需求随机型供应链的协调管理与风险控制文献综述
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摘要
随机需求是供应链管理面临的一个重要问题,基本建模方法是报童模型。对与此相关的扩展研究进行了综述,并重点梳理了供应链协调和风险控制方面的研究现状。为了降低需求随机波动带来库存不足/过剩的不利影响,供应链上下游企业需要对生产订货批量进行统筹决策,还需要设定一定的损失承受度,在收益与风险中做出权衡。通过系统回顾供应链协调和风险控制方面的研究文献,挖掘可待扩展的研究方向,以期更好服务供应链管理实践。
Random demand, whose basic modeling method is the newsboy model, is an important issue in supply chain management.This paper reviews the relevant extended researches and focuses on the research status of the coordination and risk control of the supply chain. In order to reduce the adverse impact of the inventory shortage/excess caused by random demand fluctuations, upstream and downstream enterprises of the supply chain need to make overall decisions on the production and purchasing quantity, set a certain loss tolerance, and balance between benefits and risks. Through a systematic review of these literatures, this paper sets out to explore the possible directions of research to better serve the supply chain management practice.
Random demand, whose basic modeling method is the newsboy model, is an important issue in supply chain management.This paper reviews the relevant extended researches and focuses on the research status of the coordination and risk control of the supply chain. In order to reduce the adverse impact of the inventory shortage/excess caused by random demand fluctuations, upstream and downstream enterprises of the supply chain need to make overall decisions on the production and purchasing quantity, set a certain loss tolerance, and balance between benefits and risks. Through a systematic review of these literatures, this paper sets out to explore the possible directions of research to better serve the supply chain management practice.
引文
[1]Tsay A A,Lovejoy W S.Quantity flexibility contracts and supply chain performance[J].Manufacturing&Service Operations Management,1999,1(2):89-111.
[2]Chopra S,Meindl P.Supply Chain Management:Strategy,Planning and Operation[M].London:Prentice Hall,2001.
[3]Ismail B,Louderback J.Optimizing and satisfying in stochastic cost-volume-profit Analysis[J].Decision Sciences,1979,10(2)205-217.
[4]Lau H.Some extensions of Ismail-Louderback's stochastic CVP model under optimizing and satisfying criteria[J].Decision Sciences,1980,11:557-561.
[5]Lau A H,Lau H.Maximizing the probability of achieving a target profit level in a two-product newsboy problem[J].Decision Sciences,1988,19(2):392-408.
[6]Anvari M.Optimality criteria and risk in inventory models:the case of the newsboy problem[J].Journal of the Operational Research Society,1987,38:625-632.
[7]Atkinson A A.Incentives,uncertainty and risk in the newsboy problem[J].Decision Sciences,1979,10(3):341-357.
[8]Chung K H.Risk in inventory models:the case of the newsboy problem-optimality conditions[J].Journal of the Operational Research Society,1990,41(2):173-176.
[9]Khouja M.A Note on the newsboy problem with an emergency supply option[J].Journal of the Operational Research Society,1996,47(12):1 530-1 534.
[10]Lin C,Kroll D E.The single-item newsboy problem with dual performance measures and quantity discounts[J].European Journal of Operational Research,1997,100(3):562-565.
[11]Pantumsinchai P,Knowles T W.Standard container size discounts and the single period inventory problem[J].Decision Sciences,1991,22(3):612-619.
[12]Khouja M.The newsboy problem under progressive multiple discounts[J].European Journal of Operational Research,199584(2):458-466.
[13]Lau A,Lau H.The newsboy problem with price-dependent demand distribution[J].IIE Transactions,1988,20(2):168-175.
[14]Polatoglu L H.Optimal order quantity and pricing decisions in single-period inventory systems[J].International Journal of Production Economics,1991,23(1-3):175-185.
[15]Khouja M,Mehrez A.A multi-product constrained newsboy problem with progressive multiple discounts[J].Computers&Industrial Engineering,1996,30(1):95-101.
[16]Lau H,Lau A.The newsstand problem:a capacitated multipleproduct single period inventory problem[J].European Journal of Operational Research,1996,94(1):29-42.
