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Downside-risk测度下三级闭环供应链契约协调研究
【作者】 张敏；
【导师】 吴良刚；
【作者基本信息】 中南大学 ， 管理科学与工程， 2012， 硕士
【摘要】 闭环供应链管理思想的核心可概括为“再制造、节约、集成、合作、双赢”,这就要求供应链上的各个节点企业建立一种相互协作、相互促进的关系。然而,在传统的供应链管理中,各节点企业都是以自身的效益最大化为目标而进行的独立决策,这样就不能使整个供应链实现帕累托最优的状态。因此,需要设计一种协调机制将供应链上的各节点企业集成起来,以实现企业之间的合作和双赢。闭环供应链协调契约作为一种新型协调机制,正越来越受到国内外学者的关注和重视。特别是当供应链处于风险环境时,如何采取有效的规避和预防措施是供应链管理中面临的又一挑战。因此,本论文针对无风险环境和Downside-risk风险环境下不同的风险规避主体展开深入研究,主要研究内容如下：(1)不考虑供应链所面临的风险环境,基于Stackelberg博弈理论,分别从供应链上各节点企业进行分散决策和集中决策两个角度来切入,得出各节点企业在分散决策下的最优产品订购量并未达到真正的“最优”。因而,整个供应链是不协调的。进而,加入收益共享契约来协调供应链,并求出保证收益共享契约实施有效的收益分配系数的取值范围。(2)运用Downside-risk风险约束对一个三阶段的闭环供应链中具有风险规避的零售商与其上游具有风险中性的分销商和供应商之间的协调进行契约设计和建模。研究发现,在收益共享契约的激励下,零售商的风险约束无法得到满足,整个供应链无法实现协调。从而,设计风险共享契约,刺激零售商增大产品的订购量,使契约条件下的风险约束得到满足。同时,供应链上各参与方的收益都有所增加,风险中性的一方会对风险规避的一方提供一定程度的风险保护。(3)同样针对收益共享契约下的三级闭环供应链,加入Downside-risk约束,并针对分销商的实际下行风险大于其可以接受的最大水平的情况重新设计新的扩展契约,分契约协调主体为供应商和零售商两种情况展开讨论,求出保证契约实施有效的协调价格的取值范围。得出在扩展契约下利润增量会有所增加,同时,下行风险也会有一定程度的降低的结论。
【Abstract】 The core idea of closed-loop supply chain management is "remanufacturing, saving, integrated, cooperation and win-win", which calls for each node in the supply chain to establish a relationship of mutual collaboration and mutually reinforcing. However, in the traditional supply chain management, each node makes decision independently aims to maximize the benefits respectively. The result of independent decision-making is that impede the whole supply chain to achieve Pareto optimal state. Therefore, it needs to design kinds of coordination mechanisms for integrating enterprise nodes and sign coordination contract between each other in order to achieve cooperation and all-win. As a new coordination mechanism, closed-loop supply chain coordination contract is attracting more and more attention and concern of scholars domestic and abroad. Especially, when the supply chain is at risk, how to take effective and preventive measures to avoid is a difficult problem and a challenge that faced of the enterprises in supply chain management. Consequently, this paper bases on whether the supply chain is at risk and different risk aversion under Downside-risk conditions in-depth study of the subject, the main research contents are as follows:1. At first,it does not consider the risk that the supply chain faced. It respectively considered from two aspects which are centralized decision-making decentralized decision-making based on Stackelberg game theory. The optimal order quantity that the enterprises of the supply chain make decentralized decision to arrive at does not meet the real "best". And thus, the entire supply chain is inconsistent. Furthermore, adding revenue sharing contract to coordinate the supply chain, and find the range of distribution parameter of income between the parties involved in the closed-loop supply chain.2. In this paper, a coordination contract between a risk-averse retailer and its upstream a risk-neutral supplier and a distributor in a three-stage closed-loop supply chain with Downside-risk constraints was designed and modeled. In the revenue sharing contract’s stimulation, the retailer’s Downside-risk constraints can not be met. So the supply chain can not be achieved the state of coordination. Hence, the risk sharing contract was designed to stimulate the retailer to increase the order quantity so that the risk conditions are satisfied under the condition of contract. Meanwhile, the benefits of participants in the supply chain all have increased, the risk-neutral party would provide a degree of risk protection for the risk-averse party.3. Compared to retailers, distributors in the middle which under the action of the bullwhip effect will have a greater uncertainty and the risk will be greater too. The three closed-loop supply chain which under the revenue sharing contract adds constraints of Downside-risk for the same, and redesign the new expansion contract under the condition that distributors’actual downside risk is greater than the maximum acceptable level. Discuss the two cases that the subjects of coordination contracts are suppliers and retailers, calculate the range of coordination price which ensure the effective of contract, and draw the Conclusion that while the incremental profit under the extended contract increases, the downside risk will be reduced to some extent.