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| 基于期权的树形供应链应急模型与仿真 | |
| 引用本文： | 张松,佟仁城,易蓉. 基于期权的树形供应链应急模型与仿真[J]. 数学的实践与认识, 2011, 41(7) |
| 作者姓名： | 张松 佟仁城 易蓉 |
| 作者单位： | 1. 中国石油勘探开发研究院,北京,100083 2. 中国科学院研究生院管理学院,北京,100080 |
| 摘 要： | 在多级树形供应链网络环境下,基于实物期权策略并引入中断风险成本,建立了树形供应链应对中断风险的保护与应急模型,通过求解模型得到最优策略并进行了数值仿真分析.仿真结果表明该模型能够显著降低树形供应链系统的中断风险成本与系统中断时间,从而提高供应网络的鲁棒性. |
| 关 键 词： | 供应链 中断风险 应急管理 实物期权 |
Disruption Model and Simulation of Arborescent Supply Chain based on Real Option |
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| ZHANG Song,TONG Ren-cheng,YI Rong. Disruption Model and Simulation of Arborescent Supply Chain based on Real Option[J]. Mathematics in Practice and Theory, 2011, 41(7) | |
| Authors: | ZHANG Song TONG Ren-cheng YI Rong |
| Affiliation: | ZHANG Song~1,TONG Ren-cheng~2,YI Rong~2 (1.Research Institute of Petroleum Exploration & Development,PetroChina,Beijing 100083,China) (2.School of Management of Graduate University of the Chinese Academy of Sciences,Beijing 100080,China) |
| Abstract: | Disruption risk cost is imported,this paper builds a disruption model hedging disruption risks based on real option under the multistage arborescent supply chain.Furthermore, the optimal strategies are derived from the solution of the model.Finally,some numerical simulations are given.The results show that this model can decrease the disruption time and disruption risk cost of the supply chain,and then the robustness of the system is improved. |
| Keywords: | supply chain disruption risks disruption management real option |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |