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研究生:陳毓婷
研究生(外文):Yu-Ting Chen
論文名稱:運營對沖與數量彈性合約下風險規避零售商採購管道之比較研究
論文名稱(外文):A comparison study of risk averse retailers sourcing problem under operational hedging and quantity flexible contract
指導教授:李捷李捷引用關係
指導教授(外文):Chieh Li
口試委員:林真如湯美玲
口試委員(外文):Zhen-Ru LinMei-Ling Tang
口試日期:20180628
學位類別:碩士
校院名稱:元智大學
系所名稱:工業工程與管理學系
學門:工程學門
學類:工業工程學類
論文種類:學術論文
論文出版年:2018
畢業學年度:106
語文別:英文
論文頁數:82
中文關鍵詞:電子商務報童模型需求不確定風險規避數量彈性合約
外文關鍵詞:EcommerceNewsvendor modelUncertainties of demandRisk averseQuantity flexible contract
相關次數:
  • 被引用被引用:0
  • 點閱點閱:153
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在電子商務全球化的時代下,我們觀察了零售商在面臨供需不確定性下的最佳採購管道組合。買方使用數量彈性合約且藉由成本最低的製造商、風險較低的第三方物流和近幾年才新起的直運平臺等三種採購管道組合來降低其需求風險和物流風險。而我們主要探討的產品必須在銷售季節之前被訂購且為需求不確定的季節性商品,在此我們創建了一個非線性規劃的模型以及具有特定需求假設的目標函數。最後,我們使用敏感度分析去求得在不同的需求分布、物流風險分布以及某種程度的風險規避下最佳的採購管道組合。
In the era of e-commerce globalization, we examine optimal sourcing channels combination for retailers facing both demand and supply uncertainties. The buying firm makes use of quantity flexible contracts and sourcing channel from some combination of the lowest-cost foreign manufacturer, the lower-risk third-party logistics, and the new drop shipping platform to mitigate its risks. We focus on short-life productions that are subject to demand uncertainty and have to be ordered prior to the selling season, and provides the formulation of the non-linear programming model and the full solution of the objective function with a specific demand assumption. Finally, we use sensitivity analysis to explore the characteristics of optimal sourcing channels combination with respect to various demand and logistics risk distributions and some degree of risk aversion.
摘 要 II
ABSTRACT III
誌 謝 IV
TABLE OF CONTENTS V
LIST OF FIGURES VI
LIST OF TABLE VII
CHAPTER 1 INTRODUCTION 1
1.1 Research Background and Motivation 1
1.2 Research Objectives 6
CHAPTER 2 LITERATURE REVIEW 8
2.1 Importance and Risk of Sourcing 8
2.2 Sourcing Strategy of Multi-suppliers 10
2.3 Demand Distribution of Newsvendor 13
2.4 Risk Averse 14
2.5 Two Stage Quantity Flexible Contract 16
2.6 Research Gap 17
CHAPTER 3 MODELING FRAMEWORK AND PROBLEM STATRMENT 19
3.1 Problem Statement 19
3.2 Notation 20
3.3 General Profit Function Formulation in Stage A and Successive Stages 21
3.4 The Non-Linear Mix-Integer Programming Model 23
3.5 Distributions for Demand Uncertainty 26
CHAPTER 4 LOGISTICS YIELD LOSS 28
4.1 Solution Algorithm: 28
4.2 Numerical Study for Logistics Yield Loss 34
4.3 Simulation Results 36
CHAPTER 5 CATASTROPHIC LOSS 44
5.1 Generating 2-Dimensional Correlated Binary Variables 45
5.2 Numerical Study for Catastrophic Risks in Combination with Yield Loss 47
5.3 Generating Three or More Correlated Binary Variables 49
CHAPTER 6 DISCUSSION AND CONCLUTION 54
6.1 Discussion 54
6.2 Conclusion 75
6.3 Future Research 77
REFERENCE 78
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