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信息泄露是供应链企业之间进行信息共享的障碍之一,本文考虑供应商与在位者零售商、进入者零售商之间缔结不同类型合约下的信息泄露问题。鉴于供应商与在位者之间具有较长期的合作关系,他们之间以收益共享合约进行交易,而考虑到进入者零售商新进入此市场,他与供应商之间以批发价格合约进行交易。基于信号博弈的研究框架,分析了此设定下所导致的纯策略完美贝叶斯均衡,并给出了分离均衡、混同均衡以及非泄露均衡出现的条件。研究发现,当供应商与在位者之间的收益共享比例和供应商向进入者提供的批发价格满足一定条件时,供应商有动机不泄露在位者的订货量信息,即出现非泄露均衡。最后,通过数值算例对在位者、进入者以及供应商在分离均衡和非泄露均衡中的利润进行了比较分析。 相似文献
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发电侧厂商的行为是影响电力市场竞价交易的重要因素,发电商的行为策略是造成市场出清价的不稳定性的关键原因,而其行为主要是通过操控市场力来提升价格.本文以美国加利福尼亚州电力市场99年电价一容量数据的分析对象,企图对数据去噪、聚类建立模型,特别是针对由于发电商的容量持留造成市场出清价格的振荡这种情况,依托数据挖掘中混合聚类思想建立混合模型,以从中反映发电厂商的行为. 相似文献
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基于需求和生产成本偏差的Cournot竞争供应链协调 总被引:1,自引:0,他引:1
分析一个供应商和两个Cournot竞争零售商组成的供应链系统的协调问题.首先证明收益共享合约在稳定条件下能实现该供应链协调;当突发事件导致零售商面临的需求规模和供应商的生产成本同时与其预测值发生偏差时,为使供应链收益最大,提出了调整生产计划和零售价格的协调策略,进一步证明了改进的收益共享合约可协调需求和成本偏差的分权供应链;最后进行了数值实验. 相似文献
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为提升供应链绩效,探讨了大型自产自销商和小型零售商价格竞争下的最优信息分享策略问题.应用信号博弈理论,建立了分离策略和混同策略下的定价决策模型,通过比较分析均衡解和最大利润,给出了不同市场需求类型下的最优信息分享策略,并进一步分析了渠道竞争强度对自产自销商最优信息分享策略的影响.研究表明,自产自销商的最优信息分享策略依赖于市场波动程度,高市场需求类型下市场波动程度较小时选择混同策略,市场波动程度较大时选择分离策略;低市场需求类型下市场波动程度较小时选择混同策略,随着市场波动程度增大,自产自销商趋向于选择不分享信息.此外,随着高市场需求类型的概率增大,自产自销商趋向于选择分离策略;随着渠道竞争强度的增大,自产自销商趋向于选择混同策略. 相似文献
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在碳减排政策下,基于电力供需平衡,针对电网公司、可再生能源发电商和不可再生能源发电商组成的系统,研究了可再生能源电价补贴机制.将基于玻尔兹曼分布的碳排放配额分配方法和二氧化碳溢出效应引入模型,研究了电网公司、可再生能源发电商、不可再生能源发电商的最优决策,系统参数对系统均衡的影响,以及补贴策略对成员决策的影响.最后,分... 相似文献
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针对由一个制造商、一个批发商和一个零售商构成的三层供应链系统,在随机市场需求且需求受商品零售价格影响的情况下,研究了零售商如何定价和确定订货量.在此基础上给出了一个能使供应链系统达到完美协调的收益分享合约策略,最后给出了数值例子. 相似文献
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Yingxue Zhao Shouyang Wang T.C.E. Cheng Xiaoqi Yang Zhimin Huang 《European Journal of Operational Research》2010
Manufacturer–retailer supply chains commonly adopt a wholesale price mechanism. This mechanism, however, has often led manufacturers and retailers to situations of conflicts of interest. For example, due to uncertain market demand, retailers prefer to order flexibly from manufacturers so as to avoid incurring inventory costs and to be able to respond flexibly to market changes. Manufacturers, on the other hand, prefer retailers to place full orders as early as possible so that they can hedge against the risks of over- and under-production. Such conflicts between retailers and manufacturers can result in an inefficient supply chain. Motivated by this problem, we take a cooperative game approach in this paper to consider the coordination issue in a manufacturer–retailer supply chain using option contracts. Using the wholesale price mechanism as a benchmark, we develop an option contract model. Our study demonstrates that, compared with the benchmark based on the wholesale price mechanism, option contracts can coordinate the supply chain and achieve Pareto-improvement. We also discuss scenarios in which option contracts are selected according to individual supply chain members’ risk preferences and negotiating powers. 相似文献
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在面临相同随机市场需求的情况下,本文对期权契约中的看涨期权与看跌期权契约进行了对比分析,以期为决策者在实际采购活动中选择不同类型的期权契约时提供决策依据。通过模型建立与求解分析,本文得出了销售商接受期权契约时,契约参数需要满足的条件及相应的订购策略;并进一步得出了两种期权契约下,供应链达到协调状态时的具体条件,分析了此时契约参数对供销双方利润的影响,继而给出了两种期权契约的适用范围以及供销双方的契约选择偏好。在此基础上,本文还给出了不同期权契约下,供销双方各自利润均不低于其自身保留利润时契约参数的取值范围,并证明了两种期权契约均可有效提高销售商的利润水平。最后,本文通过算例对上述结论进行了验证。 相似文献
