合同市场和现货市场中的零售商最优采购决策组合  

Optimal Portfolio of Sourcing for Retailers in Contracts and Spot Market

作　　者：杜守梅[1] 季建华[1] 盛方正[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052

出　　处：《工业工程》2009年第1期41-45,共5页Industrial Engineering Journal

基　　金：国家自然科学基金重点资助项目(70732003)

摘　　要：考虑从组合市场中采购商品的零售商的最优决策问题,对两类具有不同优化目标和约束条件的零售商采购过程建模:1)第一类零售商希望在满足采购风险小于其最大风险承受能力的条件下使得采购成本期望最小;2)第二类零售商希望在满足最大采购成本期望值约束的条件下使得面临的采购风险最小。模型中现货市场采购价格、顾客需求为随机变量,通过计算,得到最优采购决策的解析解,并分析说明最优解和相关参数的关系。Studies were made on optimal decision making for retailers who source from contract markets and spot markets, and models were established for two kinds of retailers with different optimization goals and restrictive conditions ： 1 ） retailers who intend to minimize the sourcing cost expectation subject to its maximal sourcing risk ;2 ）retailers who seek to face minimal risk subject to maximal sourcing cost. The spot price and the demand of customers are random variables. The analytical solution to portfolio sourcing decision was obtained, and the relation between the optimal solution and relative parameters were demonstrated.

关 键 词：合同市场 现货市场 Karush—Kuhn-Tucker(KKT)条件 最优化 

分 类 号：F252.21[经济管理—国民经济]