商业航天贵金属配套制品供应协调策略

doi:10.12305/j.issn.1001-506X.2021.02.21

摘要/Abstract

摘要：

针对突发事件引起批发价、市场价格与市场需求三者同时发生随机波动，造成商业航天贵金属配套制品供应链失调的问题，提出将看涨期权、看跌期权分别与数量弹性契约相结合，形成两种新的期权弹性契约，并用这两种新的期权弹性契约分别协调应对未来行情看涨与看跌的情形，寻找链上成员以实现最优决策的内在规律。结果表明，两种期权弹性契约在面对批发价、市场价格和市场需求均随机波动时，均可以使商业航天贵金属配套制品供应链恢复协调。当市场价格上涨时，采用看涨期权契约可以提高供应链整体收益；当市场价格下跌时，采用看跌期权契约可以提高供应链整体收益。此外，两种模式下皆可提高供应链的最佳订货量。最后，采用算例仿真证明了上述结论的正确行性。

关键词: 商业航天, 贵金属制品, 价格波动, 供应链协调

Abstract:

In order to solve the problem of the imbalance of the supply chain of commercial aerospace precious metal supporting products caused by the random fluctuation of wholesale price, market price and market demand caused by emergencies, this paper proposes to combine the call option and put option with the quantity flexibility contract to form two new options flexibility contracts. The two new flexible options contracts are used to coordinate the future market calls and puts respectively, and find the members in the chain to achieve the internal law of optimal decision. The results show that when the wholesale price, market price and market demand fluctuate randomly, the two options can restore the coordination of the supply chain of commercial aerospace precious metal supporting products. When the market price rises, the call option contract can improve the overall revenue of the supply chain. When the market price falls, the put option contract can improve the overall revenue of the supply chain. In addition, both modes can improve the optimal order quantity of the supply chain. Finally, an example is given to verify the correctness of the above conclusions.

Key words: commercial aerospace, precious metal product, price fluctuation, supply chain coordination

中图分类号:

F274

鲁声威, 刘浪. 商业航天贵金属配套制品供应协调策略[J]. 系统工程与电子技术, 2021, 43(2): 466-475.

Shengwei LU, Lang LIU. Supply coordination strategy of commercial aerospace precious metals supporting products[J]. Systems Engineering and Electronics, 2021, 43(2): 466-475.