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以供应商、3PL企业和零售商构成的供应链为研究背景,针对零售商存在资金约束且面临不确定市场需求情形,本文研究了零售商在3PL融资与银行融资模式下的最优决策。构建了动态博弈模型来挖掘不同融资方式如何影响供应链各参与主体的决策,探究零售商选择3PL融资的运费可行区间以及选择银行融资的银行利率可行区间。研究发现:一般情况下,零售商最终会选择3PL融资。当银行利率较低或者运费很高时,零售商最终选择银行融资;当3PL企业与零售商通过利润转移契约进行合作时,零售商选择3PL融资,合作的双方能够实现帕累托改进。 相似文献
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Magdalena Borgosz-Koczwara Aleksander Weron Agnieszka Wyłomańska 《Mathematical Methods of Operations Research》2009,69(3):579-592
In this paper we consider the forward/futures contracts and Asian-type call options for power delivery as important components
of the bidding strategies of the players’ profits on the electricity market. We show how these derivatives can affect their
profit. We use linear asymmetric supply function equilibrium (SFE) and Cournot models to develop firms’ optimal bidding strategies
by including forward/futures contracts and Asian-type options. We extend the methodology proposed by Niu et al. (IEEE Trans
Power Syst 20(4):1859–1867, 2005), where only forward contracts for power delivery were considered in the SFE model. 相似文献
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The deregulation of electricity markets increases the financial risk faced by retailers who procure electric energy on the spot market to meet their customers’ electricity demand. To hedge against this exposure, retailers often hold a portfolio of electricity derivative contracts. In this paper, we propose a multistage stochastic mean-variance optimisation model for the management of such a portfolio. To reduce computational complexity, we apply two approximations: we aggregate the decision stages and solve the resulting problem in linear decision rules (LDR). The LDR approach consists of restricting the set of recourse decisions to those affine in the history of the random parameters. When applied to mean-variance optimisation models, it leads to convex quadratic programs. Since their size grows typically only polynomially with the number of periods, they can be efficiently solved. Our numerical experiments illustrate the value of adaptivity inherent in the LDR method and its potential for enabling scalability to problems with many periods. 相似文献
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在制造业服务化转型过程中,传统的产品供应链转变为了产品服务供应链,为顾客提供产品和服务,服务可以由制造商或零售商提供,权力结构会对服务渠道的选择产生影响。本文通过建立博弈模型,研究了制造商为核心、零售商为核心以及制造商与零售商权力均等三种权力结构下最优服务渠道的选择问题,并应用两部定价契约对最优服务渠道的结果进行协调。研究发现,当制造商为核心时,最优的服务渠道为零售商提供服务,当零售商为核心时,最优的服务渠道为制造商提供服务,当制造商与零售商权力均等时,不存在最优的服务渠道。两部定价契约可以实现最优服务渠道的协调,最后通过数值仿真对结论进行了验证。 相似文献
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In this article we propose a model of the supply chain in electricity markets with multiple generators and retailers and considering several market structures. We analyze how market design interacts with the different types of contract and market structure to affect the coordination between the different firms and the performance of the supply chain as a whole. We compare the implications on supply chain coordination and on the players’ profitability of two different market structures: a pool based market vs. bilateral contracts, taking into consideration the relationship between futures and spot markets. Furthermore, we analyze the use of contracts for differences and two-part-tariffs as tools for supply chain coordination. We have concluded that there are multiple equilibria in the supply chain contracts and structure and that the two-part tariff is the best contract to reduce double marginalization and increase efficiency in the management of the supply chain. 相似文献
