需求信息非对称情况下零售商最优订货问题研究

考虑需求信息非对称环境下多个存在竞争的零售商的最优订货问题,每个零售商的需求分布函数未知,传统的通过最大化期望利润来求解最优订货量的方法此时不再适用,转而应用稳健优化中使用的方法-最小化最大后悔值方法.首先给出了零售商最优订货量的一般形式.其次考虑了问题的两种特殊情形:对称博弈、两个零售商的最优订货模型,得到:对称博弈存在Nash平衡点、竞争使得零售商订货量增大、信息不对称使得零售商订货量降低并且零售商的最优订货量在一定条件下会随回收残值的增大而增大;两个零售商最优订货模型下的最优订货量的具体形式.     

历史订单信息对牛鞭效应的影响分析

客户需求信息的失真是导致牛鞭效应存在的原因,基于零售商的历史订单数据对其需求进行预测可以部分消除牛鞭效应。论文基于零售商-分销商二级供应链视角,分析了在零售商的需求为线性自回归模式的二级供应链中,分销商利用零售商历史订单数据和现有订单数据进行需求预测时自身库存成本的变更以及整个供应链的牛鞭效应的缓解程度。结果表明:分销商利用历史订单数据进行库存的决策可以显著地降低自己的平均库存和需求的波动,这种降低程度在零售商的订货提前期较大的情况下比较明显,但是零售商的需求预测相关系数对它影响不大。     

预付款融资下基于熵成本的零售商最优订货策略

在预付款策略中,引入熵成本来构建零售商的库存模型,并结合数值分析探讨零售商的最优订货策略.研究发现,考虑熵成本的预付款模型中,随着供应商要求的预付期的增加,零售商的最优订货周期和最优订货批量下降,单位产品流动产生的熵成本上升,单位时间总成本下降.随着利息率的增加,最优订货周期和最优订货批量下降,单位产品流动产生的熵成本在上升,单位时间总成本上升.订货批量越大,单位产品流动产生的熵成本越小.含有熵成本的模型中的最优订货量稳健性,高于不考虑熵成本的库存模型中的,并且受利息收益率和预付款提前期的影响较小.     

装配型企业订货量分配与订单排产联合决策研究

针对供应商交货数量不确定环境下,多品种小批量装配型制造企业因生产物料不配套造成生产计划不可行甚至客户订单拖期的问题,从企业运作整体出发,考虑订货量分配决策对订单生产和交货的影响,以最小化采购成本和最小化订单排产相关成本为优化目标,在允许零部件拖期交货且供应商提供拖期价格折扣条件下,建立订货量分配与订单排产联合优化模型。针对可行解空间巨大、传统数学规划方法难以求解的问题,从增强搜索性能角度出发,设计基于自定义邻域搜索算子的局部搜索机制和基于随机与种群重构变异机制的改进粒子群算法的模型求解策略。通过应用实例对本文模型和算法进行了有效性验证和灵敏度分析,结果表明,相比于传统的分散决策方案,本文模型能够有效降低整体成本水平,引入的改进机制能够显著提升算法搜索性能,为企业供应风险下的运营决策制定提供理论参考。     

订单信息对双供应商公平偏好的实验研究

为了研究订单信息对双渠道进货供应商公平偏好的影响，本文考察由一个制造商和两个同质供应商组成的双渠道进货供应链，其中供应商按照价格折扣给制造商供货。为了获取更多优惠，制造商将会给一个供应商分配尽可能多的订单，因而引起小订单供应商的不满。这种小订单供应商对公平的偏好可能导致其拒绝供货。通过设计和实施实验室实验，本文对比订单是完全信息和不完全信息两种情境下被试的决策行为倾向。实验结果表明，在两种情境下被试决策都偏离理论预期，公平偏好是造成这一现象的主要因素。供应商在不完全信息下表现出更强的公平偏好。基于实验所观察到的现象，分别建立了完全信息和不完全信息下的行为模型，并通过参数估计考察了它们的有效性。研究结论表明，在双渠道进货时应重点关注小订单供应商的公平偏好，不要故意隐藏订单信息。     

基于易逝品需求信息更新的零售商订货策略

供应商为了更好地安排生产计划,降低生产成本,为零售商提供两次订货机会,零售商如何根据供应商提供的订货条件进行合理订货.运用贝叶斯分析的理论建立数学模型,研究了在不同的批发价格下顾客需求信息更新的易逝品的零售商订货策略,扩展了已有的结果并且修正了部分结果.     