[17]Lau H,Lau A.The multi-product multi-constraint newsboy problem:application,formulation and solution[J].Journal of Operations Management,1995,13(2):153-162.
[18]Parlar M.Game theoretic analysis of the substitutable product inventory problem with random demand[J].Naval Research Logistics,1988,35(3):397-409.
[19]Lippman S A,McCardle K F.The competitive newsboy[J].Operations Research,1997,45(1):54-65.
[20]Eynan A,Rosenblatt M J.Assemble to order and assemble in advance in a single period stochastic environment[J].Naval Research Logistics,1995,42(5):861-872.
[21]Gerchak Y.An inventory model with component commonality[J].Operations Research Letters,1986,5(3):157-160.
[22]J?nsson H.Application of the scenario aggregation approach to a two-stage,stochastic common component,inventory problem with a budget constraint[J].European Journal of Operational Research,1993,68(2):196-211.
[23]Bitran G R,Haas E A,Matsuo H.Production planning of style goods with high setup costs and forecast revisions[J].Operations Research,1986,34(2):226-236.
[24]Hausman W H,Peterson R.Multiproduct production scheduling for style goods with limited capacity,forecast revisions,and terminal delivery[J].Management Science,1972,18(7):370-383.
[25]Matsuo H.A stochastic sequencing problem for style goods with forecast revisions and hierarchical structure[J].Management Science,1990,36(3):332-47.
[26]Gurnani H,Akella R,Lehoczky J.Supply management in assembly systems with random yield and random demand[J]IIE Transactions,2000,32(8):701-714.
[27]Maddah B,Salameh M K,Karame G M.Lot sizing with random yield and different qualities[J].Applied Mathematical Modeling,2009,33(4):1 997-2 009.
[28]Xu H.Managing production and procurement through option contracts in supply chains with random yield[J].International Journal of Production Economics,2010,126(2):306-313.
[29]He Y,Zhao X.Coordination in multi-echelon supply chain under supply and demand uncertainty[J].International Journal of Production Economics,2012,139(1):106-115.
[30]Spengler J J.Vertical integration and antitrust policy[J].The Journal of Political Economy,1950,58(4):347-352.
[31]Lariviere M A,Porteus E L.Selling to the newsvendor:An analysis of price-only contracts[J].Manufacturing&Service Operations Management,2001,3(4):293-305.
[32]Ravi A,Yehuda B.Centralization of stocks:retailers vs manufacture[J].Management Science,1999,45(2):178-191.
[33]Tilson V.Monotonicity properties of wholesale price contracts[J].Mathematical Social Sciences,2008,56(1):127-143.
[34]Caldentey R,Haugh M B.Supply contracts with financial hedging[J].Operations Research,2009,57(1):47-65.
[35]Tsay A.The Quantity Flexibility Contract and Supplier-Customer Incentives[J].Management Science,1999,45:1 339-1 358.
[36]李豫湘,王涵,潘晓渝.两个零售商环境下数量柔性契约研究[J].工业工程,2011,14(2):49-52.
[37]林强,李海晴,李青.资金约束下集中型供应链数量柔性契约设计[J].工业工程与管理,2010,15(6):26-30.
[38]Shi C,Chen B.Pareto quantity flexibility contracts for a supply chain under multiple objectives[J].Journal of the Operational Research Society,2008,59(5):685-692.
[39]Pasternack B.Optimal pricing and returns policies for perishable commodities[J].Marketing Science,1985,4(2):166-176.
[40]刘斌,陈剑,刘思峰.一类短生命周期产品供应链的联合契约[J].系统工程,2005,23(3):55-62.
[41]Padmanabhan V,Png I P L.Returns policies:make money by making good[J].Sloan Management Review,1995,37(1):65-72.
[42]Yao Z,Leung S,Lai K.Analysis of the impact of price-sensitivity factors on the returns policy in coordinating supply chain[J].European Journal of Operational Research,2008,187(1):275-282.
