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考虑决策者的风险态度,研究了需求不确定和失效风险并存情况下多周期弹性供应网络的集成优化问题。其中,通过生成随机情境模拟失效风险和需求不确定性,利用均值-风险模型度量决策者的风险态度。建立了一个综合考虑多源供应、期权契约和战略应急库存3种弹性策略的混合整数随机规划模型,针对该模型的特点设计了抽样平均近似求解算法进行模型求解。最后,通过数值算例验证了该模型的可行性和有效性。
Considering the risk attitude of decision makers, the integration optimization problem of multi-cycle elastic supply network under the condition of both demand uncertainty and failure risk is studied. The stochastic scenario is used to simulate the failure risk and the demand uncertainty, and the mean-risk model is used to measure the risk attitude of the decision maker. A mixed integer stochastic programming model considering three kinds of elasticity strategies of multi-source supply, option contract and strategic emergency inventory is established. According to the characteristics of the model, a sample-average approximate solution algorithm is designed to solve the model. Finally, a numerical example is given to verify the feasibility and effectiveness of the model.