不完全信息条件下倾销与反倾销动态博弈

本文先简要介绍了国内外对倾销与反倾销博弈的研究动态,重点是逐步推导构建不完全信息条件下的倾销与反倾销动态博弈模型,并对反倾销机制及其对市场价格、产销量与国家福利的影响给出了理论推导,文开指出了需进一步研究的主要问题。     

Bertrand模型与超模博弈

将近年来博弈论中出现的一种新的研究方法--超模博弈理论应用于Bertrand寡头博弈中,对于具有一般成本函数的差异产品的Bertrand寡头博弈,当企业的策略只是选择价格水平时,比较了博弈为超模和对数超模博弈的充分条件,表明虽然一个对数超模博弈一定是拟超模的,因而较超模博弈的适用范围更广泛,但二者的充分条件之间不具备可比性,即不能由其中一个推出另外一个.同时既使该博弈既不是超模的也不是对数超模的,仍可能存在对利润函数的其它单调转换使博弈成为超模的.当边际生产成本为常数时,给出了具体的反例.当企业的策略为同时选择价格和广告水平,且企业的边际生产成本为常数时,表明在一般的假设下博弈为超模博弈,从而说明了为什么通常情况下较高的广告水平对应着较高的价格.     

替代策略在二级供应链库存管理中的作用

把经典的报童模型扩展到了两产品情况,其中一种产品有多余库存时可以替代另外一种缺货的产品进行销售,探讨了可替代产品在由一个供应商和一个销售商组成的二级供应链中的作用.以二级供应链系统为背景,分别提出了采取替代策略和不采取替代策略两种情况下的stackelberg博弈模型,给出了博弈的Nash均衡解,并分析了这两种情况下供应商的批发价和销售商的订货量随着两种产品的单位销售成本取值不同时的变化.数值分析表明当采取替代策略时,供应商的收益增加,销售商的收益减少,最终供应链的整体收益水平提高了.     

团队生产动态博弈

本文建立了团队生产动态(微分 )博弈模型,用Pontryagin最大值原理和共轭点理论研究了该微分博弈的Nash均衡存在的充分必要条件。我们也讨论协调个人理性和集体理性的促进团队合作博弈的机制设置问题。     

同类异质产品市场博弈Nash均衡最优策略模型

本文按照Nash均衡解的要求,建立同类异质产品市场用户需求分布及效用结构模型,导出不同定位的企业所实施竞争策略的若干最优条件,通过计算不同策略设计下产品相应的临界功能效用值,参与竞争的企业可找到适合于市场需求的最优决策。     

基于不确定情况下的库存问题的研究

库存问题的种类有很多,本文讨论其中一种情况,即制造商在用原材料生产某种产品时,我们假设制造商生产产品的需求量和原材料供给量都为不确定的、随机的。同时,我们在生产能力受到限制的条件下确定成品的生产数量和原材料的订购量,使得总的期望成本达到最小。本文建立了该问题的模型并给出结果。     

不确定环境下研发投资决策的期权博弈模型

假定产出价格(随机需求)服从带跳的几何布朗运动来模拟研发项目中突发事件和市场的不确定性特点,拓展了用几何布朗运动模拟市场不确定性的双寡头期权博弈模型,同时也是在带跳的几何布朗运动的实物期权方法中融入了竞争策略互动的影响.敏感性分析结果表明随着这两类不确定性的增大,参与双方进入门槛值都变大.突发事件带来的不确定提高会使得参与双方的期权价值降低,但是市场的不确定性变大对于追随者来说等待是有价值的,对领先者的期权价值的影响却是不定的.     

供应不确定环境下考虑消费者思考行为的供应链订货定价决策研究

在供应不确定的市场环境下,消费者思考行为对零售商和制造商的订货定价策略有何影响?本文结合消费者行为理论,研究供应不确定环境下集中式和分散式供应链中零售商和制造商的最优订货定价策略。研究结果表明：供应不确定会损害所有供应链成员的利益。当思考成本较小时,制造商依据制造成本定适中价、高价、和低价策略。适中价和高价策略均会刺激消费者思考,但仅当采取高价策略时,制造商利润会受思考成本影响。制造商(和零售商)也可制定低价策略抑制消费者思考而直接购买,此时制造商(零售商)利润随思考成本增大而增大(减少)。当思考成本偏大时,虽然消费者不思考,但是定价仍需考虑消费者的期望感知价值。此外,集中式与分散式供应链决策对比结果表明：分散决策时,零售商对制造成本更加敏感,会更早地从冒险型订货策略和全量订货策略转变为谨慎型订货策略;当思考成本较小且制造商(和零售商)制定低价策略时,分散式与集中式供应链效率一样。     

