產出與需求不確定下之最佳供應鏈財務合約設計

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姓名

阮進山(NGUYEN TIEN SON) 查詢紙本館藏

畢業系所

工業管理研究所

論文名稱

產出與需求不確定下之最佳供應鏈財務合約設計
(Developing an Optimal Financial Contract in A Supply Chain Under Yield and Demand Uncertainties)

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至系統瀏覽論文 (2028-6-1以後開放)

摘要(中)

中小企業為避免破產經常面臨許多挑戰，尤其是財務和隨機收益率問題。在這項研究中，我們提出了企業的財務策略，以克服兩級供應鏈中的收益率不確定性、隨機需求以及融資問題。本文旨在幫助管理者根據報攤模型和 Stackelberg 博弈做出最大化利潤的最優決策。結果表明，厭惡損失的供應商更有可能生產比損失中性條件下的最優生產更多的產品。在財務約束的影響下，損失中性和厭惡報刊商的最優訂貨量受供應商生產決策、本息和利潤分享百分比的顯著影響。

摘要(英)

Small and medium enterprises frequently face many challenges to avoid bankruptcy, especially financial and random yield rate problems. In this study, we propose financial strategies for firms to overcome yield uncertainty, random demand as well as financing problems in a two-echelon supply chain. This thesis aims to help managers make optimal decisions that will maximize profits based on the newsvendor model and the Stackelberg game. The results show that the loss-averse supplier is more likely to produce more than optimal production of loss-neutral conditions. With the effect of financial constraint, the optimal order quantity for loss-neutral and loss-averse newsvendor is significantly influenced by supplier production decisions, principal with interest, and the percentage of profit sharing.

關鍵字(中)

★ 產量不確定性
★ 利潤分享
★ 博弈論
★ 厭惡損失

關鍵字(英)

★ Yield uncertainty
★ Profit-sharing
★ Game theory
★ Loss-averse

論文目次

摘要 i
ABSTRACT v
ACKNOWLEDGEMENTS vi
List of Tables ix
List of Figures x
Chapter I Introduction 1
1-1 Research background 1
1-2 Research questions and motivation 3
1-3 Research objectives 5
1-4 Research framework 6
Chapter II Literature review 7
2-1 Newsvendor model 7
2-2 Supply chain finance 8
2-3 Production yield uncertainty 10
2-4 Decision bias 11
2-5 Profit-sharing contracts 13
2-6 Research gap 14
Chapter III Methodology 16
3-1 Optimal decisions for a two-echelon supply chain under yield uncertainty 16
3-2 Assumptions and Notations 17
Chapter IV Pure financing contract 21
4-1 The loss-neutral supplier 21
4-2 The loss-averse supplier 22
4-3 Retailer response 23
Chapter V Investment financing contract 25
5-1 The loss-neutral supplier 25
5-2 The loss-averse supplier 25
5-3 Retailer response 27
Chapter VI Optimal Decision Analysis 29
6-1 Benchmark case: capital constraint without financing support 29
6-2 Pure financing contract 29
6-3 Investment financing contract 32
Chapter VII Numerical analysis 36
7-1 Pareto improvement 36
7-2 Impact of interest rate 38
7-3 Impact of profit-sharing rate 42
7-4 Management insights 45
Chapter VIII Conclusion and Limitations 47
8-1 Conclusion 47
8-2 Limitations 48
Appendix A 50
References 55

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指導教授

陳振明(Jen-Ming Chen)

審核日期

2023-7-17

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