随机需求下基于供应中断的备份供应商决策分析

假定需求服从随机分布,研究由零售商主导的供应链中,采用一个战略供应商和一个备份供应商模式,零售商与备份供应商通过能力期权建立订货契约:首先,零售商向备份供应商预订能力,支付预订成本;接着,向战略供应商订货,如果没有发生突发事件则其供货量等于订货量,否则供货量变为零;然后,零售商基于战略供应商的供货量和备份供应商的能力预订确定向备份供应商的订货量,支付执行成本;最后,零售商用战略供应商和备份供应商的总供货量满足顾客需求。备份供应商在考虑自己的能力维持成本和制造成本后决定是否接受零售商提供的能力期权契约。针对零售商可选择的四种不同策略,求得采取不用策略所满足的条件,并给出相应的最优订货量、能力预订量和能力执行量和最优利润等的解析解。     

两种渠道进入模式下信息获取与分享策略研究

考虑单制造商和单零售商组成的双渠道供应链，基于随机需求建立制造商可以在零售商确定订货量之前(先进模式)或与零售商同时(同进模式)确定直销渠道订货量、零售商可通过支付固定成本来获取真实市场需求的订货量博弈模型。首先在两种模式下研究了零售商愿意获取信息并分享给制造商的条件，结果表明当获取成本较高时，零售商不会获取信息；否则零售商会获取信息但不分享给制造商，此时制造商可通过成本分担和信息价值补贴合约来实现双方利润的帕累托改进。随后讨论了渠道进入模式选择策略，结果表明制造商总是选择先进模式，而只要需求的变异系数不是很小，同进模式对零售商更有利。     

基于Backroom Effect的生鲜品零售库存决策优化

本文基于传统的Backroom Effect,考虑生鲜品零售中普遍存在的现象——仓库较之货架具有更为优越的腐损控制和保鲜能力,重新定义了仓库在保管生鲜品过程中存在的数量与保鲜方面的双重Backroom Effect。基于此,面向生鲜品零售商,研究包括仓库-货架补给决策以及订货补给的库存决策优化问题,并利用数值算例剖析了Backroom Effect下,货架与仓库存在的腐损率差异对零售商库存决策和相应利润的影响。文章的主要结论包括:生鲜零售商应在零售库存决策中充分考虑Backroom Effect的影响,借助其提高生鲜品的最优订货量,从而带来单位时间平均利润的提升;随着Backroom Effect效果的提升,零售商的最优订货量和对应的平均利润也随之增加;不同品类的生鲜品对Backroom Effect的敏感程度不同,零售商在进行仓库保鲜投资时应优先投资更易腐损且具有更高边际利润的生鲜品品种。     

资金成本下延迟支付期限的收益分享契约

针对由单一制造商和单一零售商组成的供应链系统,建立了随机需求下考虑有资金成本延迟支付期限的收益分享契约模型,研究两种决策(分散化和集中化)下,延迟支付期限是如何影响资金约束零售商的最优订货数量以及供应链系统的利润.分析表明,不管是分散化还是集中化决策,考虑有资金成本延迟支付期限的收益分享契约使供应链系统的最优订货量和利润都增大.最后,运用数值分析验证了结论.     

On dominance core and stable sets for cooperative ellipsoidal games

Abstract

The allocation problem of rewards or costs is a central question for individuals and organizations contemplating cooperation under uncertainty. The involvement of uncertainty in cooperative games is motivated by the real world where noise in observation and experimental design, incomplete information and further vagueness in preference structures and decision-making play an important role. The theory of cooperative ellipsoidal games provides a new game theoretical angle and suitable tools for answering this question. In this paper, some solution concepts using ellipsoids, namely the ellipsoidal imputation set, the ellipsoidal dominance core and the ellipsoidal stable sets for cooperative ellipsoidal games, are introduced and studied. The main results contained in the paper are the relations between the ellipsoidal core, the ellipsoidal dominance core and the ellipsoidal stable sets of such a game.     

A dynamic Cournot–Nash game: a representation of a finitely repeated feedback game

This paper studies market outcome equivalence of two dynamic production-capital investment games under uncertainty. One is played under complete information, while the other, feedback (FB) game, is played under incomplete information about the opponents’ costs and market demand. The FB game structure may be observed in some newly initiated industries, in which a homogeneous good is exchanged via an auction mechanism. In that case, the FB game setting may predict the complete information equilibrium market outcomes.      

On participation games with complete information

We analyze a class of two-candidate voter participation games under complete information that encompasses as special cases certain public good provision games. We characterize the Nash equilibria of these games as stationary points of a non-linear programming problem, the objective function of which is a Morse function (onethat does not admit degenerate critical points) for almost all costs of participation. We use this fact to establish that, outside a closed set of measure zero of participation costs, all equilibria of these games are regular (an alternative to the result of De Sinopoli and Iannantuoni in Econ Theory 25(2):477–486, 2005). One consequence of regularity is that the equilibria of these games are robust to the introduction of (mild) incomplete information. Finally, we establish the existence of monotone Nash equilibria, such that players with higher participation cost abstain with (weakly) higher probability.      

