价格与需求同时不确定的原材料占线采购问题  

Online procurement for raw materials with price and demand uncertainty

作　　者：章潇月 代文强[1] 周小渝 ZHANG Xiao-yue;DAI Wen-qiang;ZHOU Xiao-yu(School of Management and Economics,University of Electronic Science and Technology of China,Chengdu 611731,China)

机构地区：[1]电子科技大学经济与管理学院,成都611731

出　　处：《管理科学学报》2024年第6期149-158,共10页Journal of Management Sciences in China

基　　金：国家自然科学基金资助项目(71871045)。

摘　　要：市场价格剧烈波动与需求消耗不确定是许多企业在采购原材料时普遍面临的情景,因此研究价格与需求同时不确定背景下的最优采购问题至关重要.以往研究都聚焦于价格或需求的单参数不确定采购优化问题,并大多假设这些参数变化具有随机分布信息,而实际情况中价格与需求往往是同时不确定且不可随机观测的.从占线理论出发,首次提出并研究采购价格和需求消耗同时不确定条件下的原材料占线采购问题,构造相应的数学模型,设计竞争采购策略,并证明其具有较好的常数竞争比,数值分析进一步表明了策略具有较好的竞争性能.Many firms face significant price fluctuations and unpredictable demand for raw materials,making it increasingly important to study optimal procurement strategies under these uncertainties.Previous studies have focused on optimization problems with single parameter uncertainty and assumed the parameter to fluctu-ate randomly,which is not representative of the real world.Prices and demand in reality are often uncertain simultaneously and cannot be randomly observed.This paper uses online theory to investigate the procurement of raw materials under uncertain price and demand,presents a corresponding mathematical model,and analy-zes a dynamic and effective competitive strategy,which is proved to have a better competitive ratio perform-ance.Numerical analysis further demonstrates the strategy has superior empirical performance.

关 键 词：占线 采购 竞争策略 竞争比 

分 类 号：O221[理学—运筹学与控制论] F224[理学—数学]