需求信息更新条件下基于期权契约的供应链协调机制及应用风险研究

项目名称： 需求信息更新条件下基于期权契约的供应链协调机制及应用风险研究

项目编号： No.71301150

项目类型： 青年科学基金项目

立项/批准年度： 2014

项目学科： 管理科学

项目作者： 尚文芳

作者单位： 郑州大学

项目金额： 19万元

中文摘要： 需求信息更新可以划分为提前期内需求预测信息更新和销售季节中需求实现信息更新两种类型，通过不断变换期权购买的时点、属性等决策特征，将期权契约分别引入到提前期两阶段需求预测独立和销售季节中两阶段市场需求相关的供应链协调与优化决策中。与供应链协调问题紧密关联的是契约的有效性和稳健性，即协调契约是否存在应用风险。对于提前期内需求预测更新情形，已有研究通过期望利润是否改进来判断契约的有效性，但期望利润是考虑了所有需求预测可能性之后的平均利润，与具体每个预测更新位置对应的实际利润都可能不同。因此，需要考察是否存在某些预测更新位置，对应的实际利润并未得到改进，将其形成的集合记作期权契约的风险区间，并计算该区间相对于整个提前期的比例，以度量风险发生的概率。对销售季节中两阶段需求相关的情形，考虑以第一阶段需求与两阶段市场总需求的比值度量需求实现信息更新的位置，继而分析信息更新位置对期权契约稳健性的影响。

中文关键词： 需求信息更新；期权契约；供应链协调；应用风险；

英文摘要： Demand information updating can be characterized as demand forecast updating and demand realization updating. This research will study supply chain coordination with option contracts in two scenarios: demand forecast information in the two stages of lead time is independent of each other, and market demand in the two stages of sales season is correlated. That which has a close relationship with coordination contracts is the validity and robustness, in other words, it is necessary to confirm whether there is application risk following the coordination contracts. With regard to the scenario of demand forecast updating in lead time, the literature judged the validity by examine that whether the expected profit has been improved, however, the expected profit, in essence, is an average profit taking all the demand forecast possibilities into account, and may be different from the actual profit under each forecast possibility. Therefore, we need to look at whether there are some forecast positions that the corresponding actual profits are not improved, and denote the set of these forecast positions as risk range of option contracts. Moreover, it is feasible to calculate the ratio of risk range to the whole lead time so that we can measure the probability of the risk occurring. With respect to the scenario that the mar

英文关键词： Demand information updating；Option contracts；supply chain coordination；Application risk；