[43]Bernstein F,Federgruen A.Decentralized Supply Chains with Competing Retailers Under Demand Uncertainty[J].Management Science,2005,51(1):18-29.
[44]胡劲松,王虹.三级供应链应对突发事件的价格折扣契约研究[J].中国管理科学,2007,15(3):103-107.
[45]王旭,张男,王银河.价格折扣契约下应对突发事件下的闭环供应链协调策略[J].计算机应用研究,2012,29(7):2 450-2 453.
[46]Weng Z K.Channel coordination and quantity discounts[J].Management Science,1995,41(9):1 509-1 522.
[47]Corbett C J,Groote X D.A supplier's optimal quantity discount policy under asymmetric information[J].Management Science,2000,46(3):444-450.
[48]Karabati S,Saysin S.Single-supplier/multiple-buyer supply chain coordination:Incorporating buyers'expectations under vertical information sharing[J].European Journal of Operational Research,2008,187(3):746-764.
[49]Cachon G P,Lariviere M A.Supply chain coordination with revenue-sharing contracts:strengths and limitations[J].Management Science,2005,50(1):30-44.
[50]Giannoccaro I,Pontrandolfo P.Supply chain coordination by revenue sharing contracts[J].International Journal of Production Economics,2004,89(2):131-139.
[51]Pan K,Lai K,Leung S,Xiao D.Revenue-sharing versus wholesale price mechanisms under different channel power structures[J].European Journal of Operational Research,2010,203(2):532-538.
[52]Barnes-Schuster D,Bassok Y,Anupindi R.Coordinating and flexibility in supply contracts with options[J].Manufacturing&Service Operation Management,2002,4(3):171-207.
[53]徐经意,杨德礼.一种期权契约协调下供应链的交易成本和电子佣金分析[J].预测,2005,24(6):61-66.
[54]蔡洪文,蔡洪武,张殿业.零售商主导的联合广告投入共担模糊期权契约[J].系统工程学报,2011,26(3):322-329.
[55]赵海霞,艾兴政,唐小我.制造商规模不经济的链与链竞争两部定价合同[J].管理科学学报,2013,16(2):60-70.
[56]李钢,杨道箭,齐二石.企业联盟竞争下的两部定价与信息共享[J].管理工程学报,2010,24(2):1-6.
[57]齐二石,杨道箭,刘亮.基于顾客战略行为的供应链两部定价契约[J].计算机集成制造系统,2010,16(4):828-833.
[58]Xanthopoulos A,Vlachos D,Iakovou E.Optimal newsvendor policies for dual-sourcing supply chains:A disruption risk management framework[J].Computers&Operations Research2012,39(2):350-357.
[59]Federgruen A,Yang N.Optimal supply diversification under general supply risks[J].Operations Research,2009,57(6):1 451-1 468.
[60]Dada M,Petruzzi N C,Schwarz L B.A newsvendor’s procurement problem when suppliers are unreliable[J].Manufacturing&Service Operations Management,2007,9(1):9-32.
[61]Giri B C.Managing inventory with two suppliers under yield uncertainty and risk aversion[J].International Journal of production economics,2011,133(1):80-85.
[62]He Y,Zhao X.Coordination in multi-echelon supply chain under supply and demand uncertainty[J].International Journal of production economics,2012,139(1):106-115.
[63]Agrawal V,Seshadri S.Impact of uncertainty and risk aversion on price and order quantity in the newsvendor problem[J].Manufacturing&Service Operations Management,2000,2(4):410-423.
[64]Wu J,Li J,Wang S Y,Cheng T C E.Mean-variance analysis of the newsvendor model with stockout cost[J].Omega,200937(8):724-730.
[65]Martínez-de-Albéniz V,Simchi-Levi D.Mean-variance trade-offs in supply contracts[J].Naval Research Logistics,2006,53(7):603-616.
[66]Choi T M,Chow P S.Mean-variance analysis of quick response program[J].International Journal of Production Economics,2008,114(2):456-475.
[67]黄松,杨超,杨珺.考虑成员风险态度和VaR约束时的供应链协调模型[J].管理工程学报,2011,25(2):136-141.
