【作者】 张建军；

【导师】 霍佳震；

【作者基本信息】 同济大学 ， 管理理论与工业工程， 2008， 博士

【摘要】 供应链管理和协调是现代企业在竞争日趋激烈的生存环境中求得发展的重要管理理念与方法。供应链上成员企业之间利益与决策的独立性与相互依存性特征,导致了集中式供应链决策模式与分布式供应链决策模式之下期望效用的差距,也昭示了供应链整体收益的Pareto改进或说实现供应链协调的可能性和必要性。本论文基于博弈论和委托代理理论等天然的供应链协调研究的指导理论和变分法等研究工具,进一步贴近供应链协调问题的实际,研究了以下供应链协调与博弈中的核心问题:关于单期博弈、对称信息下供应链协调问题:建立了短销售周期供应链Newsvendor问题的Stackelberg主从博弈模型,发现并证明了该问题的具有无穷多个Pareto最优均衡解的讨价还价属性,即对称信息下供应链决策双方的博弈是在供应链整体期望收益最优前提下的讨价还价问题,收益分配比例取决于双方的实力等因素;在此基础上,针对短销售周期供应链的特点,提出了库存积压风险规避因子来描述风险规避决策者的决策行为,并通过对比风险中性决策者情形的决策过程得出了定量的结论:对于库存积压风险规避的零售商,制造商将需要给出更大的激励力度。关于单期博弈、信息不对称情形:将短销售周期供应链私有信息甄别的激励机制设计问题推广到一般化的假设条件,证明了私有信息隐匿与甄别的博弈将导致供应链Pareto最优协调在原背景下将无法实现,并发现非对称信息状态下短销售周期供应链私有信息隐匿与甄别的委托-代理关系将使得信息优势方(零售商)获得额外的信息租金。接下来,提出了短销售周期供应链中博奕关系的长期性、重复性和动态性时间特征,这是本论文对现有研究的具有重要意义和价值的拓展。在此基础上分析了两类重要的供应链动态博奕问题:短销售周期供应链的离散时间基础上的重复博奕问题和连续时间基础上的微分对策问题,并获得了一系列较重要的研究成果:在第一类动态博奕问题中:分析并提出了长期合作关系下供应链信息不对称问题的独有特点:长期合作关系稳定而单期博弈内容改变。在此基础上,就长期合作关系下的信息甄别问题分析了信息的事后可验证性与跨期关联性特征,发现并证明了事后不可验证的跨期关联信息甄别存在棘轮效应:信息优势方将由于其对远期利益的关注而更注重其私有信息的隐匿,从而导致原有信息甄别机制失效;发现并证明了事后可验证的跨期关联信息甄别问题将由于合作周期的长期性和远期收益而可能得到自动缓解,临界点取决于信息租金、单期合作效益、隐匿信息的识别概率之间的一个确定的数量关系。就供应链中的道德风险及其激励问题建立重复博弈关系下的代理人声誉模型,证明了该声誉模型对代理人(制造商)道德风险的隐性激励作用,并研究了信息劣势方的触发战略,发现触发战略在其参数(最高声誉的订购批量、产品批发价格、市场需求混同概率、代理人保留效用和私有信息值)满足一个确定的定量关系时能完全消除代理人道德风险。对第二类动态博弈问题,即连续时间基础上的微分对策问题,基于原有供应链Pareto最优协调更优化的观点提出了供应链声誉的概念,并就供应链声誉构建问题上供应链各成员企业关于声誉维护与努力的最优微分对策进行了研究,发现了其Nash均衡解与各方最优微分对策存在的一个充分条件:拟约束方程组有解,并在此基础上得出了相应均衡解与供应链各方的最优微分对策。对供应链声誉最优微分对策及其均衡条件进行分析的过程,也给出了分析供应链微分对策的一般思路。最后,对进一步研究的方向进行了简要的分析。更多还原

