信用風險下之採購策略｜國立清華大學博碩士論文庫

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研究生：	蘇瑞 Su, Ray
論文名稱：	信用風險下之採購策略 Procurement Strategy with Credit Risk
指導教授：	王小璠 Wang, Hsiao-Fan
口試委員:	廖崇碩洪一薰
學位類別：	碩士 Master
系所名稱：	工學院 - 工業工程與工程管理學系 Department of Industrial Engineering and Engineering Management
論文出版年：	2013
畢業學年度：	101
語文別：	英文
論文頁數：	74
中文關鍵詞：	信用風險、斯塔克柏格、資訊不對稱、非線性規劃、穩健最佳化
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基於綠色法規的要求和全球供應鏈的擴展，自有品牌商(OBM)與委託代工商(OEM)之間的交易關係逐漸受到重視。在本研究中我們考慮在分權的供應鏈環境下如何藉斯塔克柏格(Stackelberg)非線性規劃模型幫助自有品牌商決定與其供應商交易之合約內容。合約內容包括商品購買價格與有毒罰款。
考慮自有品牌商的主導性，在所提出的模型中自有品牌商位居於領導地位，而委託代工商居於從屬地位。由於委託代工商掌握較多的產品資訊，在資訊不對稱的狀況下，委託代工商之生產良率和商品毒性成為自有品牌商之不確定資訊。本研究提出一穩健最佳化模型考慮與評估各種可能之情境以協助自有品牌商制訂合理與有利的交易合約。
為了最大化供應鏈參與者各自的利益，自有品牌商決定交易合約內容後，委託代工商根據交易合約內容決定其商品生產量。透過我們的模型可以得到在平衡狀態下各個供應鏈參與者之最佳決策。因此，自有品牌商可透過本研究之模型制訂合適的交易策略以權衡期望之利益與相對之可能風險，委託代工商在此模型下也能做出利潤最大化之生產決策。最後，針對委託代工商之生產成本、海關之檢查可靠度和穩健最佳化之相關風險參數做敏感度分析，以利自有品牌商能更有效的使用此模型。文後並提供不同風險偏好之決策者在使用此模型時之決策分析，以說明穩健最佳化模型之優勢並提供決策者在採購策略選擇上之參考。

ABSTRACT.................................................I
中文摘要.................................................III
ACKNOWLEDGEMENT.........................................IV
FIGURE AND TABLE CAPTIONS...............................VI
LIST OF NOTATIONS........................................X
CHAPTER 1 INTRODUCTION...................................1
1.1 Background and Motivation............................1
1.2 Research Framework...................................2
CHAPTER 2 LITERATURE REVIEW..............................4
2.1 Green Supply Chain Management........................4
2.2 Asymmetric Information...............................5
2.3 Game Theory with its Models..........................9
2.4 Robust Optimization.................................11
2.4.1 Traditional Robust Optimization Model.............12
2.4.2 Researches Applied Robust Optimization............13
2.5 Summary and Conclusion..............................14
CHAPTER 3 MODEL FORMULATION.............................16
3.1 Problem Statement...................................16
3.2 The Proposed Model..................................19
3.3 Transformation of the Model.........................22
3.4 Revised Robust Optimization Model...................26
3.5 Summary.............................................28
CHAPTER 4 NUMERICAL EXAMPLE WITH SENSITIVITY ANALYSIS...30
4.1 An Illustrative Example.............................30
4.2 Sensitivity Analysis................................33
4.2.1 Risk Preference Analysis..........................33
4.2.2 The Production Cost of Suppliers..................55
4.2.3 The Reliability of Detection......................59
4.2.4 Parameters of Solution and Model Robustness.......62
4.3 Summary.............................................66
CHAPTER 5 SUMMARY AND CONCLUSION WITH FUTURE RESEARCH...68
REFERENCES..............................................71

                                

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