多重随机环境下跨国采购和定价联合决策模型

在批发价、汇率和需求的三重随机波动环境下,考虑跨国采购与定价联合决策问题。本文主要利用随机过程来刻画批发价和汇率的随机性,并将两者的统计规律性纳入带有随机需求的决策模型的理论框架,进而给出跨国采购和定价联合决策模型及其可靠性评估机制。模型的相关结论表明:其一、不同周期的最优策略受到批发价与汇率波动的交互影响,当批发价和汇率波动性的重叠效应具有下降趋势时,销售商所采取的最优策略为增加一定的采购量,以实现系统的期望利润目标;其二、当批发价与汇率统计结构的属性为不可约遍历马氏链时,随机系统的下行风险具有良好的稳定性;其三、决策者可以通过本文提出靶向成本区间的上穿评估机制刻画随机系统的成本涨幅特征及其变化趋势,以解决供应商的最佳选择问题,从而达到了规避风险的运营目标。

Joint Decision Model of Transnational Procurement and Pricing in Multiple Stochastic Environments

In the environment of triple random fluctuation of wholesale price, exchange rate and demand, the joint decision of cross-border procurement and pricing is considered. In this paper, the randomness of wholesale price and exchange rate is characterized by stochastic process, and the statistical regularity of the two is incorporated into the theoretical framework of the decision model with stochastic demand, then the joint decision-making model of transnational procurement and pricing and its reliability evaluation mechanism are given. The relevant conclusions of the model show that: firstly, the optimal strategy of different cycles is affected by the interaction between wholesale price and exchange rate fluctuation. When the overlapping effect of wholesale price and exchange rate fluctuation has a downward trend, the optimal strategy adopted by the seller is to increase a certain amount of purchase to achieve the expected profit target of the system. Secondly, when the statistical structure of wholesale price and exchange rate is irreducible traversal Markov chain, the downside risk of stochastic system has good stability. Thirdly,the decision-maker can propose a penetrating evaluation mechanism of targeted cost interval to depict the cost increase characteristics and change trend of the random system, so as to solve the problem of optimal supplier selection, thus achieve the operational goal of risk avoidance.