VMI契约激励机制研究

上海交通大学硕士学位论文VMI契约激励机制研究姓名：王炜申请学位级别：硕士专业：企业管理指导教师：陈俊芳20031201VMIVendorManagedInventoryVMITheTheoryofIncentivesVMIVMIz,ZDistribution(Consignment)VMIVMIVMIz,ZVMIVMIRESEARCHONINCENTIVEAPPROACHESOFVMICONTRACTABSTRACTOntheconditionthatalotofenterprisesimplementSCM(SupplyChainManagement),theproblemsoftraditionalinventorycontrolmanagementareexposed.Soenterprisesneedtoreformthecontrolmethod,inordertoreducethecostthroughnewmethods.VMI(VendorManagedInventory)isabletoresolvetheseproblems.ThetopicofthethesisistheincentiveapproachesinVMIcontracts.ThePrincipal-Agentproblemsexistbetweensuppliersandbuyersofsupplychain,becausetheinformationthattheypossessareasymmetric.However,supplychaincontractisoneofmajorapproachestoresolvethiskindofproblems.Fromthat,thethesisbeginswithanalysisofthePrincipal-Agentproblemsinsupplychain.Then,we,combinedwiththeTheoryofIncentives,discussthePrincipal–AgentrelationshipintheVMIcontracts,anddesignincentivecontractprinciplesbasedonmoralhazard.Accordingtotheprinciples,weestablishaneconomicmathematicalmodelforVMI,whichisnamed(z,Z)model.Afterthat,weanalyzeallresultsofthemodelfromvariousconditionsthroughcomputersimulation.Thedataisdesignedaccordingtotherelativereferences.Theendisasummarizationabouttheresearchofthethesis.Themajorachievementsofthethesisare:accordingtoPrincipal-Agenttheories,theobjectivefunctionsandthecharactersofVMIcontracts,wedesign(z,Z)VMImodel.Furthermore,weanalyzeavarietyofstatesintherealisticVMIsystems.Intheend,theoptimisticcontractincentiveapproachundercertainconditionsisoffered.KEYWORDS:SupplyChainContact,VendorManagedInventory(VMI),Principal-Agent,Incentives200411420041142004114VMI11SupplyChainManagementSCMVendorManagedInventoryVMI20%VMIVMIWal-MartP&GJ&JHomeDepotHPDELLIBMGE500VMIVMI21VMIVMIVMIVMIGavirneniGavirneni1999[1]CachonFisherCachonFisher2000[2]LovejoyWhangLovejoyWhang1999[3]VMI2ChenChen1998[4]LeeLeeetal2000[5]LeeGavirneniHariharanZipkinHariharanZipkin1995[6]BourlandBourlandetal1996[7]MoinzadehMoinzadeh1999[8]MoinzadehBassokMoinzadehBassok1998[9]VMIVMIVMINarayananRamanNarayananRaman1997[10]VMIVMIRMI(RetailerManagedInventory)VMIClarkHammondClarkHammond1997[11]VMIEDIVMIVMICachonFisherCachonFisher1997[12]CampbellSoupCompanyVMIVMIVMIBernsteinFedergruenBernsteinFedergruen1999[13]VMIconsignmentFryFry,KapuscinskiandOlsen,2001[31]z,ZVMIRMIVMIVMIRMIChenChen,Drezner,etc.2000VMIVMI(flexibility)CampbellCampbelletal1998KleywegtKleywegtetal.2000aVMIKleywegtKleywegtetVMI3al2000bCheungLeeCheungLee1998CetinkayaLeeCetinkayaLee2000