[68]?zler A,Tan B,Karaesmen F.Multi-product newsvendor problem with value-at-risk considerations[J].International Journal of Production Economics,2009,117(2):244-255.
[69]Gan X,Sethi S P,Yan H.Channel coordination with a riskneutral supplier and a downside-risk-averse retailer[J].Production and Operations Management,2005,13(2):135-149.
[70]Gotoh J Y,Takano Y.Newsvendor solutions via conditional value-at-risk minimization[J].European Journal of Operational Research,2007,179(1):80-96.
[71]Hsieh C C,Lu Y T.Manufacturer’s return policy in a twostage supply chain with two risk-averse retailers and random demand[J].European Journal of Operational Research2010,207(1):514-523.
[72]叶飞,陈晓明,林强.基于决策者风险规避特性的供应链需求信息共享价值分析[J].管理工程学报,2012,26(3):176-183.
[2]Chopra S,Meindl P.Supply Chain Management:Strategy,Planning and Operation[M].London:Prentice Hall,2001.
[3]Ismail B,Louderback J.Optimizing and satisfying in stochastic cost-volume-profit Analysis[J].Decision Sciences,1979,10(2)205-217.
[4]Lau H.Some extensions of Ismail-Louderback's stochastic CVP model under optimizing and satisfying criteria[J].Decision Sciences,1980,11:557-561.
[5]Lau A H,Lau H.Maximizing the probability of achieving a target profit level in a two-product newsboy problem[J].Decision Sciences,1988,19(2):392-408.
[6]Anvari M.Optimality criteria and risk in inventory models:the case of the newsboy problem[J].Journal of the Operational Research Society,1987,38:625-632.
[7]Atkinson A A.Incentives,uncertainty and risk in the newsboy problem[J].Decision Sciences,1979,10(3):341-357.
[8]Chung K H.Risk in inventory models:the case of the newsboy problem-optimality conditions[J].Journal of the Operational Research Society,1990,41(2):173-176.
[9]Khouja M.A Note on the newsboy problem with an emergency supply option[J].Journal of the Operational Research Society,1996,47(12):1 530-1 534.
[10]Lin C,Kroll D E.The single-item newsboy problem with dual performance measures and quantity discounts[J].European Journal of Operational Research,1997,100(3):562-565.
[11]Pantumsinchai P,Knowles T W.Standard container size discounts and the single period inventory problem[J].Decision Sciences,1991,22(3):612-619.
[12]Khouja M.The newsboy problem under progressive multiple discounts[J].European Journal of Operational Research,199584(2):458-466.
[13]Lau A,Lau H.The newsboy problem with price-dependent demand distribution[J].IIE Transactions,1988,20(2):168-175.
[14]Polatoglu L H.Optimal order quantity and pricing decisions in single-period inventory systems[J].International Journal of Production Economics,1991,23(1-3):175-185.
[15]Khouja M,Mehrez A.A multi-product constrained newsboy problem with progressive multiple discounts[J].Computers&Industrial Engineering,1996,30(1):95-101.
[16]Lau H,Lau A.The newsstand problem:a capacitated multipleproduct single period inventory problem[J].European Journal of Operational Research,1996,94(1):29-42.
[17]Lau H,Lau A.The multi-product multi-constraint newsboy problem:application,formulation and solution[J].Journal of Operations Management,1995,13(2):153-162.
[18]Parlar M.Game theoretic analysis of the substitutable product inventory problem with random demand[J].Naval Research Logistics,1988,35(3):397-409.
[19]Lippman S A,McCardle K F.The competitive newsboy[J].Operations Research,1997,45(1):54-65.
[20]Eynan A,Rosenblatt M J.Assemble to order and assemble in advance in a single period stochastic environment[J].Naval Research Logistics,1995,42(5):861-872.
[21]Gerchak Y.An inventory model with component commonality[J].Operations Research Letters,1986,5(3):157-160.
[22]J?nsson H.Application of the scenario aggregation approach to a two-stage,stochastic common component,inventory problem with a budget constraint[J].European Journal of Operational Research,1993,68(2):196-211.