基于环境约束和要素集聚因素下的企业间博弈分析

基于环境约束、科技创新和要素集聚三维因素,研究多家同类产品制造企业在完全信息条件下进行的非合作博弈,通过设定相应的利润函数和约束条件,建立此类博弈模型,分析每个企业如何制定合适的产品生产量、排污权购买量、科研投入资金和提高要素配置效率费用,使这类博弈达到Nash均衡状态。借助变分不等式的算法给出此类博弈的Nash均衡点计算方法,并通过计算结果分析环境约束、科研投入资金、提高要素配置效率费用对企业利润的综合影响。研究结果表明,当企业战略方案的可取范围是有界闭凸集,同时每个企业的边际利润随产品生产量、排污量、科研投入资金和提高要素配置效率费用呈负相关关系,这类博弈存在Nash均衡状态。通过将这类博弈问题转化成变分不等式问题,利用变分不等式投影收缩算法计算Nash均衡点的数值。数值分析表明,在环境约束下,科研投入资金和提高要素配置效率费用存在最优的投资组合,企业在Nash均衡状态时采取的方案虽然对博弈对手的方案做出了最优反应,但将博弈置于合作状态下能使整个行业获得更大利润。     

不同付款方式下供应不确定企业的采购源与定价策略研究

近几年,受发展中国家生产成本不断上涨的影响,很多企业开始撤离中国,本研究欲探究代工厂向销售国家转移的趋势与价格竞争的关系。研究基于不同采购费付款方式下以价格竞争为主企业的最优采购源和定价策略。基于订货量或到货量的付款方式一直以来是企业采购的两种主要支付方式。同时,以往的相关研究一直基于数量竞争,但现实中,企业间的价格竞争也不少,因此考虑价格竞争的采购源决策与定价问题值得进一步研究。基于此,本研究考虑采购费与订货量或到货量相关两种情况,基于价格竞争模型,研究了企业最优的采购源策略,即国内源、国外源、双源以及每种策略下最优的定价。研究发现：（1）无论在哪种采购费支付方式下,企业在价格竞争下最优的采购源策略均是采用对市场反应快的国内源。（2）在采购费与订货量相关时,企业的市场定价更高。（3）两种采购费支付方式下企业的期望利润却一样多。（4）在价格竞争下,企业更青睐能对市场做出快速反应的国内源,不同于数量竞争下的双源。本研究将为企业在价格竞争下采购源决策与定价提供决策参考。     

应对突发事件的库存共享策略

以包含两个销售商的库存系统为例,构建了一个描述库存共享应对突发事件的非合作博弈模型,证明了其纳什均衡解是唯一存在的。研究结果显示库存共享策略总有可能使得销售商的期望利润得以改进。另外,比较静态分析反映了转载价格和转载成本显著影响库存共享销售商的最优订货量和最优期望利润。最后,提出了一个简单的求解模型纳什均衡解的启发式算法。     

Value of Sharing Production Yield Information in a Serial Supply Chain

New developments in corporate information technology such as enterprise resource planning systems have significantly increased the flow of information among members of supply chains. However, the benefits of sharing information can vary depending on the supply chain structure and its operational characteristics. Most of the existing research has studied the impact of sharing downstream information (e.g., a manufacturer sharing information with its suppliers). We evaluate the benefits of sharing upstream yield information (e.g., a supplier sharing information with the manufacturer) in a two‐stage serial supply chain in which the supplier has multiple internal processes and is faced with uncertain output due to yield losses. We are interested in determining when the sharing of the supplier's information is most beneficial to the manufacturer. After proposing an order‐up‐to type heuristic policy, we perform a detailed computational study and observe that this information is most beneficial when the supplier's yield variance is high and when end‐customer demand variance is low. We also find that the manufacturer's backorder‐to‐holding cost ratio has little, if any, impact on the usefulness of information.     

ABC Classification: Service Levels and Inventory Costs

ABC inventory classifications are widely used in practice, with demand value and demand volume as the most common ranking criteria. The standard approach in ABC applications is to set the same service level for all stock keeping units (SKUs) in a class. In this paper, we show (for three large real life datasets) that the application of both demand value and demand volume as ABC ranking criteria, with fixed service levels per class, leads to solutions that are far from cost optimal. An alternative criterion proposed by Zhang et al. performs much better, but is still considerably outperformed by a new criterion proposed in this paper. The new criterion is also more general in that it can take criticality of SKUs into account. Managerial insights are obtained into what class should have the highest/lowest service level, a topic that has been disputed in the literature.     

