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B2B在线市场期权合同协调的鲁棒策略

Robust Strategies for Option Contract Coordination in B2B E-markets

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【作者】 晏妮娜黄小原

【Author】 YAN Ni-na,HUANG Xiao-yuan (School of Business Administration,Northeastern University,Shenyang 110004,China)

【机构】 东北大学工商管理学院东北大学工商管理学院 辽宁沈阳110004辽宁沈阳110004

【摘要】 在B2B在线市场的不确定环境下,考虑长期合同的稳定性和在线现货采购的灵活性,设计了基于期权合同协调在线市场与传统市场的鲁棒策略.在B2B在线市场最坏需求情景下,研究了卖方作为主方、买方作为从方的主从对策模型.应用鲁棒优化理论,提出B2B在线市场环境下求解买方定货量及卖方期权合同预定费用和执行费用的鲁棒Stackelberg解的算法.最后,结合上海宝钢益昌公司电子商务问题,仿真计算求解了鲁棒定货量、期权合同预定费用和执行费用,并进行了实证分析.

【Abstract】 Under the uncertain environment of B2B e-markets,the stability of long-term contract and the flexibility of online spot purchasing are considered together,and the robust strategies for coordination between e-markets and traditional markets based on option contract are designed.Under the worst demand scenarios of B2B e-markets,the strategies of stackelberg game in which seller is the leader and buyer is follower are studied.Applying the theories of robust optimization,the algorithms of solving the robust solutions of buyer’s order quantity and seller’s contract reservation costs and execution costs in B2B E-markets are brought forward.Finally,combining with the e-commerce practice of Shanghai Baosteel Yichang Corporation,the demonstration analysis is carried out,and the robust order quantity,contract reservation costs and execution costs are worked out through simulating calculation.

【基金】 国家自然科学基金(70572088);教育部博士点基金(20050145022);辽宁省科学技术计划(2004401015)
  • 【文献出处】 系统工程理论与实践 ,Systems Engineering-Theory & Practice , 编辑部邮箱 ,2006年01期
  • 【分类号】F224
  • 【被引频次】37
  • 【下载频次】480
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