【作者】 李绩才；

【导师】 周永务；

【作者基本信息】 华南理工大学 ， 工业工程与管理工程， 2014， 博士

【摘要】 近年来，随着人民生活水平的提升，消费者的需求日益呈现出多样化和个性化的趋势；科技的迅猛发展造成了产品更新换代不断提速，产品生命周期逐渐缩短。这些变化促使市场上越来越多的商品表现出季节性产品的特征，季节性产品在我国国民经济中占据着很大的比重。但由于季节性产品生产提前期长、销售期较短、需求不确定性大、未售出的产品残值很低等市场特性决定了生产或经销该类型产品的企业及其供应链系统面临着较大的经营风险。因而企业界迫切需要有相关理论来指导季节性产品及其供应链系统的运作管理问题。自上世纪以来，建立在报童模型基础上多方面扩展模型的研究正是为了解决这一问题，取得了较大的进展并获得了一系列的研究成果。然而，这些研究大多是基于企业的决策主体在决策过程中是完全理性和风险中性的假设，但是，近年来越来越多的实验或实证研究表明决策主体在不确定条件下的决策通常具有认知上的偏差和不同的选择偏好，这对季节性产品供应链的运作管理提出了新的研究课题。本学位论文以生产、经销季节性产品的企业及其供应链系统为研究对象，引入供应链参与企业的决策选择偏好（包括风险偏好、损失偏好）等因素，构建了一些与相关企业运作实际更为接近的季节性产品市场运作及其供应链协调管理的模型，决策内容涉及到单层经销企业的库存订货、广告投入和销售定价等运作策略以及多层系统之间的优化博弈与协调运作，从而从多个角度对已有的相关研究进行了进一步的拓展研究。具体研究内容如下：1.研究了CVaR准则下风险厌恶型季节性产品经销商的市场运作策略。首先，将广告宣传投入引进报童决策问题中，并采用CVaR作为风险度量准则，讨论了风险厌恶型零售商的最优广告投入与订货策略；进一步地，研究了广告投入和零售价格这两种因素对市场随机需求的影响，通过乘法需求形式建立了风险厌恶型零售商销售价格、广告费用及订货量联合决策的随机模型；并分别分析了零售商的风险厌恶程度对上述零售商最优运作策略的影响。2.开展了风险厌恶视角下基于CVaR准则的季节性产品供应链合作广告与订货量博弈决策分析。通过引入制造商的品牌性广告投入和零售商的地方促销广告投入对季节性产品随机市场需求的影响，并以CVaR准则描述供应链各参与主体的风险厌恶特征，分别给出了一体化决策和分散决策时双方广告投入以及销售期初的产品订购策略；然后，对这两种决策情形进行了详细的比较分析，发现只有当供应链整体的风险厌恶系数比零售商和制造商的风险厌恶系数均要大时，才可保证供应链系统在采取一体化决策时的运作绩效一定会优于分散决策情形时的的运作绩效；最后分别针对三种特殊情况，给出了一个利润共享契约以实现供应链系统达到协调。3.研究了谱风险测度下基于期权契约的季节性产品零售商的订购策略。通过引入考虑零售商风险态度的谱风险测度，首先构建了期权契约合作机制下基于零售商谱风险测度的商品订购决策模型，讨论了零售商最优现货订购量和期权订购量的存在性与唯一性；然后结合均值-CVaR风险谱函数，研究了在此风险测度下不同风险偏好零售商的具体订购策略，并揭示了零售商风险态度、期权契约等对其最优订购策略的影响。4.研究了考虑损失厌恶参与者的季节性产品供应链运作管理问题。针对季节性产品供应链中单层经销企业，通过引入广告投入费用对市场随机需求的影响，分析具有损失厌恶偏好的经销商最优的广告投入和库存订货策略；研究表明：在一定条件下，损失厌恶零售商的最优订货量和广告费用均低于风险中性零售商的最优订货量和广告费用，而且随着缺货成本的增加，损失厌恶零售商会逐步减少广告投入但却增加订货量。然后，针对由一个上游供应商和多个下游零售商组成的扇形季节性产品供应链系统，当下游多个零售商均为损失厌恶类型时，探讨收益共享契约机制下供应链系统的协调运作问题。上述研究及其成果不仅丰富了季节性产品供应链运作管理理论的内容，而且由于理论研究与现实情况更为吻合使得这些理论能够更好为国内大量存在的季节性产品加工或经销企业的运作管理实践提供决策支持。更多还原

