具有灰色随机动态特征的供应链牛鞭效应的鲁棒性分析

Abstract

Abstract: Both stochastic dynamics and bullwhip effect increase the robust difficulty of supply chain systems modeling, and supply chain running smoothly is the important foundation of supply chain management.Aiming at supply chain with grey stochastic dynamic characteristic, based on linear time-invariant systems, Markov algorithm is used to resolve the robustness of stochastic jump linear systems in the supply chain systems, and an effective measuring index that predicates the robustness is obtained.The numerical result verifies: the bullwhip effect magnitude of the stochastic chain is hardly related to the magnitude of either of the two modes, nor the long-term average; the performance of Markovian jump linear systems should not be simply predicted from the performance of its individual modes; uncertainty operations should degrade system performance.

Key words: grey, stochastic dynamical systems, supply chain management, bullwhip effect, robustness analysis

CLC Number:

F274
TP182

WANG Dao-ping, ZHANG Xue-long, ZHAO Xiang-zhong. Robustness Analysis of the Bullwhip Effect in Supply Chain with Grey Stochastic Dynamics[J]. Chinese Journal of Management Science, 2013, (1): 57-62.

References

[1] Lee H L, Padmanabhan V, Whang S. The bullwhip effect in supply chains[J].Sloan Management Review,1997, 38(3): 93-102.
[2] Lee H L, Padmanabhan V, Whang S. Information distortion in a supply chain:the bullwhip effect[J].Management Science, 1997, 43(4): 546-558.
[3] Forrester J. Industrial dynamics, a major breakthrough for decision makers[J].Harvard Business Review,1958,36: 37-66.
[4] Naish H F. Production smoothing in the linear quadratic inventory model[J].The Economic Journal,1994,104 (425): 864-875.
[5] Goodwin J, Franklin S. The beer distribution game: Using simulation to teach systems thinking [J].Journal of Management Development, 1994, 13(8): 7-15.
[6] Chen F, Drezner Z, Ryan J, Simchi-Levi D. Quantifying the bullwhip effect in a simple supply chain: the impact of forecasting, lead times, and information[J].Management Science, 2000, 46(3): 436-443.
[7] Chen F, Ryan J, Simchi-Levi D. The impact of exponential smoothing forecasts on the bullwhip effect[J].Naval Research Logistics, 2000, 47(4): 271-286.
[8] Aviv Y. A time-series framework for supply chain inventory management[J].Operations Research,2003,51(2): 210-227.
[9] Gaur V, Giloni A, Seshadri S. Information sharing in a supply chain under ARMA demand[J].Management Science, 2005, 51(6): 961-969.
[10] Gilbert K. An ARIMA supply chain model [J].Management Science, 2005, 51(2): 305-310.
[11] Zhang Xiaolong. Technical note:evolution of ARMA demand in supply chains[J].Manufacturing Service and Operations Management, 2004, 6(2): 195-198.
[12] Daganzo C F. On the stability of supply chains [J].Operations Research, 2004, 52(6): 909-921.
[13] Dejonckheere J, Disney S M, Lambrecht M R, et al. Measuring and avoiding the bullwhip effect: A control theoretic approach [J].The European Journal of Operational Research, 2003, 147(3): 567-590.
[14] Dejonckheere J, Disney S M, Lambrecht M R, et al. The impact of information enrichment on the bullwhip effect in supply chains: a control engineering perspective [J].The European Journal of Operational Research, 2004, 153(3): 727-750.
[15] Ouyang Y F, Daganzo C F. Characterization of the bullwhip effect in linear, time-invariant supply chains: Some formulae and tests[J].Management Science, 2006, 52(10): 1544-1556.
[16] Ouyang Y F, Daganzo C. Robust tests for the bullwhip effect in supply chains with stochastic dynamics [J].European Journal of Operational Research, 2008, 85(1): 340-353.
[17] 徐家旺,黄小原,邱若臻.需求不确定环境下闭环供应链的鲁棒运作策略设计[J].中国管理科学,2007,15(6): 111-117.
[18] 胡丹丹,杨超.α-鲁棒随机截流选址问题的模型和算法[J].中国管理科学, 2008, 16(6): 87-94.
[19] 苏春华,刘思峰.灰色随机线性时滞系统的渐近稳定性[J].控制与决策, 2008, 23(5): 571-580.
[20] Swaroop D, Hedrick J K. String stability of interconnected systems[J].IEEE Transactions on Automatic Control, 1996, 41(3): 349-357.
[21] Fang Yuguang, Loparo A K, Feng Xiangbo. Stability of discrete time jump linear systems[J].Journal of Mathematical Systems, Estimation and Control, 1995, 5(3): 275-321.
[22] Costa L V O, Fragoso M. Stability results for discrete-time linear systems with Markovian jumping parameters[J].Journal of Mathematical Analysis and Applications, 1993, 179(1): 154-178.
[23] Ji Yuandong, Chizeck H, Feng Xiangyang, Loparo K. Stability and control of discrete-time jump linear systems[J].Control Theory Adv Technol, 1991, 7(2): 247-270.
[24] Ji Yuandong, Chizeck H. Jump linear quadratic gaussian control: steadystate solution and testable conditions[J].Control Theory Adv Technol, 1990, 6(3): 289-318.
[25] Ji Yuandong, Chizeck H J. Controllability, observability and discrete-time Markovian jump linear quadratic control[J]. International Journal of Control, 1988, 48(2): 481-498.
[26] Seiler P J, Sengupta R. A bounded real lemma for jump systems[J].IEEE Transactions on Automatic Control, 2003, 48 (9): 1651-1654.
[27] Boyd S, Ghaoui L E, Feron E, et al. Linear matrix inequalities in system and control theory[M]//SIAM studies in applied mathematics.Philadelphia: society for Industriul and Applied Mathematics, 1994.
[28] Boyd S, Vandenberghe L. Convex optimization[M].Cambridge: Cambridge University Press, 2004.

