【作者】 陈素芬；

【导师】 刘南；

【作者基本信息】 浙江大学 ， 管理科学与工程， 2012， 博士

【摘要】 采购价格随机变化有着广泛的实际应用环境,复杂多变的世界经济环境决定了原材料价格固定不变成为历史,随着时间变化而改变的原材料随机价格问题引起愈来愈多的关注和研究。研究价格随机变化的最优库存控制对有效提高企业库存管理水平及增强企业综合竞争力有积极的作用。现有文献对随机库存控制模型的研究主要集中在需求随机和提前期随机的库存控制模型,并取得较为成熟的理论成果,对价格随机变化的库存控制模型的研究并不多见。因此,本文以价格随机变化为出发点,研究在价格随机变化的前提下最优库存的特点,从而丰富和发展库存理论并为实践应用提供参考。本文以原材料采购价格随机变化的企业为研究对象,分析在不同企业治理模式及不同市场结构下,以企业利润最大化为目标函数,运用随机控制理论方法对企业原材料库存进行优化,并对不同企业治理结构下和不同竞争环境下的企业最优库存进行对比分析,最后对所做的数理模型进行模拟分析。通过对各模型进行分析,本文不仅获得了一些定量的结论,同时也获得了一些定性的结论。在原材料价格随机波动条件下,企业治理模式将对企业最优库存决策产生影响。对于委托-代理企业,代理期限的长短对企业的最优库存决策产生影响。当原材料价格波动的趋势是下降的趋势时,代理人的任期越长,则其最优的库存就会越多。当原材料价格波动的趋势是上升的趋势时,代理人的任期越长,则其最优的库存就会越少。原材料价格的趋势与波动与企业的最优库存成反向相关关系；产品价格的波动与企业的最优库存的波动成正向关系。通过对委托代理企业和家族经营企业的最优库存比较分析可知,当原材料价格变化的趋势是下降时,家族经营企业的最优库存大于委托-代理企业的库存；而当原材料价格变化的趋势是上升时,家族经营企业的最优库存大于委托-代理企业的最优库存；而当原材料价格变化的趋势为零时,家族经营企业的最优库存与委托-代理企业的最优库存相同。本文的创新主要在以下两个方面：研究视角的创新：本文以利润最大化为目标函数,打破了现有文献绝大多数从成本最小化为切入点进行分析。在理论与逻辑分析上具有创新意义和持续拓展作用。无论对企业还是对个人而言,利润最大化比成本最小化更为直观和可实用性。因此,以利润最大化为新的研究视角可以提升理论的实效性和可持续性。另外,本文从不同企业治理结构的企业角度出发,重点分析他们各自在经营活动中为实现企业利益最大化而采取的库存策略有何不同。理论框架的创新：本文构建“价格随机波动—利润最大化分析—最优控制”分析框架,以价格随机波动情况下的最优控制理论为框架支点,以委托—代理模型和家族经营两种企业性质为枝干,重点分析在该框架下的不同最优库存模型。另外,现有的模型主要是假设在完全竞争市场中,企业采取的最优库存,本文尝试从不完全竞争市场条件下,即企业的行为可以影响成品市场的价格,企业将采取何种采购决策使自身利益最大化。最后文章运用数值模拟对理论上出现的四种模型进行分析对比。更多还原

【Abstract】 Stochastic purchasing price often takes place in business practice. Because of the complex and changing world economy, the deterministic price becomes less and less practical. As a result, research on the stochastic price models, which because it changes over time, it is more adaptable, and gains more and more attention. It is a useful alternative for enterprises who wish to improve their management levels and enhance their competitiveness. Current research on stochastic inventory model is mostly focused on stochastic demand and stochastic lead time, which creates a more mature theoretical achievement. However, study on stochastic price is still in the initial stage. Therefore, with this paper, stochastic price is examined as a viable supplement to stochastic models, and thereby enriching inventory theory.This paper mainly talks about the raw material inventory decision of a firm with a stochastic price. The raw material inventory is optimized in order to maximize the profit of the firm under different corporate government modes and different market structures, by using the stochastic control theory. The comparative analysis of the firms is carried out under different corperate government modes and different competitive environment. The numerical simulation analysis is given to the mathematical models established at last.Through establishing and solving of the model with the assumptions, this paper obtains not only the quantitative optimal inventory, but also some qualitative propositions.With the stochastic raw material price, the government mode of the firm has a certain influence on the optimal decision. Under the principle-agent mode, the term of the agent has also influence on the optimal decision. It is negative correlation between the optimal decision and the trend and the volatility of the raw material price. It is positive correlation between the optimal decision and the trend and the volatility of the product price. It is negative correlation between the optimal decision and the trend and the volatility of the raw material price. It is positive correlation between the optimal decision and the trend and the volatility of the product price.Comparing the optimal inventory of the agent-principle based firm with that of the family business, we get the results as follows:when facing the same stochastic price and during the same period, if the trend of the raw material price is declining, the optimal inventory of the family enterprise is larger than it of the principal-agent based enterprise; and if the trend of the raw material price is increasing, the optimal inventory of the family enterprise is smaller than it of the principal-agent based enterprise; and the optimal inventory of the family enterprise is equal to it of the principal-agent based enterprise when the trend of the raw material price is zero which means the price is deterministic.The innovation suggested by this paper addresses two aspects:Firstly, innovation in the perspective of the study:Taking the maximum profit as the objective function, breaking the existing literature most from the total cost as the starting point for analysis, which has innovative in theory and logic analysis. Whether for enterprises or for individuals, profit maximization is more intuitive and practical than the cost minimization. Therefore, profit maximization as a new perspective can improve the effectiveness and sustainability of the theory. In addition, this paper starts from different company governance structures, focuses on analyzing their optimal inventories in order to maximize the profit of the enterprise.Innovation in theoretical framework:this paper establishes the analytical framework "stochastic price-profit maximization-optimal control", based on the optimal control theory, and the principal-agent model and family enterprise, and analyses the different models under this framework. In addition, the existing models are assumed in a perfectly competitive market, this paper tries to modify the models in an imperfect competition market, in which the behavior of the enterprise can affect the price in the product market. Finally, numerical simulation is studied for the models and the comparison between them.更多还原