[23]Bitran G R,Haas E A,Matsuo H.Production planning of style goods with high setup costs and forecast revisions[J].Operations Research,1986,34(2):226-236.
[24]Hausman W H,Peterson R.Multiproduct production scheduling for style goods with limited capacity,forecast revisions,and terminal delivery[J].Management Science,1972,18(7):370-383.
[25]Matsuo H.A stochastic sequencing problem for style goods with forecast revisions and hierarchical structure[J].Management Science,1990,36(3):332-47.
[26]Gurnani H,Akella R,Lehoczky J.Supply management in assembly systems with random yield and random demand[J]IIE Transactions,2000,32(8):701-714.
[27]Maddah B,Salameh M K,Karame G M.Lot sizing with random yield and different qualities[J].Applied Mathematical Modeling,2009,33(4):1 997-2 009.
[28]Xu H.Managing production and procurement through option contracts in supply chains with random yield[J].International Journal of Production Economics,2010,126(2):306-313.
[29]He Y,Zhao X.Coordination in multi-echelon supply chain under supply and demand uncertainty[J].International Journal of Production Economics,2012,139(1):106-115.
[30]Spengler J J.Vertical integration and antitrust policy[J].The Journal of Political Economy,1950,58(4):347-352.
[31]Lariviere M A,Porteus E L.Selling to the newsvendor:An analysis of price-only contracts[J].Manufacturing&Service Operations Management,2001,3(4):293-305.
[32]Ravi A,Yehuda B.Centralization of stocks:retailers vs manufacture[J].Management Science,1999,45(2):178-191.
[33]Tilson V.Monotonicity properties of wholesale price contracts[J].Mathematical Social Sciences,2008,56(1):127-143.
[34]Caldentey R,Haugh M B.Supply contracts with financial hedging[J].Operations Research,2009,57(1):47-65.
[35]Tsay A.The Quantity Flexibility Contract and Supplier-Customer Incentives[J].Management Science,1999,45:1 339-1 358.
[36]李豫湘,王涵,潘晓渝.两个零售商环境下数量柔性契约研究[J].工业工程,2011,14(2):49-52.
[37]林强,李海晴,李青.资金约束下集中型供应链数量柔性契约设计[J].工业工程与管理,2010,15(6):26-30.
[38]Shi C,Chen B.Pareto quantity flexibility contracts for a supply chain under multiple objectives[J].Journal of the Operational Research Society,2008,59(5):685-692.
[39]Pasternack B.Optimal pricing and returns policies for perishable commodities[J].Marketing Science,1985,4(2):166-176.
[40]刘斌,陈剑,刘思峰.一类短生命周期产品供应链的联合契约[J].系统工程,2005,23(3):55-62.
[41]Padmanabhan V,Png I P L.Returns policies:make money by making good[J].Sloan Management Review,1995,37(1):65-72.
[42]Yao Z,Leung S,Lai K.Analysis of the impact of price-sensitivity factors on the returns policy in coordinating supply chain[J].European Journal of Operational Research,2008,187(1):275-282.
[43]Bernstein F,Federgruen A.Decentralized Supply Chains with Competing Retailers Under Demand Uncertainty[J].Management Science,2005,51(1):18-29.
[44]胡劲松,王虹.三级供应链应对突发事件的价格折扣契约研究[J].中国管理科学,2007,15(3):103-107.
[45]王旭,张男,王银河.价格折扣契约下应对突发事件下的闭环供应链协调策略[J].计算机应用研究,2012,29(7):2 450-2 453.
[46]Weng Z K.Channel coordination and quantity discounts[J].Management Science,1995,41(9):1 509-1 522.
[47]Corbett C J,Groote X D.A supplier's optimal quantity discount policy under asymmetric information[J].Management Science,2000,46(3):444-450.
[48]Karabati S,Saysin S.Single-supplier/multiple-buyer supply chain coordination:Incorporating buyers'expectations under vertical information sharing[J].European Journal of Operational Research,2008,187(3):746-764.