Robustness Analysis of the Bullwhip Effect in Supply Chain with Grey Stochastic Dynamics

PDF (PC)

Knowledge

Cited

Abstract

Cite this article

share this article

References

Related Articles 15

Metrics

Comments

Recommended 10

[1]	DING Long, HU Bin, CHANG Shan, SHI Chun-lai. A Game Analysis on RFID Technology and Parallel Importation Based on Gray Market Traceability [J]. Chinese Journal of Management Science, 2021, 29(2): 78-88.
[2]	LI Peng, SHEN Zhi-jie. Pythagorean Fuzzy Uncertain Linguistic Decision Making Method Based on Heronian Mean Operator [J]. Chinese Journal of Management Science, 2021, 29(1): 217-225.
[3]	SUN Zi-lai, WANG Xu-ping, ZHAN Hong-xin, RUAN Jun-hu. Game Analysis in a Manufacturer Dual-channel Supply Chain with Different Power Structures [J]. Chinese Journal of Management Science, 2020, 28(9): 154-163.
[4]	LI Wei, ZHANG Han-jiang, YANG Liu. Remanufacturing Licensing Impacts on Pricing Strategies in Segmented Market [J]. Chinese Journal of Management Science, 2020, 28(6): 94-103.
[5]	QIAN Li-li, LIU Si-feng, DENG Gui-feng. Grey Off-target Deviation Degree Method for Group Decision-making with Regret Aversion [J]. Chinese Journal of Management Science, 2020, 28(6): 193-200.
[6]	ZHANG Ke, ZHONG Qiu-ping, QU Pin-pin, YIN Yao, ZUO Yuan. Grey Forecasting Model of Rural Water Environment Quality Based on Online Searching Information [J]. Chinese Journal of Management Science, 2020, 28(6): 222-230.
[7]	WU Jiang-hua, JIANG Fan. Information Sharing Strategy among Competitive Companies with Capacity Constraints in a Supply Chain [J]. Chinese Journal of Management Science, 2020, 28(5): 146-158.
[8]	TANG Shu-zhuan, LIU Yun-zhi, XIAO Tiao-jun. Pricing and Carbon Emission Reduction Decisions in A Socially Responsible Supply Chain [J]. Chinese Journal of Management Science, 2020, 28(4): 99-108.
[9]	JIANG Qiu-yang, TAO Feng, FAN Ti-jun, LAI Kin-keung. Research on Decision-making of Two Supply Chains with RFID Technology [J]. Chinese Journal of Management Science, 2020, 28(11): 120-129.
[10]	ZHANG Ling-rong, WANG Jian, PENG Bo. Research on Emission Reduction Decision under the Trading Path of Carbon Quota Within and Outside the Supply Chain [J]. Chinese Journal of Management Science, 2020, 28(11): 145-154.
[11]	ZENG Bo, LIU Si-feng, BAI Yun, ZHOU Meng. Grey System Modeling Technology for Early Prediction and Warning of Human Diseases [J]. Chinese Journal of Management Science, 2020, 28(1): 144-152.
[12]	DING Song, LI Ruo-jin, DANG Yao-guo. Construction and Application of GM(1,1) Power Model based on the Optimized Initial Condition [J]. Chinese Journal of Management Science, 2020, 28(1): 153-161.
[13]	WU Li-feng, YU Liang, WEN Zhao-xia. GM(0,N) Model for Its Application on Forecasting the Development Cost of Complicated Equipment [J]. Chinese Journal of Management Science, 2019, 27(7): 203-207.
[14]	WANG Huan, FANG Zhi-geng. Study on a “Main Manufacturer-Supplier” Bilateral Auction Grey Game Model Under the Background of Main Manufacturer Being at a Disadvantage [J]. Chinese Journal of Management Science, 2019, 27(6): 103-112.
[15]	WANG Da-ao, JIAN Li-rong, WANG Hui, LIU Si-feng. Study on Profit Allocation of Industrial Cluster Based on Restricted Cooperative Game [J]. Chinese Journal of Management Science, 2019, 27(4): 171-178.