’s trade mode of our country is drop behind of the world level, which is a majority of the“face to face”trade mode, as a result, it increases the market risk of the fresh produce circulation. However, to manage the costly risks just mentioned, options contracts are becoming increasingly popular in supply chain management. Derivatives have been used to manage risk at companies such as: IBM printer division, Sun Microsystems, Hewlett Packard Company and so on. This thesis researched the fresh produce supply chain, combining the risk management with options games, in order to research and discuss its stochastic models. The main contents of this dissertation were as followed:In chapter 1, which was the Introduction, first of all, the relative background was introduced, and the theory and practice meaning was expatiated. Then, based on the summary of relative references, not only domestic but also foreign researchers on the fresh produce supply chain management and options contracts with risk management problems were summarized. After that, the main research contents and methods of the thesis were pointed out.In Chapter 2, the circulation wastage was introduced in the stochastic models, and one-supplier with one-retailer case was researched. First of all, the foundational theory and method of the thesis was discussed, which included Newsboy Model Theory, Deterministic Inventory Model for Deteriorating Items Theory. The one-supplier which could offer the produce as well as the options contract, and the retailer’s optimal procurement decisions was studied. The conclusions with models comparing and the conclusions after numerical study were gotten, and then the brief summary was suggested.In Chapter 3, the produce’s circulation wastage was introduced, and two-supplier with one-retailer case was researched. The two-supplier which could only offer the options contract, which reflecting the produce’s quality by option executing price, and the retailer’s optimal procurement decisions was studied. Firstly, the maximized profit models which were the retailer ordered the options contract from anyone supplier and got each optimal ordering quantity and the maximum profit. Secondly, the chapter researched the model about the retailer ordering from both suppliers. After that, the conclusions with comparing and the conclusions after numerical study were gotten, and finally the brief summary was suggested.In Chapter 4, the fresh produce’s fresh degree was introduced in the stochastic models, and one-supplier with one-retailer case was researched. It is supposed the demand would be affected by the farm produce’s fresh degree, and the retailer’s procurement models both without options case and with options case were built. After that, the conclusions with comparing and the conclusions after numerical study were gotten, and finally the brief summary was suggested. Furthermore, this chapter was the base of the next chapter with produce’s fresh degree.In Chapter 5, was based on chapter 4, with the circulation wastage introduced into, and the supply chain management policy about one-supplier with one-retailer case was researched. Firstly, the retailer’s optimal procurement decision and the supplier’s optimal carrying decision both without options case and with options case are gotten by building models. After that, the conclusions both from the supplier’s point of view and from the retailer’s point of view with comparing and the conclusions after numerical study were gotten, and finally the brief summary was suggested.In Chapter 6, which were the part called Conclusions and Further Research. The main conclusions and innovation points from the above chapters of the dissertation were summarised and the perspective for the further research were pointed out.更多还原