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A. A. Vasin A. A. Sharikova 《Moscow University Computational Mathematics and Cybernetics》2011,35(1):47-55
We address the problem of how to improve the efficiency of markets of similar goods (electric power, gas, and other resources).
One way to undermine the market dominance of some companies is the possibility of forward contracts. Here a model of the spot
and forward markets functioning as Curnout auctions is studied using the example of symmetrical oligopoly. Suppliers try to
maximize their profit by this two-stage game’s strategies of traded subgame equilibrium (TSE). The conditions for equilibrium
achieved by correlated mixed strategies are elucidated: either a “bull” or “bear” market is established according to a chance
factor. The optimum strategies of rational bidders are found to depend on the reserve price and a risk-avoiding parameter.
TSE is compared to the Nash equilibria for one-stage models. 相似文献
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Yahya Pezeshki Armand Baboli Naoufel Cheikhrouhou Mohammad Modarres Mohammad R. Akbari Jokar 《European Journal of Operational Research》2013
Coordination of decentralized supply chains using contract design is a problem that has been widely addressed in the literature. We consider a divergent supply chain including a supplier and several retailers producing fashion products with short sale seasons. The retailers cooperate with the supplier as sales agents; i.e., they work in the framework of revenue sharing contracts. Because of their proximity to the market, retailers can provide more accurate demand forecasts to the supplier that is used to decide on issues such as capacity building and market prices with regard to retailers stiff due dates, different lead times and different price-dependent demand functions. To ensure abundant supply and cope with the demand variability, the retailers have an incentive to exaggerate their private forecast information. In this study, we propose a new rewarding-punishing coordination mechanism based on trust between supply chain tiers, considered as a differentiation factor between honest and deceptive partners. An optimization model is developed as a building block of this mechanism. An approximation method is used to simplify and solve the problem. The model is then implemented using Monte-Carlo simulation in four different situations, according to 10 different strategies for forecast information sharing. The findings from the tests show that the mechanism including trust as a decisional factor performs better than ‘No Trust’ mechanism in all situations. These results suggest that taking into account Trust in designing coordination mechanism may have significant influence on the financial performance of the supply chain. 相似文献
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普遍认为零售企业压榨供应商、但实际上供应商利润率远高于零售商是业界关注的一个热点商业悖论问题。通过构建无退货、一般退货、全额退货、线性回扣等体现零售商不同强势地位的供应链渠道管理模型,研究并比较了退货和回扣等强势契约机制以及销售努力对零售供应链管理绩效的影响。分析表明供应商通过批发价定价可以有效转移强势契约带来的风险和成本支付,零售商不能通过强势契约显著提升零售供应链效益。零售商应该利用渠道优势首先强化对批发价定价权的影响,在此基础上合理采用强势契约机制。本文研究很好地解释了零供双方渠道地位与利润水平矛盾的商业悖论问题。 相似文献