【作者】 郭盼盼；

【导师】 李补喜；

【作者基本信息】 山西大学 ， 概率论与数理统计， 2012， 硕士

【摘要】 当前,由于企业缺乏有效的供应链风险管理,我国制造业面临许多困难,如企业收益不佳、成本居高不下等等.因此,如何管理和控制供应链风险,对我国制造业提升国际竞争力有重要意义.供应链风险主要涉及风险和不确定性,重点在中断风险和需求的不确定性.实际中供应商提供价格折扣,供应商提供的折扣是基于订购部件的总数量或营业额总量.另一方面,订单的需求随着市场的波动是不断变化的.针对现有的中断风险模型未考虑折扣和已知订单需求的不足,本文解决了供应链风险下的供应商选择,分别考虑了存在折扣的中断风险模型和订单需求随机的中断风险模型.供应商的选择和订单的分配是基于采购部件的价格、质量和交货的可靠性.给出一组产品的顾客的订单,决策者需要决定从哪个供应商采购每个顾客订单所需要的订制部件以极小化总成本并且同时缓解供应中断风险所造成的影响.进一步,本文应用计算机仿真技术对所阐述的问题进行研究,问题被表述成了混合整数规划,并且风险价值VaR和条件风险价值CVaR被用于控制供应中断的风险.所提出的方法是通过计算单位部件的风险价值和极小化单位部件的期望最不利成本来优化供应组合,并给出了计算数例,应用仿真优化软件CPLEX给出模型的计算结果,并对折扣环境和非折扣环境下的中断风险模型、随机需求和已知需求下的中断风险模型的结果做了对比分析.更多还原

【Abstract】 At present:due to the lack of effective supply chain risk management, China’s manu-facturing industries are facing many difficulties, such as poor corporate earnings, high cost, and so on. Therefore, how to manage and control supply chain risk is ilnportant to en-hance the international competitiveness of China’s manulfacturing industries.Supply chain risk is mainly related to risks and uncertainties,foeusing on disruption risk and demand uncertainty.In practice suppliers offer price discounts, based on total quantity or total value of ordered parts.On the other hand,orde demands are changing with the market fluctuation. For the lack of existing disruption risk model that didn’t consider discount and consider constant order demand, this paper addresses supplier selection under supply chain risk, considering disruption risk model with discount or stochastic order demand respectively. Supplier selection and order allocation is based011the price, quality and delivery reliability of the purchased parts. Given a set of customer orders of products, decision-makers need to deeide from wllich suppliers to buy the custom parts needed for each customer order to minimlize the total cost and ease supply disruption risk.Furtherl y, Tllis paper apply computer simulation technology to study the described issues,which are expressed as the mixed integelr programming, and the value at risk and conditional value at risk is used to control the risk of supply disruptions. The proposed methods is able to optimize the supply portfolio by calculating the value at risk of the unit part and minimize the expected worst-case unit part, and calculation examples are given Apply simulation optimization software CPLEX to give the results of model calculations, also compare and analyze the results of the disruption risk with discount or without discount and the results of the disruption risk with stochastic demand or constant demand.更多还原