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论文编号：	11845
作者编号：	1120170870
上传时间：	2020/6/22 18:35:14
中文题目：	基于数据包络分析的资源分配方法与应用研究：一个外部融资视角
英文题目：	The Methodologies and Applications of DEA-Based Resource Allocation: An External Financing Perspective
指导老师：	方磊
中文关键字：	数据包络分析; 资源分配; 外部融资; 需求不确定性; 碳减排; 两阶段
英文关键字：	Data envelopment analysis; resource allocation; external financing; demand uncertainty; carbon emission abatement; two-stage
中文摘要：	有效的资源分配是企业或组织在市场中获取比较优势的重要条件。小到企业（组织）生产资料的优化配置，大到全球碳排放配额的分配，资源分配已成为现实生活中一种常见而重要的决策问题，科学合理的资源分配不仅有利于缓解企业（组织）资源不足等压力，更对提升企业（组织）竞争力、实现企业（组织）内部高效健康发展等都发挥着重要而关键的作用。在研究方法中，数据包络分析方法作为一种著名的非参数效率评价工具，已被广泛应用于资源分配、效率测度、目标设定等领域。近年来，基于数据包络分析方法的资源分配研究取得了重要进展，并成功应用于固定成本分摊、碳排放配额分配以及企业生产计划等具体项目中。然而，现有研究绝大多数主要从内部控制视角讨论资源分配相关问题，因此忽略了外部融资渠道对整个资源分配过程的影响。已有实证研究表明外部融资渠道是影响有效资源分配过程的重要因素，换言之，完全忽略外部融资可能性将会产生不可行或者偏离最优资源分配方案的结果。基于此，本文主要从外部融资视角出发，探讨非参数数据包络分析（DEA）框架下的有效资源分配方案设计等问题，具体而言，本文的主要研究内容及研究结果如下： （1）考虑外部融资策略的资源分配DEA方法和应用研究 鉴于有效资源分配过程的重要性，提出了一种考虑外部融资策略的资源分配DEA方法（以下简称FRA-DEA方法）。具体而言，首先对分散式情形下的资源分配问题进行了讨论，并继而构建了分散式FRA-DEA模型；同时，为了揭示潜在利润增长与可能的外部融资策略之间的关系，定义了一种新的融资利润（profit to financing）概念，并证明融资利润递增是潜在利润增长的充分条件。再者，将模型进一步扩展至集中式情形，并据此提出了集中式FRA-DEA模型；此外，为了挖掘集结或产业利润无效率主因，还提供了一种新的集结利润无效率分解方法，并将集结利润无效率分解为集结传统利润无效率、集结分配利润无效率以及集结再分配利润无效率。最后，通过一个实例验证和说明了所提方法的可行性和有效性。 （2）考虑不确定性需求的FRA-DEA方法及应用研究 考虑现实中普遍存在的需求不确定性情形，并通过融合Lee和Johnson提出的截断需求生产函数（demand-truncated production function，DTPF）概念，对确定型FRA-DEA方法进行了理论扩展。具体而言，在传统生产可能集构造方法的基础上，重新定义了一种新的截断需求生产可能集；同时，考虑到现实存在的能力过剩或者能力不足情形，分别刻画了存货以及销量损失，并据此构建了考虑不确定性需求的分散式FRA-DEA模型。然后，进一步考虑集中式管理情境，将需求不确定情境下的分散式FRA-DEA模型扩展至集中式形式，并对分散式和集中式模型的非线性约束进行了线性化转换。最后，通过一个算例和实际应用对所提的考虑不确定性需求的FRA-DEA方法进行了理论验证。研究结果表明，外部融资扩张策略能够提升需求不确定情境下的资源分配利润；而且，潜在融资扩张策略既在一定程度上缓解了因不确定性需求所造成的“投资不足”，又较好地解决了传统资源分配DEA方法因假设资源不设限所引起的“过度投资”等问题。 （3）考虑非期望产出的FRA-DEA方法及其应用研究 考虑实际生产过程可能同时包含期望产出和非期望产出情形，进一步提出考虑非期望产出的FRA-DEA模型。具体而言，以“碳减排”任务分配为背景，首次尝试从外部融资视角探讨存在碳排放交易可能性的最优“碳减排”任务分配决策问题。首先，基于个体决策单元收益最大化目标，构建了一种考虑外部融资可能性的分散式“碳减排”FRA-DEA模型。其次，为缓解个体“碳减排”分配过程中碳配额供需不匹配问题，进一步构建了一种尽可能最大化所有决策单元“满意度”的碳配额“协商”模型。再者，受现实集中式管理（比如中央政府统一管理）启发，将分散式“碳减排”FRA-DEA模型扩展至集中式情形，以期从整体收益最大化视角研究考虑外部融资可能性的最优“碳减排”任务分配决策问题。最后，将所提方法应用于中国省际“碳减排”任务分配实际应用中，从实证角度验证了方法的可行性与优越性，并发现从整体角度来看，中国各省目前还未实现有效的碳减排任务分配，具体改进空间比较大。此外，多数省份存在既保证收益增长又能实现相应“碳减排”目标的资源再配置潜力，但具体实施路径除需消除减排任务分配过程中的传统技术性无效率以外，还需要充分利用内外部资源，通过适时引入外部融资扩张策略以实现“碳减排”过程中资源的最优利用。 （4）两阶段FRA-DEA方法及其应用研究 考虑到现实中生产过程并非都只是包含初始投入和最终产出这样单阶段的系统，进一步提出了两阶段FRA-DEA模型。具体而言，以“生产—工业废水污染控制”系统为例，研究了外部融资决策对“生产—工业废水污染控制”系统资源分配过程的影响。首先，基于传统两阶段DEA框架，证明了当资源不受限时个体决策单元存在潜在收益增长的可能性，并基于此，提出了一个以利润最大化为目标的分散式FRA-DEA模型。其次，为帮助决策者设置具体的信贷额度，首次确定了保证相应决策单元能够提供连续生产方案的信贷额度下界，并证明当实际信贷额度低于该下界时模型无解。换句话说，本文识别了传统资源分配过程可能存在无解的一个现实情境。进一步地，还确定了一个保证最大利润前提的信贷额度上界，根据信贷额度上、下界信息，可以为决策者（包括借贷双方）实施有效生产过程提供理论指导和决策支持，并在一定程度上避免了因“投资不足”或者“过度投资”所引起的“次优”资源分配决策。再者，进一步考虑集中式决策环境，并将分散式两阶段FRA-DEA模型拓展至集中式情形。最后，通过一个中国省际生产和工业废水污染控制系统的实证研究，验证了所提方法的可行性与有效性。实证研究结果发现，中国2015年省际生产和工业废水污染控制系统的改善潜能比较大，其中，消除技术无效率是保证有效资源分配过程的重要环节。更为重要的是，对部分省份来讲，忽视融资扩张可能性将会降低其资源分配“利润”，并最终会影响整体“利润”水平。
英文摘要：	Effective resource allocation is vital for a company or organization to acquire comparative advantage in the market. From the optimal allocation of production resources of enterprises (organizations) to the allocation of global carbon emission quotas, resource allocation has become a common and important decision-making problem in our real-life. Scientific and reasonable resource allocation not only helps to alleviate the pressure of the shortage of enterprises (organizations) resources, but also plays an important and crucial role in improving the competitiveness and achieving efficient development of enterprises (organizations). Among the research methods, the data envelopment analysis (DEA) method, as a well-known non-parametric efficiency measurement tool, has been widely used in the fields of resource allocation, efficiency evaluation, target setting, among others. In recent years, there is growing interest in applying the DEA method to resolve problems associated with resource allocation, and such practices have been successfully applied to specific projects such as fixed cost allocation, carbon emission quota allocation, and enterprise production planning. However, most of the existing studies address the resource allocation issues from the internal control point of view, and ignore the impact of external financing channels on the resource allocation processes. In