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研究生: 吳晉毅
Wu, Chin-I
論文名稱: 風險控管下單期商品之產銷協商訂購量與價格-以炫耀性商品為例
Coordinated Ordering and Pricing of Single Period Products with Risk Control-Using Conspicuous Goods as an Example
指導教授: 張秀雲
Chang, Shiow-Yun
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系
Department of Industrial and Information Management
論文出版年: 2008
畢業學年度: 96
語文別: 中文
論文頁數: 83
中文關鍵詞: 供應鏈協商平均數-變異數分析法炫耀性商品價格相依需求單期模式
外文關鍵詞: mean-variance analysis, conspicuous goods, supply chain coordination, price-dependent, Single period model
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  • 隨著時代的變遷,科技的進步,產品為了追求流行,而生命週期愈來愈短。在全球企業競爭的環境下,快速變化的環境中,彈性與速度是決定成本的關鍵因素。企業必須準確預測市場需求,及時供貨,然而企業所面對的需求不確定性,是影響獲利甚重的因素。因此,企業開始利用一些手段來控制需求,像是價格、促銷、廣告、服務等,減少需求的不確定性。另一方面,有良好的夥伴關係,透過資訊分享,可以減少許多作業成本,增加顧客本身的價值,進而提升企業利潤。
    本研究探討單一零售商與單一製造商,考慮可退貨之條件下,需求受價格影響,僅單次訂購,探討產銷協商下,求解最佳訂購量與訂價,使系統的期望利潤最大。接著利用近年剛從財務領域導入的平均數-變異數分析法,其考慮利潤之變異數或標準差,即風險,此法分為三種模式對應不同風險承受程度的決策者,分別為風險趨避型、風險中立型、風險傾向型,依序對應保守型、穩定型、積極型的決策者,透過變異係數(C.V.值)與風險承受度評估,找出最佳訂購量與價格。本研究以炫耀性商品為例,得到依決策者風險承受型態決定最佳訂購量與價格;製造商的C.V.值對於退貨價、批發價、製造成本、殘值相當敏感;風險趨避型態下,製造商希望提高批發價與殘值減少C.V.值;風險傾向型態下,製造商希望提高退貨價、製造成本來增加C.V.值。炫耀性商品之最佳價格會在需求與價格曲線之下降部分,如同負斜率之一般性商品,故本結論也可適用在一般性商品。

    Because people run after fashion in the world full of science, the life cycle of fashion products become shorter and shorter. Flexibility and rate of production are key elements to determine the cost in the competitive surrounding. Companies must forecast demand and supply of the market accurately and immediately. However, companies will face the demand uncertainty which affects profit significantly. Therefore, companies should find some ways to control the demand of the market, such as price, promotion, advertisement, service level and so on. On the other hand, if companies would form good partnership with each other, they would reduce some operation cost and lift customer value by information sharing.
    In the thesis, first, we consider single retailer and single manufacturer, one-time order, price-dependent model and use return as the coordination factor to find coordinated price and order quantity of single period products. Second, we use mean-variance analysis to control risk for three different risk decision makers: risk aversion, risk neutral, and risk prone. We use coefficient of variation (C.V.) to appraise risk and find optimal price setting and ordering.
    For conspicuous goods, we have the following result: coordinated pricing and ordering with risk control. Manufacturer focuses on return price, wholesale purchase price, production cost, salvage value in decision making. In risk aversion, manufacturer would like to lift wholesale purchase price and salvage value to decrease C.V.. In risk prone, manufacturer would like to lift return price and production cost to increase C.V.. Because the optimal price of conspicuous goods is on the declining part of price-demand curve, general goods could also have the similar result.

    摘要 I ABSTRACT II 誌謝 III 目錄 IV 表目錄 VI 圖目錄 VII 第一章 緒論 1 1.1 研究動機 2 1.2 研究背景 3 1.3 研究目的 4 1.4研究流程與論文架構 5 第二章 文獻探討 7 2.1 單期問題 7 2.1.1 傳統報童模型與決策 8 2.1.2 單期問題的發展與延伸議題 9 2.2 需求模式 11 2.3 協商 12 2.3.1 數量折扣與部分折扣 13 2.3.2 退貨 14 2.4 平均數-變異數分析法 15 2.5 小結 17 第三章 模式建構 20 3.1 問題描述與假設限制 20 3.1.1 問題描述 21 3.1.2 研究假設與限制 22 3.2 符號定義 23 3.3 供應鏈與其成員之訂購模式建構 24 3.3.1 需求模式 24 3.3.2 零售商訂購模式 26 3.3.3 製造商訂購模式 27 3.3.4 供應鏈(協商)訂購模式 28 3.4 利用HESSIAN矩陣檢定 31 3.5 利用平均數-變異數法控管風險 35 3.6 小結 37 第四章 數值範例說明與敏感度分析 39 4.1 風險控管前之數值範例說明 39 4.1.1 協商前之最佳價格與訂購量 40 4.1.2 協商後之最佳價格與訂購量 42 4.2 風險控管後之敏感度分析 44 4.2.1 協商前之三種風險傾向 44 4.2.2 協商後之三種風險傾向 55 4.3 小結 67 第五章 結論與未來研究方向 69 5.1 結論 69 5.2 未來研究方向 71 參考文獻 72 附錄A 常態標準化模式之推導 77 附錄B HESSIAN矩陣判斷之推導 79 自述 83

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