图/表 5

表1

表2

表3

表4

表5

参考文献 29

1	逄金辉, 史文强, 吴双胜, 等. 信息不对称下多因素波动的应急数量弹性契约[J]. 运筹与管理, 2019, 28 (3): 95- 103.
	PENG J H , SHI W Q , WU S S , et al. Flexibility contract for emergency quantity with multi-factor fluctuation under information asymmetry[J]. Journal of Operations and Management, 2019, 28 (3): 95- 103.
2	GAO Y L , TARIK D . Accounting for ambiguity and trust in partial outsourcing: a behavioral real options perspective[J]. Journal of Business Research, 2018, 92 (6): 93- 104.
3	ZHAO Y X , WANG S Y , CHENG T C E , et al. Coordination of supply chains by option contracts: a cooperative game theory approach[J]. European Journal of Operational Research, 2010, 207 (2): 668- 675. doi: 10.1016/j.ejor.2010.05.017
4	WANG C , CHEN X . Optimal ordering policy for a price-setting newsvendor with option contracts under demand uncertainty[J]. International Journal of Production Research, 2015, 53 (20): 6279- 6293. doi: 10.1080/00207543.2015.1053577
5	LI W F , LIU Y K , CHEN Y J . Modeling a two-stage supply contract problem in a hybrid uncertain environment[J]. Computers & Industrial Engineering, 2018, 123 (6): 289- 302.
6	SARMAH S P , ACHARYA D , GOYAL S K . Coordination of a single-manufacturer/multi-buyer supply chain with credit option[J]. International Journal of Production Economics, 2008, 4 (1): 676- 685.
7	扈衷权, 田军, 冯耕中. 基于期权采购的政企联合储备应急物资模型[J]. 系统工程理论与实践, 2018, 38 (8): 2032- 2044.
	HU Z Q , TIAN J , FENG G Z . The model of government-enterprise joint reserve emergency supplies based on option purchase[J]. Systems Engineering-Theory & Practice, 2018, 38 (8): 2032- 2044.
8	PENG Q Y , WANG C X , XU L . Emission abatement and procurement strategies in a lowcarbon supply chain with option contracts under stochastic demand[J]. Computers & Industrial Engineering, 2020, 144, 106502.
9	BARNES S D , BASSOK Y , ANUPINDI R . Coordination and flexibility in supply contracts with options[J]. Manufacturing and Services Operations Management, 2002, 4 (3): 171- 207. doi: 10.1287/msom.4.3.171.7754
10	WANG Q Z , TSAO D . Supply contract with bidirectional options: the buyer's perspective[J]. International Journal of Production Economics, 2006, 101 (1): 30- 52. doi: 10.1016/j.ijpe.2005.05.005
11	ZHAO Y X , CHOI T M , CHENG T C E , et al. Supply option contracts with spot market and demand information updating[J]. European Journal of Operational Research, 2018, 266 (3): 1062- 1071. doi: 10.1016/j.ejor.2017.11.001
12	CHEN X , WAN N N , WANG X J . Flexibility and coordination in a supply chain with bidirectional option contracts and service requirement[J]. International Journal of Production Economics, 2017, 193, 183- 192. doi: 10.1016/j.ijpe.2017.07.013
13	尚文芳, 祁明, 陈琴. 需求预测信息更新条件下供应链的三阶段期权协调机制[J]. 系统工程理论与实践, 2013, 33 (6): 1424- 1433. doi: 10.3969/j.issn.1000-6788.2013.06.008
	SHANG W F , QI M , CHEN Q . Three-stage supply chain coordination mechanisms with options under demand forecast information updating[J]. Systems Engineering-Theory & Practice, 2013, 33 (6): 1424- 1433. doi: 10.3969/j.issn.1000-6788.2013.06.008
14	XU H . Managing production and procurement through option contracts in supply chains with random yield[J]. International Journal of Production Economics, 2010, 126 (2): 306- 313. doi: 10.1016/j.ijpe.2010.04.007
15	LARIVIERE M A . Supply chain contracting and coordination with stochastic demand, quantitative models for supply chain management[M]. Boston: Kluwer Academic Publishers, 1999.
16	KARAKAYA S , BAKAL S S . Joint quantity flexibility for multiple products in a decentralized supply chain[J]. Computers & Industrial Engineering, 2013, 64 (2): 696- 707.
17	WANG Q F , LI J B , ZHOU W H , et al. Supply chain coordination through capacity reservation contract and quantity fexibility contract[J]. Omega, 2020, 99, 102195.
18	CAI W B , MALEK L A , HOSEINI B , et al. Impact of flexible contracts on the performance of both retailer and supplier[J]. International Journal of Production Economics, 2015, 170 (6): 429- 444.
19	HEYDARI J , GOVINDAN K , NASAB H R E , et al. Coordination by quantity flexibility contract in a two-echelon supply chainsystem: effect of outsourcing decisions[J]. International Journal of Production Economics, 2020, 225, 107586. doi: 10.1016/j.ijpe.2019.107586
20	TORABI S A , SHOKR I , TOFIGHI S , et al. Integrated relief pre-positioning and procurement planning inhumanitarian supply chains[J]. Transportation Research, 2018, 113 (5): 123- 146.
21	KIM G , WU H C . Scenario aggregation for supply chain quantity-flexibility contract[J]. International Journal of Systems Science, 2013, 44 (11): 2166- 2182. doi: 10.1080/00207721.2012.702237
22	KIN J S , PARK S I , SHIN K Y . A quantity flexibility contract model for a system with heterogeneous suppliers[J]. Compu-ters & OperationsReserch, 2014, 41, 98- 108.
23	HU X L , MUNSON C L , STERGIOS B F . Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection[J]. Annals of Ope-rations Research, 2012, 201 (8): 287- 305.
24	刘崇光, 刘浪. 价格随机条件下的闭环供应链应急数量弹性契约[J]. 北京理工大学学报(社会科学版), 2020, 21 (2): 50- 59.
	LIU C G , LIU L . The emergency quantity elastic contract of closed-loop supply chain under random price condition[J]. Journal of Beijing Institute of Technology (Social Sciences), 2020, 21 (2): 50- 59.
25	YI H Y , GUO P . Modelling risk coordination of supply chains with put option contracts and selective return policies[J]. International Journal of Simulation Modelling, 2015, 14 (3): 551- 562. doi: 10.2507/IJSIMM14(3)CO15
26	PEI P E , SIMCHI L D , TUNCA T I . Sourcing flexibility, spot trading, and procurement contract structure[J]. Operations Research, 2011, 59 (3): 578- 601. doi: 10.1287/opre.1100.0905
27	LIU Z Y , CHEN L H , LI L , et al. Risk hedging in a supply chain: option VS. price discount[J]. International Journal of Production Economics, 2014, 151 (1): 112- 120.
28	WANG Q Z , CHU B S , WANG J , et al. Risk analysis of supply contract with call options for buyers[J]. International Journal of Production Economics, 2012, 139 (1): 97- 105. doi: 10.1016/j.ijpe.2011.01.013
29	LIU C , JIANG Z B , LIU L M , et al. Solutions for flexible container leasing contracts with options under capacity and order constraints[J]. International Journal of Production Economics, 2013, 141 (1): 403- 413. doi: 10.1016/j.ijpe.2012.09.005