供应链库存合约研究

研究了制造商与其供应商的供应链最优库存策略和在非合作情况下的库存策略,比较分析了两种情况下的库存策略,并设计了库存合约;分析表明,制造商通过设计有效的转移支付合约,可以实现供应链库存的最优化。     

随机需求直接发运的运输与库存整合优化研究

分销系统的运输与库存整合优化是供应链管理的重要研究课题.本文分析了随机需求两级分销系统的三种配送策略,并具体给出了基于整车直接发运策略的运输决策与库存控制整合优化数学模型,可得到最优的两级最优库存水平和最优的运输频率.最后对给出的算例,利用MATLAB7的规划求解功能容易获得了问题的最优解.     

Inventory leanness and the financial performance of firms

This paper examines the financial consequences that inventory leanness has on firm performance. We conduct an econometric analysis using 4324 publicly traded US manufacturing companies for the period 1980–2008. Using an instrumental variable fixed effects estimator we find a nonlinear relationship between inventory leanness and financial performance. However, we note that the maximum point of this inverted U-shaped relationship often lies at the extreme end of the investigated sample – suggesting a decreasing return from leanness rather than an optimal level. We show that the strength of this relationship is highly dependent on both the industry and inventory component (raw materials, work in process and finished goods) studied. The main novelty and direct implication of our findings is that most firms still have much potential to increase profitability by becoming leaner and they are unlikely to cross a threshold where profitability decreases with increased leanness. We display how much the average firm could gain by becoming leaner and show how this sensitivity changes by inventory component and industry. Finally, we highlight several new econometric aspects that we believe must be addressed when empirically investigating the inventory-performance link.     

Coordinating a Supply Chain System with Retailers Under Both Price and Inventory Competition

We investigate a supply chain system with a common supplier selling to downstream retailers who are engaged in both price and inventory competition. We establish the existence and uniqueness of the pure‐strategy Nash equilibrium for the retailer game and study how a supplier can coordinate the system to achieve the best performance. Our main conclusions are as follows: First, a buyback contract can be used to coordinate retailers competing on both price and inventory in a sense that optimal retail prices and inventory levels arise as the Pareto‐dominant equilibrium. With symmetric retailers, the system optimum arises as the unique symmetric equilibrium. Second, the particular type of competition experienced by retailers (price versus inventory competition) affects the characteristics of the contract. Specifically, strong price competition leads to a coordination mechanism with a positive buyback rate, where the supplier subsidizes retailers for leftover inventories; however, strong inventory competition leads to a negative buyback rate, where retailers are punished for overstocking. Using a linear expected demand function, we further explore the impact of system parameters on the coordination contract and the competitive equilibrium. We also find that the performance of the supplier's optimal contract is asymptotic to the system optimal coordination contract as competition becomes fierce.     

大型医院血液库存系统订货点决策的仿真研究

血液是一种典型的易变质物品。本文以国内某大型医院的血液库存系统为对象,依照其运作流程,基于该系统运行的历史数据建立了一个离散事件系统仿真模型对这一系统进行研究,得到了该系统的最优订货点。本文的研究有助于血液库存管理措施的制定与改进,对其它易变质物品库存系统的管理也有一定的借鉴作用。     

不确定需求环境下多级库存系统优化与协调模型研究

论文首先将模糊随机变量扩展为混合随机变量,并用来描述不确定需求.然后对多级单周期库存系统在模糊随机和混合随机需求环境下的优化与协调问题作了研究,提出了通过集成库存管理使库存系统整体收益期望值最大化的优化模型和协调合作伙伴利益的数量折扣契约模型,并根据遗传算法理论和计算机模拟技术设计了求解模型的智能算法.最后通过实例对模型进行了仿真分析.     

Inventory Control when the Lead‐time Changes

A single‐echelon inventory system with continuous review and Poisson demand is considered. There are standard linear holding and backorder costs but no ordering or set‐up costs. We study a change in the lead‐time, which is rather typical in connection with application of a Just‐In‐Time philosophy. Our main focus is a lead‐time decrease but we also consider a lead‐time increase. Due to the lead‐time change, the optimal steady state solution will also, in general, change. We consider the transient problem of minimizing the costs when bringing the system from its original steady state to the new steady state.