基于销售奖励契约下的多随从双层条件风险值决策模型
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摘要
多随从供应链的供应与订购的风险决策是制造商与零售商减少损失和提高利润的重要问题,但是关于多随从供应链的销售奖励策略下的最优采购供应决策模型的研究几乎没有。因此,建立了一个销售奖励契约的多随从双层条件风险值模型,提出了一个模型近似求解方法,对由一个面包供应商和三个零售商构成的多随从双层条件风险值模型进行了数值分析,数值结果表明:所提出的模型可以确定供应商最优销售奖励阈值和奖励折扣、随从零售商的最优订购量,模型可以有效地平衡供应商与多个随从零售商之间的利润和风险,这对于供应商与零售商之间的供应与订购的协调、减少他们风险损失具有重要的意义。
Supply-and order-risk decision of multi-follower supplier chain is a key issue for manufacturers and retailers as it relates to the decrease in losses and increase in profits. However, there is rarely an optimization order supply decision model for multi-follower supply chain under revenue-sharing contract. Therefore, the research establishes a bi-level multi-follower conditional value risk model for revenue-sharing contract, and gives an approximate solution. Then based on the data from a multi-follower supply chain consisting of one bread supplier and three retailers, the data analysis is conducted, with the corresponding results showing that the proposed model can be used to determine the optimal threshold order value for the manufacture and the corresponding discount, as well as the optimal order quantity for the retailers. The model can well balance the profits and risks between the suppliers and the retailers.It is of great significance for the coordination of supply and order between the suppliers and retailers and reducing their risk loss.
Supply-and order-risk decision of multi-follower supplier chain is a key issue for manufacturers and retailers as it relates to the decrease in losses and increase in profits. However, there is rarely an optimization order supply decision model for multi-follower supply chain under revenue-sharing contract. Therefore, the research establishes a bi-level multi-follower conditional value risk model for revenue-sharing contract, and gives an approximate solution. Then based on the data from a multi-follower supply chain consisting of one bread supplier and three retailers, the data analysis is conducted, with the corresponding results showing that the proposed model can be used to determine the optimal threshold order value for the manufacture and the corresponding discount, as well as the optimal order quantity for the retailers. The model can well balance the profits and risks between the suppliers and the retailers.It is of great significance for the coordination of supply and order between the suppliers and retailers and reducing their risk loss.
引文
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[4] DEMPE S. Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints[J].Optimization,2003,52(3):333-359.
[5] JING Yuanwei, ZHANG Siying. The solution to a kind of Stackelberg game systems with multi-follower: coordinative and incentive[M]//Analysis and Optimization of Systems.Heidelberg: Springer,1988:593-602.
[6] 张成科,王行愚.线性二次广义系统中的多随从闭环Stackelberg策略[J].华东理工大学学报,1998,24(3):339-247.
[7] 杨龙宝,杨丰梅.多随从二层优化问题一个新的解概念及性质[J].北京化工大学学报(自然科学版),2005,32(2):81-84.
[8] PANG J S, FUKUSHIMA M. Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games[J].Computational management science,2005,2(1):21-56.
[9] 邓胜岳,成央金,马宗刚.二层多随从线性规划的几何性质和最优化条件[J].湖南工业大学学报,2008,22(6):6-9.
[10] DING Xieping. Equilibrium existence theorems for multi-leader-follower generalized multiobjective games in FC-spaces[J].Journal of global optimization,2012,53(3):381-390.
[11] SHI Chenggen, ZHANG Guangquan, LU Jie. The kth-best approach for linear bilevel multi-follower programming[J].Journal of global optimization,2005,33(4):563-578.
[12] LU Jie, SHI Chenggen, ZHANG Guangquan. On bilevel multi-follower decision making: general framework and solutions[J].Information sciences,2006,176(11):1607-1627.
[13] SHI Chenggen, ZHOU Hong, LU Jie,et al. The kth-best approach for linear bilevel multifollower programming with partial shared variables among followers[J].Applied mathematics and computation,2007,188(2):1686-1698.
[14] LU Jie, SHI Chenggen, ZHANG Guangquan,et al. An extended branch and bound algorithm for bilevel multi-follower decision making in a referential-uncooperative situation[J].International journal of information technology & decision making,2007,6(2):371-388.
[15] LU Jie, SHI Chenggen, ZHANG Guangquan,et al. Model and extended kuhn-tucker approach for bilevel multi-follower decision making in a referential uncooperative situation[J].Journal of global optimization,2007,38(4):597-608.
