【作者】 廖琼林；

【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， 2011， 硕士

【摘要】 供应链管理思想自上世纪九十年代诞生以来,已经得到了飞速的发展。供应链管理要求从全局的或系统的观点来全面规划供应链中从最终顾客到初始的供应商所涉及的所有环节,并对其中各参与组织、部门之间的物流、信息流和资金流等进行有效的计划、组织、协调和控制,使供应链系统达到整体最优,其目标在于将传统的彼此从各自利益出发的独立运作格局转变成为一个运用科学管理来实现协同合作的整体协调运作格局,从而提高整体效率和市场能力,提升企业的竞争力。然而人们在实践供应链管理过程中却面临了许多难题,如怎样让供应链中分属于不同经济实体的企业能树立合作意识以拥有相互对称的信息、具有不同风险规避程度参与者的供应链如何协调等问题,并能最终以供应链整体利益为目标来制定各自的运作决策。因此,研究需求信息不对称、各决策主体为风险规避的情况来说是有理论意义的,并且也是与实际情况相一致的,所以研究这一领域也是具有实际意义的。本文在综述相关文献的基础上,主要通过期权契约模型来解决需求信息不对称和有不同风险规避程度参与者的情境下如何实现供应链协调这一问题:(1)研究由一个供应商和一个零售商组成的供应链在需求信息不对称下的协调问题。从供应商的角度利用信号甄选的博弈原理设计相应的期权契约,通过委托代理理论中的激励相容和参与约束的条件,使得零售商做出与实际需求信息相符的行动,并因此来优化供应商以及零售商的相关策略。据此建立了离散需求状态分布下的供应链期权契约协调模型,并进一步将该模型扩展到更为一般的连续需求状态分布,从而使得供应链达到协调分别得到了两种模型的信息共享机制和最优解。研究结果表明:在两种需求状态分布下,期权契约都能实现供应链的协调并能消除信息不对称的影响;(2)接下来,研究具有不同风险规避程度参与者的供应链协调问题,各参与者的风险规避特征是用CVaR方法来描述的。建立了随机市场需求下由一个风险规避供应商和一个风险规避零售商所组成的两层供应链基于期权契约协调的条件风险值模型,得到供应链实现协调应满足的条件,并通过算例分析揭示了供应商和零售商的风险规避程度对期权执行价格、零售商最优订货量、供应链及各个成员的条件风险值和期望利润水平的影响,在比较静态分析中讨论了期权契约在协调过程中的重要作用,并得出了一些重要的启示。更多还原

【Abstract】 Supply chain management thought has been developed rapidly since the inception of the nineties of last century. The global or systematic point of view is required in supply chain management to plan the all aspects involved for the supply chain from end customers to the original suppliers, in which logistics, information flow and capital flow among the participating organizations and departments will be effectively planned, organized, coordinated and controlled to make supply chain as a first-best whole. The target of supply chain management is making the traditional starting from the independent operation of their own interests as a pattern using scientific management to achieve the overall collaborative operation and thereby the overall efficiency and the competitiveness of enterprises are improved. However, supply chain management practice has been confront with many challenges, such as how to enable the supply chain of enterprises belonging to different economic entities to establish a mutual sense of cooperation in order to have symmetric information, how to coordination the supply chain with different risk-aversion participants and so on, eventually the aim is to develop their own operational decisions with the interests of the whole supply chain. Therefore, supply chain coordination research is endowed with theoretical significance in the case of information asymmetry and risk-aversion, and what is more, this is also consistent with the actual situation, the research in this field is meaningful in practice.In this paper, based on the literature review, we study mainly supply chain coordination problem through the option contract model in the context of demand information asymmetry and risk-aversion participants in supply chain: (1) This part deals with the coordination of supply chain consisting of one supplier and one retailer under asymmetric demand information. the option contract is designed from the perspective of the supplier signal selection using game principles by using of incentive compatibility and participation constraints in principal-agent theory, which enables the retailer make the actual action consistenting with the true information. In accordance with this principle, the coordination model with the special discrete demand state distribution and option contract is established, and the model is further extended to the general continuous demand state distribution. Therefore the information sharing mechanism and the optimum solutions under two models are obtained. The results show that option contract can coordinate the supply chain under two kinds of demand state distributions and eliminate the influence of information asymmetry; (2) Next, supply chain coordination problem with different risk-aversion participants based on option contracts is studied, and each participant’s risk-aversion is characterized by CVaR method. The CVaR models are established in supply chain consisting of a risk-aversion supplier and a risk-aversion retailer with stochastic market demand, some conditions should be met to coordinate supply chain. Finally, an example analysis reveals what effects that risk aversion degree of the supplier and retailer imposed on option exercise price, the retailer optimal order quantity, the CVaR values and expected profit of supply chain and its membership, and the significance of option contract is discussed in comparative static analysis process and some important messages are drawn.更多还原