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以市场需求波动风险为例,基于蒙特卡罗模拟研究了供应链风险估计问题.首先,对市场需求波动风险及其损失度量进行理论分析,利用市场需求波动风险情境下的供应链系统库存成本损失来度量市场需求波动风险的损失.其次,选择供应链末端需求为蒙特卡罗方法待模拟的随机变量,基于需求建立了市场需求波动风险概率测度模型和风险损失度量模型,确定了市场需求波动风险概率和风险损失为需求的相关量.然后,通过实例的仿真求解验证了模型.最后,给出了利用本模型方法进行供应链风险估计时需要注意的问题及进一步研究的问题.研究表明:蒙特卡罗方法对供应链风险估计具有较强的鲁棒性.
Taking the risk of market fluctuation as an example, this paper studies supply chain risk estimation based on Monte Carlo simulation.Firstly, the paper analyzes the risk of market demand volatility and its loss measure theoretically, and uses the loss of stock cost of supply chain system under the circumstance of market demand volatility risk To measure the loss of market demand volatility.Secondly, the end demand of the supply chain is selected as the random variable to be simulated by Monte Carlo method, the market demand volatility probability measure model and the risk loss measure model are established based on the demand, and the risk of market demand fluctuation Probability and risk loss as the related quantity of demand.And then, the model is validated through the simulation of the example.Finally, the problems that need to be noticed and the further research are given when using this model to estimate the supply chain risk are given.Research shows that: Carlo method has strong robustness to supply chain risk estimation.