基于实物期权的双源供应链柔性采购协调策略  

A Coordination Contract Based on Real-option for DualSourcing Flexible Strategy

作　　者：罗美玲[1] 李刚[1] 孙林岩[1] 苏鹏德[1] 

机构地区：[1]西安交通大学管理学院,机械制造系统工程国家萤点实验室,过程控制与效率工程教育部重点实验室,陕西西安710049

出　　处：《运筹与管理》2012年第4期124-136,共13页Operations Research and Management Science

基　　金：国家自然科学基金青年基金资助项目(70701029);中央高校基本科研业务费专项资金资助项目

摘　　要：在需求不确定下,由风险规避的供应商和占主导地位的零售商组成的二级供应链中,构建了在现货市场影响下基于实物期权的双源柔性采购协调模型,给出了实现供应链协调的最优期权参数的求解算法,探讨了现货市场价格不确定性和供应商风险规避特性对零售商采购策略和双方利润的影响。研究结果表明,在考虑现货市场影响和供应商风险规避的条件下,实物期权契约可以实现供应链协调。The dual sourcing flexible strategy in a two-stage supply chain with a risk-averse supplier and a dominant retailer when integrating contracting and st^ot procurement under uncertainty demand is studied. The supply chain coordination mechanism based on real-option is proposed. In order to analyze the effects of risk aversion and the uncertainty of spot price on the retailer＇ s purchasing strategy and profits of supply chain members, an algorithm of solving the optimal option parameters is designed. The result shows that the real-option contract can achieve the supply chain coordination considering both the effects of spot procurement and risk aversion of the supplier.

关 键 词：运筹学 供应链协调 最优化 实物期权 双源采购 

分 类 号：C931[经济管理—管理学]