供应不确定条件下多周期库存博弈

doi:10.16381/j.cnki.issn1003-207x.2018.04.008

摘要/Abstract

摘要： 本文研究供应不确定条件下多周期二人库存博弈问题，证明了均衡库存策略的存在性，并刻画了均衡策略的特征，探讨了供应不确定和产品替代率对零售商库存决策的影响。研究结果表明：在供应不确定条件下，多周期库存博弈问题存在多重Nash均衡库存策略。当需求分布函数满足特定条件时，博弈存在唯一纳什均衡解。此外，本文证明均衡订货策略是产品替代率的增函数，供应可靠性高的商家更具有优势且收益更大。数值实验说明，供应不确定会直接影响均衡订货量。商家的期望收益和均衡订货量是自己供应可靠性的增函数，是对手可靠性的减函数，是产品替代率的增函数。

关键词: 供应不确定, 库存博弈, Nash均衡, 库存管理

Abstract: Yield uncertainty is an important problem in today's competitive market. In many industries such as the cell phone and the equipment manufacturing industry, random yield has large impact on production process of component suppliers or original equipment manufacturers. Therefore, yield uncertainty will results in a random shortage of manufacturer's actual output and the loss of its regular customers. Customers who prefer to buy some product may switch to buy another substitute, if they find what they prefer unavailable on the shelf. So, inventory competition under yield uncertainty is very important problem faced by firms.The multi-period duopoly inventory games problem under yield uncertainty is addressed in this paper. Two firms sell two substitutable products in multi-periods, respectively, and some unsatisfied customers will switch to buy another productif one of them is out of store. In each period, they are competing for substitute demand by make their order decisions. The existence of the Nash equilibrium is proved, its structure is characterized and the impact of the yield uncertainty and substitution rate on the Nash Equilibrium is discussed. It is found that yield uncertainty results in multiplicity of Nash equilibrium. We give conditions under which the equilibrium is unique are given. Furthermore, we show that the equilibrium order quantity is increasing in the substitution rate, and the firm with lower yield uncertainty can earn more profit.Numerical experiments are conducted to study the impact of the substation rate and supply reliability on the firms' order quantities and profits.

Key words: random yield, inventorygame, Nash Equilibrium, inventory management

中图分类号:

F224
C931

张剑, 张菊亮. 供应不确定条件下多周期库存博弈[J]. 中国管理科学, 2018, 26(4): 67-77.

ZHANG Jian, ZHANG Ju-liang. Multi-period Inventory Competition under Yield Uncertainty[J]. Chinese Journal of Management Science, 2018, 26(4): 67-77.

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