Coordination mechanism for capacity reservation by considering production time,production rate and order quantity

In this paper we study the coordination of a dyadic supply chain producing a high-tech product by contracts. The product has a short life cycle and the buyer faces stochastic demands during the selling period. We consider the production time, which causes the inventory costs on supplier’s side. As the supplier builds production capacity in advance, the production rate is limited to the capacity created during the production time. In addition, we take into account the inventory cost and operational cost for the buyer. We examine the model under both full information and partial information updating situations, and propose a coordinating contract for each case. Our analysis includes the study of members’ decisions under both forced and voluntary compliance regimes. Numerical results are presented to provide more insights into the models developed and the mechanisms proposed.     

A polynomial time algorithm for computing the nucleolus for a class of disjunctive games with a permission structure

Recently, applications of cooperative game theory to economic allocation problems have gained popularity. In many such allocation problems there is some hierarchical ordering of the players. In this paper we consider a class of games with a permission structure describing situations in which players in a cooperative TU-game are hierarchically ordered in the sense that there are players that need permission from other players before they are allowed to cooperate. The corresponding restricted game takes account of the limited cooperation possibilities by assigning to every coalition the worth of its largest feasible subset. In this paper we provide a polynomial time algorithm for computing the nucleolus of the restricted games corresponding to a class of games with a permission structure which economic applications include auction games, dual airport games, dual polluted river games and information market games.     

Measuring economic efficiency with incomplete price information: With an application to European commercial banks

Measuring economic efficiency requires complete price information, while resorting to technical efficiency exclusively does not allow one to utilise any price information. In most studies, at least some information on the prices is available from theory or practical knowledge of the industry under evaluation. In this paper we extend the theory of efficiency measurement to accommodate incomplete price information by deriving upper and lower bounds for Farrell's overall economic efficiency. The bounds typically give a better approximation for economic efficiency than technical efficiency measures that use no price data whatsoever. From an operational point of view, we derive new data envelopment analysis (DEA) models for computing these bounds using standard linear programming. The practical application of these estimators is illustrated with an empirical application to large European Union commercial banks.     

Implementability of correlated and communication equilibrium outcomes in incomplete information games

In a correlated equilibrium, the players’ choice of actions is directed by correlated random messages received from an outside source, or mechanism. These messages allow for more equilibrium outcomes than without any messages (pure-strategy equilibrium) or with statistically independent ones (mixed-strategy equilibrium). In an incomplete information game, the messages may also reflect the types of the players, either because they are affected by extraneous factors that also affect the types (correlated equilibrium) or because the players themselves report their types to the mechanism (communication equilibrium). Mechanisms may be further differentiated by the connections between the messages that the players receive and their own and the other players’ types, by whether the messages are statistically dependent or independent, and by whether they are random or deterministic. Consequently, whereas for complete information games there are only three classes of equilibrium outcomes, with incomplete information the corresponding number is 14 or 15 for correlated equilibria and even larger—15, 16 or 17—for communication equilibria. For both solution concepts, the implication relations between the different kinds of equilibria form a two-dimensional lattice, which is considerably more intricate than the single-dimensional one of the complete information case.     

An evolutionary game theoretic perspective on e-collaboration: The collaboration effort and media relativeness

Studies of e-collaboration from a game-theoretical perspective are practically nonexistent. This article contributes to filling this gap by focusing on the strategic interaction between players as they decide whether and how much to collaborate with each other. We use evolutionary game theory to make predictions about a two-person e-collaboration game. More specifically, we extend the traditional Prisoners’ Dilemma and Snowdrift game theory notions to discrete-strategy e-collaboration games, by explicitly including social punishments into the players’ payoff functions. We also introduce continuous-strategy e-collaboration games with both complete and incomplete information. Finally, we provide two generic dynamic programming models for e-collaboration games with media selection.     

Approximation and representation of the value for some differential games with asymmetric information

We consider differential games with incomplete information. For special games with dynamics independent of the state of the system and linear payoffs, we give a representation formula for the value similar to the value of repeated games with lack of information on both sides. For general games, this representation formula does not hold and we introduce an approximation of the value: we build a sequence of functions converging to the value function.     

Experimental results on ultimatum games with incomplete information

This paper is about experiments on two versions of ultimatum games with incomplete information, called the offer game and the demand game. We apply the strategy method, that is, each subject had to design a complete strategy in advance instead of reacting spontaneously to a situation which occurs in the game. Game theory predicts very similar outcomes for the offer and the demand games. Our experiments, however, show significant differences in behavior between both games. Using the strategy method, allows us to explore the motivations leading to those differences. Since each subject played the same version of the game eight rounds against changing anonymous opponents we can also study subjects' learning behavior. We propose a theory of boundedly rational behavior, called the “anticipation philosophy”, which is well supported by the experimental data.