[16] HERMINIA I C, CARMEN G. Linear bilevel multi-follower programming with independent followers[J].Journal of global optimization,2007,39(3):409-417.
[17] GAO Ya, ZHANG Guangquan. A particle swarm optimization based algorithm for fuzzy bilevel decision making with objective-shared followers[J].Lecture notes in computer science,2008,5361:190-199.
[18] NUNO P F, PEDRO M S, BERC R,et al. A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems[J].Computational management science,2009,6(4):377-397.
[19] ZHANG Guangquan, LU Jie, GAO Ya. Fuzzy bilevel programming: multi-objective and multi-follower with shared variables[J].International journal uncertainty fuzziness knowledge-based systems,2008,16:105-133.
[20] ZHANG Guangquan, LU Jie, GAO Ya. An algorithm for fuzzy multi-objective multi-follower partial cooperative bilevel programming[J].Journal of intelligent & fuzzy systems,2008,19(4/5):303-319.
[21] WANG Guangmin, WANG Xianjia, WAN Zhongping. A fuzzy interactive decision making algorithm for bilevel multi-followers programming with partial shared variables among followers[J].Expert systems with applications,2009,36(7):10471-10474.
[22] ZHANG Guangquan,LU Jie. Fuzzy bilevel programming with multiple objectives and cooperative multiple followers[J].Journal of global optimization,2010,47(3):403-419.
[23] 刘兵兵,郭亚君.灰色多随从二层线性规划问题及其解法[J].吉林大学学报(理学版),2011,49(4):625-633.
[24] OGINO K. Stackelberg game model incorporating public participation for electric generating system development[M]//System Modelling and Optimization. Heidelberg:Springer,1988:446-454
[25] LAU A H L. Comparative normative optimal behavior in two-echelon multiple-retailer distribution systems for a single-period product[J].European journal of operational research,2003,144:659-676.
[26] JI Xiaoyu,SHAO Zhen. Model and algorithm for bilevel newsboy problem with fuzzy demands and discounts[J].Applied mathematics and computation,2006,172:163-174.
[27] ZHANG Tingfa, ZHAO Qingzhen, WU Weiyang. Bi-level programming model of container port game in the container transport supernetwork[J].Journal of applied mathematics and computing,2009,31(1/2):13-32.
[28] 白秀广,舒华英.多随从Stackelberg模型在电信供应链中的应用研究[J].中国通信(英文版),2009,6(4):51-54.
[29] 白秀广,杨洪滨,舒华英.多随从Stackelberg模型在电信增值业务供应链中的应用研究[J].中国通信(英文版),2010,7(2):147-152.
[30] 戴建华,白秀广,舒华英.多主导多随从电信增值业务供应链协调研究[J].中国通信(英文版),2011,8(5):157-164.
[31] SHANBHAG U V, INFANGER G, GLYNN, P W. A complementarity framework for forward contracting under uncertainty[J].Operations research,2011,59(4):810-834.
[32] YAN N N, SUN B W. Optimal stackelberg strategies for closed-loop supply chain with third-party reverse logistics[J].Asia-pacific journal of operational research,2012,29(5):1-21.
[33] KIM S. Multi-leader multi-follower stackelberg model for cognitive radio spectrum sharing scheme[J].Computer networks,2012,56(17):3682-3692.
[34] YAO Z, STEPHEN C H, LAI K K. Manufacturer’s revenue-sharing contract and retail competition[J].European journal of operational research,2008,186(2):637-651.
[35] 刘玉霜,张纪会.零售商价格竞争下的最优决策与收益共享契约[J].控制欲决策,2013,28(2):269-275.
[36] 赵泉午,熊榆,林娅,等.多个零售商库存竞争下的易逝品回购合同研究[J].系统工程,2004,22(8):39-42.
[37] 李绩才,周永务,肖旦,等.考虑损失厌恶一对多型供应链的收益共享契约[J].管理科学学报,2013,16(2):71-82.
[38] 李占雷,张静,张宏涛.多个损失厌恶零售商共存的一对多供应链回购契约及其协调机理[J].工业工程,2015,15(3):18(3):17-21.
[39] 张春伟,王炬香,陈洋洋,等.多零售点环境下的供应链回购契约机制研究[J].青岛大学学报(自然科学版),2011,24(1):59-65.
