多维随机环境下多周期跨国采购与销售定价联合决策  

Joint Decision Making of Multi-period Transnational Purchasing and Sale Pricing in Multi-dimensional Stochastic Environment

作　　者：李胃胜 陈杰 陈志祥[2] LI Weisheng;CHEN Jie;CHEN Zhixiang(Department of Mathematics,Hainan Tropical Ocean University,Sanya,Hainan 572022,China;School of Business,Sun Yat-sen University,Guangzhou,Guangdong 510275,China)

机构地区：[1]海南热带海洋学院理学院,海南三亚572022 [2]中山大学管理学院,广东广州510275

出　　处：《工业工程与管理》2022年第6期106-117,共12页Industrial Engineering and Management

基　　金：国家自然科学基金资助项目(71772191,72061011);海南省自然科学基金资助项目(721RC749,720RC662)。

摘　　要：在全球采购-销售的供应链背景下,考虑采购产品质量、采购价格与汇率的波动风险性,进而研究多周期跨国采购和销售定价联合决策问题。利用随机过程理论刻画产品质量、批发价和汇率的波动性,构建带有多维随机的多周期跨国采购和产品销售定价联合决策模型,并给出随机系统的新风险性与可靠性评估机制。研究结论表明:不同初始状态下每一周期的最优策略受到产品质量、采购价格与汇率波动性的多重影响,即当产品质量、采购价格和汇率波动性的重叠效应具有向好趋势时,系统的期望利润就越高;当产品质量、采购价格与汇率多元统计结构的属性为不可约遍历马氏链时,随机系统的运行具有良好的稳定性。决策者可以通过本文提出截尾概率评估机制刻画随机系统的偏离靶向利润区间的浮动特征及其变化趋势,以解决供应商的最佳选择问题,从而达到规避风险的运营目标。In the context of the global purchase-sales supply chain,the joint decision-making problem of multi-cycle cross-border procurement and sales pricing was studied by considering the risk of fluctuation of the purchase price,exchange rate,and quality. The stochastic process theory was used to describe the fluctuation of the purchase price,exchange rate,and quality. A joint decision-making model of multi-cycle cross-border procurement and sale pricing with multi-dimensional randomness was constructed. The new risk and reliability evaluation mechanism of the stochastic system was given. The conclusion shows that:under different initial states,the optimal strategy of each cycle is subject to multiple influences of the fluctuations of quality,purchase price,and exchange rate. When the overlapping effect of the quality,purchase price,and exchange rate volatility have a positive trend,the expected profit of the system will be higher. When the properties of the multivariate statistical structure of the quality,purchase price,and exchange rate are irreducible ergodic Markov chain,the stochastic system has good stableness. Decision-makers can put forward the tail-cutting probability evaluation mechanism to describe the floating characteristics and changing trend of the random system deviating from the targeted profit range,so as to solve the problem of the best choice of suppliers and achieve the operational goal of avoiding risks.

关 键 词：多维随机因素 跨国采购 动态定价 截尾概率 

分 类 号：O211.62[理学—概率论与数理统计] F253.4[理学—数学]