不确定环境下考虑风险厌恶的生产-分销网络优化模型及试验设计  

Production-Distribution Network Optimization Model and Experimental Design Considering Risk Aversion under Uncertainty

作　　者：邱若臻[1] 刘健[1] 于悦 朱珠[2] QIU Ruo-zhen;LIU Jian;YU Yue;ZHU zhu(School of Business Administration, Northeastern University, Shenyang 110169, China;School of Information, Liaoning University, Shenyang 110036, China)

机构地区：[1]东北大学工商管理学院,辽宁沈阳110169 [2]辽宁大学信息学院,辽宁沈阳110036

出　　处：《中国管理科学》2019年第7期56-67,共12页Chinese Journal of Management Science

基　　金：国家自然科学基金资助项目(71772035,71372186);辽宁省创新人才项目(WR2017003);中央高校基本科研业务费资助项目(N180614003);教育部人文社会科学研究项目(18YJC630276)

摘　　要：考虑上游生产和下游需求不确定性,研究了由工厂、分销中心及终端市场构成的生产-分销网络优化设计问题。针对上游生产不确定性,考虑产生故障和无故障两种状态;针对下游市场需求不确定性,考虑其具有低、中和高三种状态。由于生产发生故障可能导致不合格品的产生,进一步考虑了在上游生产环节是否实施产品监测问题。综合网络运作成本和由不确定性导致的绩效风险,建立了由风险厌恶水平和悲观系数刻画的基于均值-条件风险值(CVaR)准则的生产-分销网络两阶段随机规划模型。特别地,针对由网络潜在节点数众多所导致的不确定情景规模过大的问题,采用情景缩减技术进行了情景筛选,降低了所建模型的求解难度。最后,进行了数值计算,分析了相关参数对网络运作绩效的影响,并给出了期望成本和条件风险值两个目标权衡的帕累托有效前沿。进一步,通过回归试验设计检验了决策者风险厌恶水平和悲观系数对所设计的生产-分销网络绩效的影响程度。结果表明,相对于决策者的风险厌恶程度,悲观系数对网络运作绩效的影响更大。The problem of designing aproduction-distribution network which consists of plants,distribution centers and terminal markets is studied under the uncertainty of upstream production and downstream demand.Two statements of normality and abnormality are taken into consideration for the uncertainty of upstream production,and three statements of low,medium and high are taken into consideration for the uncertainty of downstream demand.Due to the abnormality in production can lead to the defective products,whether implementating the products monitoring in the upstream plant is considered.By considering both the cost of network operation and the performance risk caused by the uncertainty,three two-stage stochastic programming models for designing aproduction-distribtion network are developed.The first one is based on the expected cost minimization model which ignores the risk caused by the uncertainty;The second one is then presented by using condition value-at-rick(CVaR)to measure the cost performance of the production-distribution network.However,the CVaR criterion focus exclusively on the down-side risk which will lead to a too conservative solution.To overcome this weakness,both the expected cost and the corresponding CVaR measurement are considered to develop a Mean-CVaR-based model which is characterized by the risk aversion level and the pessimistic coefficient.Specially,the uncertainties in production and demand are described with a series of discrete scenarios which are generated by scenario tree approach.For the large-scale numbers of uncertain scenarios caused by the numerous potential nodes in the network,the scenario reduction technology is used to filtrate the scenarios,which significantly reduces the difficulty of solving the presented models.At last,some numerical calculations are executed to analyze the influence of the relevant parameters on the network performance,and the Pareto Effective Frontier evaluated by the expected cost and the conditional risk value is given.Furthermore,the impacts of the risk

关 键 词：生产-分销网络设计 风险厌恶 均值-条件风险值 不确定性 试验设计 

分 类 号：F273[经济管理—企业管理]