[40] 张寒.石油行业中多随从Stackelberg模型的应用研究[J].当代石油石化,2013,21(2):24-27.
[41] 洪璐,孙刚,张治.CVaR准则下考虑后续服务产品的多随从收益共享契约模型[J].经营与管理,2014(11):132-137.
[42] GüRAY G M, TANER B. On coordinating an assembly system under random yield and random demand[J].European journal of operational research,2009,196(1):342-350.
[43] CHOI T M, LI D, CHIU C H. Channel coordination in supply chains with agents having mean-variance objectives[J].Omega,2009,36(6):565-576.
[44] WANG Hongwei, GUO Min, JANET E. A game-theoretical cooperative mechanism design for a two-echelon decentralized supply chain[J].European journal of operational research,2004,157(2):372-388.
[45] CHRISTOPH S, KIRSTIN Z, MICHAEL Z. The design of contracts to coordinate operational interdependencies within the supply chain[J].International journal of production economics,2004,92(1):43-59.
[46] ADOLFO C M, CAROL B. The procurement of strategic parts. Analysis of a portfolio of contracts with suppliers using a system dynamics simulation model[J].International journal of production economics,2004,88(1):29-49.
[47] KREMER M, SCHNEEWEISS C,ZIMMERMANN M. On the validity of aggregate models in designing supply chain contracts[J].International journal of production economics,2006,103(2):656-666.
[48] YOUSSEF B, JAN C F. Order release strategies to control outsourced operations in a supply chain[J].International journal of production economics,2009,119(1):149-160.
[49] XIONG Huachun, CHEN Bintong, XIE Jinxing. A composite contract based on buy back and quantity flexibility contracts[J].European journal of operational research,2011,210(3):559-567.
[50] SUN Yanhong, XU Xiaoyan, HUA Zhongsheng. Mitigating bankruptcy propagation through contractual incentive schemes[J].Decision support systems,2012,53(3):634-645.
[51] 刘彦利.基于绩效奖励的易逝品供应链联合契约研究[D].哈尔滨:哈尔滨理工大学,2009.
[52] 甘骞,倪卫红.基于销售奖励与回购契约的供应链协调机制研究[J].物流技术,2010(3):115-117.
[53] 李凯,李凯,张迎冬,等.需求均匀分布条件下的供应链渠道协调基于奖励与惩罚的双重契约[J].中国管理科学,2012,20(3):131-137.
[54] 郭飞,孟志青,蒋敏.CVaR准则下的供应链双层风险决策模型[J].管理工程学报,2013,27(2):141-146.
[55] 杨玉香,周根贵.基于税收政策的闭环供应链网络均衡模型研究[J].浙江工业大学学报,2011,39(2):188-193.
[56] 胡燕娟,皮德平,叶德佑.混合销售渠道两级供应链决策及优化研究[J].浙江工业大学学报,2011,39(1):75-80.
[57] 孟志青,徐巧英,蒋敏.基于条件风险值模型的基金评级质量检验[J].浙江工业大学学报,2013,41(5):567-573.
[58] ROCKAFELLAR T, URYASEV S. Conditional value-at-risk for general loss distributions[J].Journal of banking & finance,2002,26:1443-1471.
[2] COLSON B, MARCOTTE P, SAVARD G. Bilevel programming: a survey[J].A quarterly journal of operation research,2005,4(2):87-107.
[3] MORDUKHOVICH B S. Multiobjective optimization problems with equilibrium constraints[J].Mathematical programming,2009,117:1436-4646.
[4] DEMPE S. Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints[J].Optimization,2003,52(3):333-359.
[5] JING Yuanwei, ZHANG Siying. The solution to a kind of Stackelberg game systems with multi-follower: coordinative and incentive[M]//Analysis and Optimization of Systems.Heidelberg: Springer,1988:593-602.
[6] 张成科,王行愚.线性二次广义系统中的多随从闭环Stackelberg策略[J].华东理工大学学报,1998,24(3):339-247.
[7] 杨龙宝,杨丰梅.多随从二层优化问题一个新的解概念及性质[J].北京化工大学学报(自然科学版),2005,32(2):81-84.
[8] PANG J S, FUKUSHIMA M. Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games[J].Computational management science,2005,2(1):21-56.
[9] 邓胜岳,成央金,马宗刚.二层多随从线性规划的几何性质和最优化条件[J].湖南工业大学学报,2008,22(6):6-9.