[49]Cachon G P,Lariviere M A.Supply chain coordination with revenue-sharing contracts:strengths and limitations[J].Management Science,2005,50(1):30-44.
[50]Giannoccaro I,Pontrandolfo P.Supply chain coordination by revenue sharing contracts[J].International Journal of Production Economics,2004,89(2):131-139.
[51]Pan K,Lai K,Leung S,Xiao D.Revenue-sharing versus wholesale price mechanisms under different channel power structures[J].European Journal of Operational Research,2010,203(2):532-538.
[52]Barnes-Schuster D,Bassok Y,Anupindi R.Coordinating and flexibility in supply contracts with options[J].Manufacturing&Service Operation Management,2002,4(3):171-207.
[53]徐经意,杨德礼.一种期权契约协调下供应链的交易成本和电子佣金分析[J].预测,2005,24(6):61-66.
[54]蔡洪文,蔡洪武,张殿业.零售商主导的联合广告投入共担模糊期权契约[J].系统工程学报,2011,26(3):322-329.
[55]赵海霞,艾兴政,唐小我.制造商规模不经济的链与链竞争两部定价合同[J].管理科学学报,2013,16(2):60-70.
[56]李钢,杨道箭,齐二石.企业联盟竞争下的两部定价与信息共享[J].管理工程学报,2010,24(2):1-6.
[57]齐二石,杨道箭,刘亮.基于顾客战略行为的供应链两部定价契约[J].计算机集成制造系统,2010,16(4):828-833.
[58]Xanthopoulos A,Vlachos D,Iakovou E.Optimal newsvendor policies for dual-sourcing supply chains:A disruption risk management framework[J].Computers&Operations Research2012,39(2):350-357.
[59]Federgruen A,Yang N.Optimal supply diversification under general supply risks[J].Operations Research,2009,57(6):1 451-1 468.
[60]Dada M,Petruzzi N C,Schwarz L B.A newsvendor’s procurement problem when suppliers are unreliable[J].Manufacturing&Service Operations Management,2007,9(1):9-32.
[61]Giri B C.Managing inventory with two suppliers under yield uncertainty and risk aversion[J].International Journal of production economics,2011,133(1):80-85.
[62]He Y,Zhao X.Coordination in multi-echelon supply chain under supply and demand uncertainty[J].International Journal of production economics,2012,139(1):106-115.
[63]Agrawal V,Seshadri S.Impact of uncertainty and risk aversion on price and order quantity in the newsvendor problem[J].Manufacturing&Service Operations Management,2000,2(4):410-423.
[64]Wu J,Li J,Wang S Y,Cheng T C E.Mean-variance analysis of the newsvendor model with stockout cost[J].Omega,200937(8):724-730.
[65]Martínez-de-Albéniz V,Simchi-Levi D.Mean-variance trade-offs in supply contracts[J].Naval Research Logistics,2006,53(7):603-616.
[66]Choi T M,Chow P S.Mean-variance analysis of quick response program[J].International Journal of Production Economics,2008,114(2):456-475.
[67]黄松,杨超,杨珺.考虑成员风险态度和VaR约束时的供应链协调模型[J].管理工程学报,2011,25(2):136-141.
[68]?zler A,Tan B,Karaesmen F.Multi-product newsvendor problem with value-at-risk considerations[J].International Journal of Production Economics,2009,117(2):244-255.
[69]Gan X,Sethi S P,Yan H.Channel coordination with a riskneutral supplier and a downside-risk-averse retailer[J].Production and Operations Management,2005,13(2):135-149.
[70]Gotoh J Y,Takano Y.Newsvendor solutions via conditional value-at-risk minimization[J].European Journal of Operational Research,2007,179(1):80-96.
[71]Hsieh C C,Lu Y T.Manufacturer’s return policy in a twostage supply chain with two risk-averse retailers and random demand[J].European Journal of Operational Research2010,207(1):514-523.
[72]叶飞,陈晓明,林强.基于决策者风险规避特性的供应链需求信息共享价值分析[J].管理工程学报,2012,26(3):176-183.