VMIAvivFedergruenAvivFedergruen1998VMI2VMIVMI2000[22]VMIVMI2001[23]VMIVMIVMI2000[24]VMIVMI2003[25]VMIVMI2001[26]VMIVMIVMIVMI20033VMIVMI--2000[34]VMISpartanStoresVMI4VMIVMIAvivFedergruenAvivFedergruen19981-11-1VMI17771327241095%94%95%100%100%99%100%10%EDIEDIVMI5VMIVMIz,ZVMIVMIVMI6VMIVendorManagedInventoryVMI1VMIVMIabcdAPICS(AmericanProductionandInventoryControlSociety)VMIcd4DistributionConsignmentVMI7VMIVMIVMIVMIVMI2VMIVMI--2000llllEDI3090VMI3VMI1VMI82345VMI96IBM40IBMPOSEDI78VMIVMI10112abVMI11c212(incentive-compatible)(selfVMI12-enforcing)2001[33]a90BasskoAnupindi1998(backup)/bc3VMI:(1)(2)VMIVMI13VMI1VMIVMIVMIVMIVMIVMIVMIJeanJacquesLaffont,DavidMartimortLaffontLaffont,etc.2002[32]1exanteexpostadverseselectionmoralhazardVMIVMIVMIVMIVMI142ee{01}e()eΨ0(0)0Ψ=Ψ=1(1)Ψ=Ψ=Ψt()()Uute=-Ψ()ug0,0uu′′′()ug1hu-=h0,0hh′′′q%{},qq0qqq-=Δ0Pr(0)qqep===%1Pr(1)qqep===%10pp10pppΔ=-VMIVMIVMIabVMIVMIVMIVMI(Distribution)VMI15Consignment4-1VMIFig.4-1VMIGameTreeofDistribution10-5105-54-2VMIFig.4-2VMIGameTreeofConsignment00555-510-51050010555-5-5105VMI16participationconstraint,IRincentivecompatibilityconstraint,ICaAa∈′aa′aforcingcontract2VMI12002P11max()(1)()StStpp---+--4.1s.t.1100(1)(1)ttttpppp-+--Ψ≥+-4.211(1)0ttpp+--Ψ≥4.3qq1p0p4-2105S-Sqqt-tqqΨ4.304.1LaffontLaffont,etc.2002[32]VMI17Ptq-tqΨ0p1p12z,ZVMIzZzZpenalty-b+b0bz,ZVMIz,Z+b-bt-tΨ0b0p1pIRICVMI2l-0≥llt-≥4.4lt-≥4.5VMI184.2LaffontLaffont,etc.2002[32]l0lppΨΔ4.24.30SBEU=l00lpp≤≤ΨΔ4.24.4SBEU011(1)0SBSBSBEUttlpppp=+--Ψ=-+Ψ≥Δ4.5ll4.3VMI0l=VMI0SBEUpp=ΨΔ3qqs%{}01,ss=∑4-1{}0,1i∈is4-10e=1e=1s0v1v0s01v-11v-VMI194-20e1e{}11,yqs=1000vpp=1111vpp={}20,yqs=2000(1)vpp=-2111(1)vpp=-{}31,yqs=3000(1)vpp=-3111(1)vpp=-{}40,yqs=4000(1)(1)vpp=--4111(1)(1)vpp=--4-24-14-24.4s%LaffontLaffont,etc.2002[32]1-145VMI2011():()max(())(1)(())PVUShuShupp=-+--11(()(1)())VUVUdpp++-4.6s.t.()uUuUddpΨ+-+≥Δ4.711()(1)()uUuUUpdpd++-+-Ψ≥4.84.51d→LaffontLaffont,etc.2002[32]VMIVMI21VMI1efficiencyandeffectiveness2001.9[30]12pricingminimumpurchasecommitmentreturnpoliciesquantityflexibilityQFallocationrulesleadtimequality2VMIVMIzZzZzZpenalty1abi.i.d.DncdeVMI2221TT5-1VMIFig.5-1VMIOperationFlowChart25-2Fig.5-2Seller’sInventorySketchMapTSxSSxqx+=0VMI235-3Fig.5-3Buyer’sInventorySketchMapT035-1ShRhSb0b0Sbb≥b+Zb-zSpRpTZ+DnT0VMI24RSpppΔ=-SxRxESRxxx=+yq:3RMI11()[()][()]([()])2RMInnnnnnnRnnnUupEDDupEDuhEuDu+++′′′′=Δ---Δ---+(0...1nT=-)15.1nnDDvs′=+,nDv∫+∞=0)()(dxxxDEnj),(~smNDn∑-=-=Π10110)(max),...,,(TnnRMInTRMIRuUuuu5.2newsvendorproblem2001.95.1[()]()()nnnnuvEDuxvuxdxssj+∞+-′-=+-∫5.30[()]()(