existing empirical evidences, external financing channels have been proven to be an important factor affecting the effective resource allocation process. Therefore, completely ignoring the possibility of external financing will result in infeasibility or deviation from the optimal resource allocation scheme. Based upon this, under the non-parametric DEA framework, this paper discusses the design of effective resource allocation schemes from the perspective of external financing. Specifically, the main results and findings are as follows: (1) A novel DEA-based resource allocation approach with external financing strategies and its applications In the view of the importance of effective resource allocation process, a novel DEA-based resource allocation approach with external financing strategies (FRA-DEA approach for short) is proposed. In particular, this paper first considers the situation in which each of DMUs allocates their resources independently, and then develops a decentralised FRA-DEA model. At the same time, a novel concept of profit to financing is defined to establish the linkage between potential profit gain and possible financing strategy, and it is proved that increasing profit to financing is a sufficient condition for the potential profit growth. Second, the decentralized model is further extended to solve the problem in which all DMUs are controlled by a central authority, and a centralized FRA-DEA model is developed accordingly. In addition, in order to uncover sources of the aggregate (or industry) profit inefficiency, a novel aggregate profit inefficiency decomposition method is offered such that the aggregate profit inefficiency is decomposed into the aggregate traditional profit inefficiency, the aggregate allocative profit inefficiency, and the aggregate re-allocative profit inefficiency. Finally, an example of 20 fast-food restaurants is applied to illustrate the feasibility and effectiveness of our proposed method. (2) A modified FRA-DEA approach under demand uncertainty and its applications Considering the fact that demand uncertainty is common in real-life, this paper, by combining the concept of demand-truncated production function (DTPF) proposed by Lee and Johnson (2014), provides a theoretical extension with respect to the deterministic FRA-DEA method. Specifically, building upon the traditional construction method in terms of the production possibility set, a novel production possibility set with truncated demand is redefined; at the same time, in order to account for capacity surplus or capacity shortage, a quantitative method is further developed to explain possible inventory and sales loss, and a decentralized FRA-DEA model under demand uncertainty is provided accordingly. Then, the decentralized FRA-DEA model under demand uncertainty is extended to its corresponding centralized formulation, and a linearized approach is offered to tackle with nonlinear constraints associated with the decentralized and centralized models. Finally, we provide a numerical example and a case study to theoretically verify the proposed FRA-DEA models under demand uncertainty. The results show that the external financing expansion strategy has a positive effect on the improvement of profits associated with the allocation schemes under demand uncertainty. Moreover, the potential financing expansion strategy not only alleviates the problem of underinvestment caused by demand uncertainty to some extend, but also tackles with the associated overinvestment problem arisen from the assumption of unlimited resources in traditional resource allocation models. (3) Allocation of carbon emission reduction task based on FRA-DEA in the presence of undesirable outputs Considering the fact that real production process may produce both desirable and undesirable outputs, a novel FRA-DEA approach is therefore developed to account for undesirable outputs. Specifically, in the context of carbon emission reduction task allocation, this paper, from the perspective of external financing, attempts to explore the optimal carbon emission reduction task allocation in the presence of carbon emissions trading. Firstly, for the aim of maximizing revenues of individual decision-making units, we develop a decentralized FRA-DEA model for carbon emission reduction with considering the possibility of