类型	状态	最佳订货量/箱	最佳期权购买量/箱	制造商期望收益/美元	供应商期望收益/美元	供应链期望收益/美元	是否协调
无突发事件的状态下	需求稳定	7 750	-	146 570	244 737	391 307	否
价格随机的基准契约状态下	需求增加	11 057	-	519 472	307 841	827 312	是
价格随机的基准契约状态下	需求缩小	4 579	-	87 388	59 881	147 269	是
价格随机的看涨期权状态下	需求增加	11 260	760	729 678	434 651	1 164 329	是
价格随机的看跌期权状态下	需求缩小	4 496	4 496	175 866	103 768	279 634	是

α	β=0.2
α	最佳订货量$\hat q_1^*$ /箱	最佳期权购买量$\hat m_1^*$ /箱	$\hat Q_1^*$ /箱
0.1	12 352.3	1 852.27	15 625
0.2	11 760.4	1 260.42	15 625
0.3	11 259.6	759.62	15 625
0.4	10 080.4	1 080.36	15 625
0.5	10 133.3	283.33	15 625
0.6	9 632.81	132.82	15 625
0.7	8 595.59	595.58	15 625
0.8	8 340.28	340.28	15 625
0.9	7 811.84	361.84	15 625
1	7 656.25	156.25	15 625

β	α=0.4
β	最佳订货量/箱	最佳期权购买量/箱	$\hat Q_1^*$ /箱
0.1	10 080.4	1 080.36	15 625
0.2	10 080.4	1 080.36	15 625
0.3	10 080.4	1 080.36	15 625
0.4	10 080.4	1 080.36	15 625
0.5	10 080.4	1 080.36	15 625
0.6	10 080.4	1 080.36	15 625
0.7	10 080.4	1 080.36	15 625
0.8	10 080.4	1 080.36	15 625
0.9	10 080.4	1 080.36	15 625
1	10 080.4	1 080.36	15 625

α	β=0.2
α	最佳订货量/箱	最佳期权购买量/箱	$\hat Q_2^*$ /箱
0.1	5 313.64	5 313.64	845
0.2	4 870.84	4 870.84	845
0.3	4 496.16	4 496.16	845
0.4	4 175.00	4 175.00	845
0.5	3 896.67	3 896.67	845
0.6	3 653.13	3 653.13	845
0.7	3 438.24	3 438.24	845
0.8	3 247.22	3 247.22	845
0.9	3 076.32	3 076.32	845
1	2 922.50	2 922.50	845

β	α=0.4
β	最佳订货量/箱	最佳期权购买量/箱	$\hat Q_2^*$ /箱
0.1	4 175.00	4 175.00	5 845
0.2	4 175.00	4 175.00	5 845
0.3	4 175.00	4 175.00	5 845
0.4	4 175.00	4 175.00	5 845
0.5	4 175.00	4 175.00	5 845
0.6	4 175.00	4 175.00	5 845
0.7	4 175.00	4 175.00	5 845
0.8	4 175.00	4 175.00	5 845
0.9	4 175.00	4 175.00	5 845
1	4 175.00	4 175.00	5 845