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论文编号：	2325
作者编号：	2120082057
上传时间：	2010/6/8 21:32:21
中文题目：	基于市场搜索的双层报童模型研究
英文题目：	Research on Two-echelon Newsvendor Model with Market Search
指导老师：	张建勇
中文关键字：	双层报童模型，条件风险值，市场搜索，风险厌恶，风险中立
英文关键字：	Two-echelon Newsvendor Model，Condition Value-at-risk，Market Search，Risk Aversion，Risk Neutral
中文摘要：	报童问题作为供应链管理中的经典库存管理模型之一，由于其反映了管理实践中的一些短生命周期产品的订购和库存的优化决策，如时装、机票、笔记本电脑、生鲜及蔬菜等，所以越来越受到学者的关注。 考虑供应商在内的双层报童模型成为经典报童模型的热点扩展方向之一。在激烈的市场环境下，多个相互竞争的零售商必须承担供应链网络带来的各种风险。面对市场需求的不确定，尤其是消费者面临缺货时，如何量化各个零售商各自产品的有效需求，如何采用适当的风险度量准则来规避这种风险，从而得到最优的定价策略和订货策略使得各个参与方都获得最大利益并使风险规避者的风险得到有效控制是亟待解决的问题，因此论文的选题具有理论意义和实践意义。 论文的具体研究内容包括：首先，在回顾国内外相关理论及文献的基础上，找出市场搜索与双层报童模型的结合点，从而找出本文的切入点；其次，结合条件风险值（Condition Value-at-risk，CVaR）风险度量准则、市场搜索和双层规划的思想，建立了单周期的单个供应商和两个零售商的双层报童模型，得到了零售商的最优订购策略和供应商的最优批发价策略，并分别从风险中立下的双层报童模型和CVaR准则下的双层报童模型讨论了市场搜索因子和风险规避程度对上述策略的影响；最后进行了详细的算例仿真和分析，从中归纳出有意义的管理启示。 本文主要创新之处在于：（1）将市场搜索反映的有效市场需求引入双层报童模型，并分别从风险中立和风险规避两方面进行讨论。（2）通过因素变动分析，讨论了不同市场搜索因子、风险规避系数、惩罚价格下的最优订货策略和定价策略。
英文摘要：	The newsvendor problem is one of the classics stock management models in supply chain management. It has reflected the order and the stock optimized decision of some short life cycle products, such as fashionable clothing, the airplane ticket, the notebook, live fresh and the vegetables and so on, so more and more domestic and foreign scholars and specialists pay highly attention to it. At present, newsvendor problem considering the supplier becomes one of classical newsvendor model hot expansion directions. Companies competing against each other in keenly contested world markets must undertake many risks resulting from supply chain network. Specially when retail merchant facing the uncertain market demand ,how to quantize the effective demand of respective product and how to use suitable risk measure criterion to dodge these risks, so the question that each participation obtains maximum benefit and the decision maker of risk aversion controls his risk effectively is a pressing concern. In this sense, the selected topic of this paper has significance both in theory and practice. Research Details of this paper concrete are as follows: Firstly, based on related research in domestic and abroad, we find relevant points of two-echelon newsvendor model and market search. Thus, we find the entry point to our paper. Secondly, Combining Condition Value-at-risk (CVaR) risk measure criterion, the effective market demand and the Bilevel Programming, we consider a simple supplier and two retailers' two-echelon newsvendor model. The retailers order goods in risk neutral and CVaR with market search, and then we obtain retailers’ optimal order strategies and supplier's optimal wholesale strategy. Next we discuss the strategy influences of market search factor and the risk aversion coefficient from the risk neutral and the CVaR criterion two-echelon newsvendor model respectively. Finally, we use the above-mentioned model to solve a numerical example given, and we get some management insights carrying on the numerical analysis for market search factor, risk aversion coefficient, backorder cost and so on. The innovations of this paper are as follows: (1) We bring the effective market demand reflected by market search into two-echelon newsvendor model (2) Through analysis of changes in factor, we discuss the retailers’ optimal order strategies and supplier's optimal wholesale strategy under different market search factor, risk aversion coefficient, backorder cost .
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