基于现货市场的供应链博弈模型

构建了现货市场价格及市场需求均不确定的供应链博弈模型,分析了风险中性供应商的批发价决策、风险厌恶制造商的采购决策,证明博弈均衡存在且唯一。通过解析分析及数值实验探讨了风险态度、现货价格和需求波动及其相关性对供应链博弈的影响。结果表明:1)制造商因规避风险会减小采购,这降低了供应链总效用;2)现货市场存在时制造商会减小向供应商采购的数量,这降低了供应商的利润,但提高了供应链总效用;3)现货价格与市场需求的相关关系让供应商掌握主动,但会降低制造商及整个供应链的绩效。

Supply Chain Games Model with Spot Market

The supply chain games with both spot price and market demand uncertainties is modeled.The risk-neutral supplier determines wholesale price,and then the risk-averse manufacturer determines order quantity.The existence and uniqueness of the equilibrium is proved.Theoretical analysis and numerical experiments show the impacts of risk attitude,spot price fluctuation,demand uncertainty and their correlation.Main results: 1)Risk-averse manufacturer reduces order quantity to protect himself,which lowers the total welfare of the supply chain.2)The spot market diversifies the manufacturer’s procurement portfolio.It results in a reduction of order and thereby profits of the supplier,but a rise in the performance of the chain.3)The correlation of spot price and market demand enhances bargaining power of the supplier,but results in a decline in the supply chain performance.