【Abstract】 It is indispensable for any modern enterprise to focus on supply chain management and coordination in order to survive in fierce competition. The features of being both independent and interdependent among supply chain members in aspects of their respective interests and strategies lead to discrepancy of expected utilities in centralized and decentralized decision modes. In addition, they reflect Pareto improvement of supply chain’s whole profit, or the possibility and necessity of realizing supply chain coordination. Based on the natural theories such as Game Theory and Principal-Agent Theory and tools such as Calculus of Variations in supply chain coordination studies, this dissertation explores into the following core problems in supply chain coordination and games:As for the supply chain coordination in single-period game and symmetry information: Stackelberg game model is constructed on the basis of short sales cycle supply chain’s Newsvendor problem in order to discover and bear out that the question has bargaining property which contains infinite Nash equilibriums. In another word, in symmetry information, the game between supply chain members equals to the bargaining problem on the premise of supply chain’s optimal expected profit, and the allocation proportion depends on the factors such as each member’s strength. In view of short sales cycle supply chain’s actual condition, overstock risk-averse factor is put forward to describe actions of risk-averse decision makers, and quantified conclusion is achieved by comparison with risk neutral member’s decision-making process: as for the overstock risk-averse retailer, manufacturer is required to give stronger incentive force.As for the situation of single-period game and asymmetry information: the incentive mechanism of screening private information for short sales cycle supply chain is extended to generalized hypothesized condition. It is proved that the game between private information’s concealing and screening makes it impossible to realize the Pareto optimal coordination. Furthermore, it is discovered that, in asymmetry information short sale cycle supply chain, the principal-agent relation of private information’s concealing and screening will bring on extra information rent for the agent (retailer).In the following chapter, this dissertation advances the game features of being long-term, repeated and dynamic in short sale cycle supply chain, which are significant and valuable for the current research. On this establishment, it goes on analyzing two types of important dynamic game problem: in short sales cycle supply chain, the repeated game on the basis of discrete time and the differential game on the basis of continuous time. And a series of important outcomes are achieved as follows.In the first type of dynamic game:The distinctive characteristic of asymmetry supply chain information in long-term cooperation is brought forward: the long-term cooperation relationship is steady with single-period game content changing. On this basis, with regard to information screening in long-term cooperation, this dissertation analyzes information which is maybe ex-post verifiable and linked across periods, discovers and proves that there exist Ratchet Effect in screening private information which is ex-post unverifiable and linked across periods: Due to the attention to the long-dated interest, the information leader (the inspired member) tends to conceal his private information, which leads to invalidation of the original information screening mechanism. It discovers that the problem of screening information ex post verifiable and linked cross-period is likely to be automatically alleviated owing to long-term cooperation and long-dated profit. Its critical point is decided by a certain quantity relation among information rent, single-period cooperation benefit and the probability of screening the concealed information.The construction of agent’s reputation model in repeated game according to moral risk and incentive issue in supply chain bears out that this reputation model possesses implicit incentive function to the agent’s (manufacturer’s) moral risk. The dissertation studies the trigger strategy for the principal and discovers if the parameters (order quantity with best reputation, whole-sale price, probability of market demand confusion, agent’s reservation utility and private information value) satisfy a certain quantitative relation, trigger strategy can totally eliminate agent’s moral risk.The second type of dynamic game is the issue of differential game on the continuous time basis. The dissertation advances the concept of supply chain reputation model on the establishment of the opinion of optimizing supply chain Pareto optimal profit, and explores into the differential game for each member’s reputation maintenance and effort when constructing supply chain reputation. It’s found that there is sufficient condition of Nash equilibrium and each member’s optimal differential game: if the quasi constraint equations system has solution, it can lead to the corresponding Nash equilibrium and optimal differential game for each member.In addition, the dissertation provides general thought for analyzing supply chain differential game according to the analysis process of optimal differential game and equilibrium condition in supply chain reputation model.In the last chapter, there is a brief discussion about the orientation of further study.更多还原