【Abstract】 In recent years, with the enhancement of people’s living standards, consumers’ demand isincreasingly presenting lots of new characteristics such as diversification and personalization;and the rapid development of science and technology has caused the upgrading productaccelerates continuously and product life cycle is shortened gradually. Resulting from thesechange, more and more products have the characteristics of seasonal products which alsooccupy a large proportion in the national economy of our country. But due to theobvious characters of long production lead time,short sales period, low residual value ofunsold products in the end of period and uncertainty demand, operations of the seasonalproduct supply chain members are facing negative impacts and business risks. Therefore, howto make the decision for marketing operation and supply-chain management of seasonalproducts is a very challenging problem.Sinee1990s, a lot of researches built on the newsboymodel and extensive models have been conducted to solve above problem and lead to thesignificant progress in the theory of operational strategy and supply chain management ofseasonal products. However, the existing relevant researches mainly assume that businessdecision-makers are completely rational and risk neutral, but in recent years, more and moreexperimental and empirical studies tell us that decision-making under the condition ofuncertain environment usually has cognitive biases and different choice preferences, whichleads to a new research direction in the study of operational management of seasonal productsupply chain.Taking some businesses and supply chains which product or sell seasonal products asresearch objects, this dissertation builds several more practical models about marketingoperation and supply chain coordination of seasonal products, and takes into accountsome typical choice preferences (such as risk preference, loss preference) in decisionmaking by the participants. In these studies, we try to consider different decision contentswhich contain inventory ordering, advertising and pricing operation issues of a single-levelcompany as well as optimization game and coordination operation of a multi-level supplychain, and intend to make further extensive study on the related researches from differentaspects. The details are given as below.1.Reseach on the marketing and operation strategies of a dealers who is risk averse andsell some seasonal product to the end customers under the Conditional Value-at-Risk(CVaR)criterion. First, we consider the optimal advertisement cost and order policy under CVaRcriterion in a Newsboy model, where the retailer is risk averse and faces a random demanddepending on advertising expenditure. Then, this dissertation further extends the model above by considering the combined effect of advertising and pricing on random demand, and build astochastic model about the joint decision-making problem of advertising expenditure、retail pricing and order quantity for risk-averse retailers under uncertain demand. At last, theeffect of risk aversion on the above optimal operation strategies are also analyzed.2. Study on the cooperative advertising and ordering issue of a two-echelon supply chainwhere one risk-averse manufacturer sells a seasonal product through one risk-averse retailer.This dissertation uses conditional value-at-risk, i.e., CVaR to capture the risk-aversionpredispositions of the two participants, and assumes that the demand for the seasonal productis a random variable with arbitrary distribution and that it is subject to both the manufacturer’sand the retailer’s advertising expenditures. Under both centralized and non-centralizedsettings, the optimal cooperative advertising spending by the two supply chain members andthe ordering strategies at the initial stage of sales are deduced. The study finds that the supplychain is able to be coordinated only on the condition of the risk aversion coefficient of thewhole supply chain is no less than the bigger one of the risk aversion coefficients of theretailer and the manufacturer. At last the dissertation concludes by proposing a profit-sharingcontract to achieve supply chain coordination in three special cases.3. Research on the optimal ordering strategies for seasonal products based on spectrumrisk measure and option contract. In this dissertation, we incorporate retailer’s different riskattitudes by means of spectrum risk measure into the ordering decision model for seasonalproducts, and discuss the optimal ordering decisions of the retailer under the option contractmechanism. We show that the optimal ordering quantities of cash commodity and optioncommodity are existent and unique, and then analyze the specific ordering strategy of theretailer who has different risk preferences through the Mean-CVaR risk spectrum function.The effects of the retailer’s risk attitude, and the price parameters of option contract on theoptimal ordering decisions are also analyzed. Finally, we illustrate our theoretical results bysome numerical examples.4.Research on the operational issues of seasonal product supply chain system whichincludes some risk averse participants. For a single-level retail company in the system,introducing the effect advertisement propaganda on the marketing random demand of themerchandise and assuming that the expected demand of the merchandise is an increasingconcave function of advertisement investment cost, this dissertation develops a correspondingjoint decision-making model of advertising expenditure and order quantity based on lossaversion utility function within prospect theory framework. The study results indicate thatboth the optimal order quantity and the advertising expenditure of loss-averse retailers are lessthan those of risk neutral retailers. However, with the increase of shortage cost, loss-averseretailers will gradually decrease advertising expenditure but will not decrease order quantity. And then this dissertation develops a revenue-sharing contract coordination model in atwo-stage supply chain consisting of a supplier and multiple loss-averse retailers. It is foundthat there is a unique Nash equilibrium total order quantity to maximize the expected utility ofmultiple competing loss-averse retailers, and the optimal total order quantity increases as thenumber of retailers increases but decreases as the degree of risk aversion increases.Furthermore, a unique ratio of wholesale price and revenue sharing fraction is proved tocoordinate the whole supply chain based on revenue-sharing contract mechanism, and therelation between the optimal contractual parameters are deduced. Finally, a numericalexample is given to illustrate the theoretical results of the proposed model.The extensive research results presented above not only enrich the content of supplychain management theory of seasonal products, but also widen the applied areas of thesetheoretical results because which are accord better with reality. Hence the dissertation hastheoretical significance and practical value to the operational strategy and supply chainmanagement of seasonal products which are widespread in our China.更多还原