external financing. Secondly, in order to alleviate the mismatch between quota supply and demand in the process of carbon emission reduction allocation, we provide a "negotiation" model to maximize the "satisfaction" of all decision-making units. Moreover, inspired by centralized management (such as the central authority) in practice, the decentralized carbon emission reduction FRA-DEA model was further extended to its corresponding centralized formulation, which helps to explore the optimal carbon emission task allocation from the perspective of maximizing the aggregate revunue. Finally, the proposed method is further applied to China's inter-provincial carbon emission reduction task allocation, which verifies the feasibility and superiority of our proposed approach emipircally. The results show that, from a holistic perspective, there is still large room for improvement in order to achieved effective carbon emission reduction task allocation. In addition, most provinces have the potential of reallocating resources optimially, which can not only achieve the given carbon emission reduction targets but also guarantee revenue growth. However, in terms of the detailed implementation paths, in addition to eliminating the traditional technical inefficiencies in the process of emission reduction task allocation, one may also need to make full use of internal and external resources. Finally, it is also necessary to introduce the expansion strategy even with a possible debt, such that the optimal use of resources in the carbon emission reduction process can be guaranteed. (4) Two-stage FRA-DEA approach and its empirical investigation Considering the fact that real production process is not always a single-stage system that includes only initial inputs and final outputs, we further proposes a two-stage FRA-DEA model by taking the inner structure of decision-making units into account. Specifically, taking the industrial production and wastewater pollution control system as an example, this section examines the impact of external financing decisions on the resource allocation process of the "production-industrial wastewater pollution control" system. First of all, building upon the traditional two-stage DEA framework, it is proved that there is possibility of potential revenue growth for individual decision-making units when resources are not restricted. Given above, a decentralized two-stage FRA-DEA model with profit maximization is proposed. Secondly, in order to help decision makers to set specific credit line, the lower bound of the credit line ensuring that the corresponding decision-making unit can provide a continuous production scheme is determined for the first time, and it is proved that the model is infeasible when the actual credit line is lower than the determined lower bound. In other words, this paper identifies a realistic situation in which one may fail to provide a continuous production scheme. Furthermore, the upper bound of the credit line that guarantees the maximum profit is also identified. According to the upper bound and lower bound of the credit line, they can generally provide theoretical guidance and decision support for decision makers (including both borrowers and lenders) to implement an effective production process, and to a certain extent, they can help to avoid "sub-optimal" resource allocation decisions caused by "underinvestment" or "overinvestment". Secondly, the centralized decision-making environment is considered, and the decentralized two-stage FRA-DEA model is further extended to its corresponding centralized formulation. Finally, the feasibility and effectiveness of the proposed method are verified by an empirical study of Chinese inter-provincial production and industrial wastewater pollution control systems. The empirical results show that China's inter-provincial production and industrial wastewater pollution control systems have great room for improvement in the year of 2015. Among them, eliminating technical inefficiency is vital for ensuring an effective resource allocation process. More importantly, for some provinces, ignoring the possibility of financing expansion pracitce will reduce the "profit" of their resource allocation scheme and ultimately affect the aggregate “profit” level.
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