[10] DING Xieping. Equilibrium existence theorems for multi-leader-follower generalized multiobjective games in FC-spaces[J].Journal of global optimization,2012,53(3):381-390.
[11] SHI Chenggen, ZHANG Guangquan, LU Jie. The kth-best approach for linear bilevel multi-follower programming[J].Journal of global optimization,2005,33(4):563-578.
[12] LU Jie, SHI Chenggen, ZHANG Guangquan. On bilevel multi-follower decision making: general framework and solutions[J].Information sciences,2006,176(11):1607-1627.
[13] SHI Chenggen, ZHOU Hong, LU Jie,et al. The kth-best approach for linear bilevel multifollower programming with partial shared variables among followers[J].Applied mathematics and computation,2007,188(2):1686-1698.
[14] LU Jie, SHI Chenggen, ZHANG Guangquan,et al. An extended branch and bound algorithm for bilevel multi-follower decision making in a referential-uncooperative situation[J].International journal of information technology & decision making,2007,6(2):371-388.
[15] LU Jie, SHI Chenggen, ZHANG Guangquan,et al. Model and extended kuhn-tucker approach for bilevel multi-follower decision making in a referential uncooperative situation[J].Journal of global optimization,2007,38(4):597-608.
[16] HERMINIA I C, CARMEN G. Linear bilevel multi-follower programming with independent followers[J].Journal of global optimization,2007,39(3):409-417.
[17] GAO Ya, ZHANG Guangquan. A particle swarm optimization based algorithm for fuzzy bilevel decision making with objective-shared followers[J].Lecture notes in computer science,2008,5361:190-199.
[18] NUNO P F, PEDRO M S, BERC R,et al. A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems[J].Computational management science,2009,6(4):377-397.
[19] ZHANG Guangquan, LU Jie, GAO Ya. Fuzzy bilevel programming: multi-objective and multi-follower with shared variables[J].International journal uncertainty fuzziness knowledge-based systems,2008,16:105-133.
[20] ZHANG Guangquan, LU Jie, GAO Ya. An algorithm for fuzzy multi-objective multi-follower partial cooperative bilevel programming[J].Journal of intelligent & fuzzy systems,2008,19(4/5):303-319.
[21] WANG Guangmin, WANG Xianjia, WAN Zhongping. A fuzzy interactive decision making algorithm for bilevel multi-followers programming with partial shared variables among followers[J].Expert systems with applications,2009,36(7):10471-10474.
[22] ZHANG Guangquan,LU Jie. Fuzzy bilevel programming with multiple objectives and cooperative multiple followers[J].Journal of global optimization,2010,47(3):403-419.
[23] 刘兵兵,郭亚君.灰色多随从二层线性规划问题及其解法[J].吉林大学学报(理学版),2011,49(4):625-633.
[24] OGINO K. Stackelberg game model incorporating public participation for electric generating system development[M]//System Modelling and Optimization. Heidelberg:Springer,1988:446-454
[25] LAU A H L. Comparative normative optimal behavior in two-echelon multiple-retailer distribution systems for a single-period product[J].European journal of operational research,2003,144:659-676.
[26] JI Xiaoyu,SHAO Zhen. Model and algorithm for bilevel newsboy problem with fuzzy demands and discounts[J].Applied mathematics and computation,2006,172:163-174.
[27] ZHANG Tingfa, ZHAO Qingzhen, WU Weiyang. Bi-level programming model of container port game in the container transport supernetwork[J].Journal of applied mathematics and computing,2009,31(1/2):13-32.
[28] 白秀广,舒华英.多随从Stackelberg模型在电信供应链中的应用研究[J].中国通信(英文版),2009,6(4):51-54.
[29] 白秀广,杨洪滨,舒华英.多随从Stackelberg模型在电信增值业务供应链中的应用研究[J].中国通信(英文版),2010,7(2):147-152.
[30] 戴建华,白秀广,舒华英.多主导多随从电信增值业务供应链协调研究[J].中国通信(英文版),2011,8(5):157-164.
[31] SHANBHAG U V, INFANGER G, GLYNN, P W. A complementarity framework for forward contracting under uncertainty[J].Operations research,2011,59(4):810-834.
[32] YAN N N, SUN B W. Optimal stackelberg strategies for closed-loop supply chain with third-party reverse logistics[J].Asia-pacific journal of operational research,2012,29(5):1-21.
