兰州大学机构库 >数学与统计学院
需求和价格不确定的采购管理模型
Alternative TitleProcurement Management under uncertain demand and spot price
李勇
Thesis Advisor焦桂梅
2011-05-19
Degree Grantor兰州大学
Place of Conferral兰州
Degree Name硕士
Keyword远期合约 现货市场 B2B市场 长期合作合同 条件期望
Abstract进入 21 世纪,随着科学技术的发展,互联网的广泛应用,经济的全球化,采购的发展也加入全球化的大潮中. 采购管理也从以交易为基础的采购战术职能发展到以流程为导向的整个供应链的战略职能. 流程本身不再以生产原材料、商品和服务的交易为目的,而是开始依靠优良的电子商务战略从世界范围内寻找货源.因此以 B2B 为平台的电子采购也成为更多的采购管理者的新宠. 由于采购者所处的外部环境和其内部的运营决策都将引起采购风险,如现货市场价格波动带来的风险,供应商未能及时交付的风险,需求量不确定带来的库存不足或剩余的风险等. 本文利用组合采购合同的思想,讨论了在现货市场价格和需求量都不确定的情况下,采购者如何更好的利用现货市场、电子市场提供的风险管理工具――远期合约和长期合作合约,形成采购合同组合,规避由现货市场价格波动带来的风险、满足需求并且又能使采购成本最小. 本文用三个模型阐述了远期合约和长期合约的合约组合思想。首先我们在 Prabhu Aggarwal[1] 的基础上给出了带有运输费用的采购组合管理模型,并证明了在现货市场价格和需求量分布都为均匀分布时的采购成本函数存在唯一的极小值和极值点. 通过数值实例给出具体的采购组合,最后我们还给出了不同的价格分布和需求分布时的采购组合,对其进行了对比分析,并得出如下结论:当价格波动越剧烈,采购者在决定采购合同组合时,会增加购买远期合约中的商品数量,而当需求量变化剧烈时,采购者会增加从现货市场购买的商品数量,以现货市场的灵活性来应对需求量的剧烈变化.
Other AbstractAs the development of science and technology, widely applicant of internet, economic globalization in 21st century, procurement trade is globalizing gradually. Procurement management function focus on from procurement based on transactions to whole supply chains oriented by process. The process itself does not produce products or make commodity and service transactions, but search available sources from the whole worth by strong electronic commerce. Therefore electronic procurement based on B2B is new favorite of more procurement managers. Both external environment surround buyers and operation policy result in risks on procurement, such as price fluctuation in spot markets, delay of supply, inventory surplus or lack caused by uncertainty of demand requirement. Based on the thought of combinatorial procurement contracts, in case of uncertainty of demand requirement and market price, how do buyers decide procurement combinations , avoid risks, satisfy demand requirements and save the costs by exploiting such risk management tools relative to spot markets and electronic markets as forward conrtact and long-term contract。 In this article we study forward contract and long-term contract by three models. In the first model, we study a procurement management model with parameter of transportation costs based on model proposed by Prabhu Aggarwal [1]. Firstly we prove there exists a unique minimal value in the cost function in case of the distributions of spot market price and demand requirement being uniform. Then give some experiments to show good effective of the model. Finally we study the model in the other case of different distribution of price and demand requirement. By contrasting among different distributions, we acquire the following results: when the price has strong fluctuation, buyers would increase the procurement of commodities from forward contracts, while when the range of demand requirement is wide, buyers would purchase more commodities in spot market in effect of satisfying the demand requirement. In the second model, we study a procurement management model relative to two-stage demand requirement, where demand requirement in the first stage,denoted by t_1, is constant while one in the second stage, denoted by t_2, is random. Firstly we prove there exists a unique minimal value in the cost function in case of the distributions of spot market price and demand requirement being uniform. Then give some exp...
URL查看原文
Language中文
Document Type学位论文
Identifierhttps://ir.lzu.edu.cn/handle/262010/224556
Collection数学与统计学院
Recommended Citation
GB/T 7714
李勇. 需求和价格不确定的采购管理模型[D]. 兰州. 兰州大学,2011.
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