[33] KIM S. Multi-leader multi-follower stackelberg model for cognitive radio spectrum sharing scheme[J].Computer networks,2012,56(17):3682-3692.
[34] YAO Z, STEPHEN C H, LAI K K. Manufacturer’s revenue-sharing contract and retail competition[J].European journal of operational research,2008,186(2):637-651.
[35] 刘玉霜,张纪会.零售商价格竞争下的最优决策与收益共享契约[J].控制欲决策,2013,28(2):269-275.
[36] 赵泉午,熊榆,林娅,等.多个零售商库存竞争下的易逝品回购合同研究[J].系统工程,2004,22(8):39-42.
[37] 李绩才,周永务,肖旦,等.考虑损失厌恶一对多型供应链的收益共享契约[J].管理科学学报,2013,16(2):71-82.
[38] 李占雷,张静,张宏涛.多个损失厌恶零售商共存的一对多供应链回购契约及其协调机理[J].工业工程,2015,15(3):18(3):17-21.
[39] 张春伟,王炬香,陈洋洋,等.多零售点环境下的供应链回购契约机制研究[J].青岛大学学报(自然科学版),2011,24(1):59-65.
[40] 张寒.石油行业中多随从Stackelberg模型的应用研究[J].当代石油石化,2013,21(2):24-27.
[41] 洪璐,孙刚,张治.CVaR准则下考虑后续服务产品的多随从收益共享契约模型[J].经营与管理,2014(11):132-137.
[42] GüRAY G M, TANER B. On coordinating an assembly system under random yield and random demand[J].European journal of operational research,2009,196(1):342-350.
[43] CHOI T M, LI D, CHIU C H. Channel coordination in supply chains with agents having mean-variance objectives[J].Omega,2009,36(6):565-576.
[44] WANG Hongwei, GUO Min, JANET E. A game-theoretical cooperative mechanism design for a two-echelon decentralized supply chain[J].European journal of operational research,2004,157(2):372-388.
[45] CHRISTOPH S, KIRSTIN Z, MICHAEL Z. The design of contracts to coordinate operational interdependencies within the supply chain[J].International journal of production economics,2004,92(1):43-59.
[46] ADOLFO C M, CAROL B. The procurement of strategic parts. Analysis of a portfolio of contracts with suppliers using a system dynamics simulation model[J].International journal of production economics,2004,88(1):29-49.
[47] KREMER M, SCHNEEWEISS C,ZIMMERMANN M. On the validity of aggregate models in designing supply chain contracts[J].International journal of production economics,2006,103(2):656-666.
[48] YOUSSEF B, JAN C F. Order release strategies to control outsourced operations in a supply chain[J].International journal of production economics,2009,119(1):149-160.
[49] XIONG Huachun, CHEN Bintong, XIE Jinxing. A composite contract based on buy back and quantity flexibility contracts[J].European journal of operational research,2011,210(3):559-567.
[50] SUN Yanhong, XU Xiaoyan, HUA Zhongsheng. Mitigating bankruptcy propagation through contractual incentive schemes[J].Decision support systems,2012,53(3):634-645.
[51] 刘彦利.基于绩效奖励的易逝品供应链联合契约研究[D].哈尔滨:哈尔滨理工大学,2009.
[52] 甘骞,倪卫红.基于销售奖励与回购契约的供应链协调机制研究[J].物流技术,2010(3):115-117.
[53] 李凯,李凯,张迎冬,等.需求均匀分布条件下的供应链渠道协调基于奖励与惩罚的双重契约[J].中国管理科学,2012,20(3):131-137.
[54] 郭飞,孟志青,蒋敏.CVaR准则下的供应链双层风险决策模型[J].管理工程学报,2013,27(2):141-146.
[55] 杨玉香,周根贵.基于税收政策的闭环供应链网络均衡模型研究[J].浙江工业大学学报,2011,39(2):188-193.
[56] 胡燕娟,皮德平,叶德佑.混合销售渠道两级供应链决策及优化研究[J].浙江工业大学学报,2011,39(1):75-80.
[57] 孟志青,徐巧英,蒋敏.基于条件风险值模型的基金评级质量检验[J].浙江工业大学学报,2013,41(5):567-573.
[58] ROCKAFELLAR T, URYASEV S. Conditional value-at-risk for general loss distributions[J].Journal of banking & finance,2002,26:1443-1471.
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