多重代理人應用現貨市場解決供需波動問題

在現今高度變化的供應鏈體系下，市場供需的失衡常導致市場價格劇烈的波動，企業必須在許多市場不確定因素下進行決策，為了降低在市場不確定因素下所產生的風險，企業常會利用買賣合約來達成避險的目的。過去絕大多數企業以類似期貨的方式定訂長期合約(long-term contract)，此舉雖然有助於降低市場不確定性，但卻使得買方在面臨市場價格下滑時，因合約限制而必須向賣方購買商品或服務而無法向其他賣方購買，造成購買到高於市價的可能性。反之賣方在市場價格上揚時，亦因其合約限制而無法將商品或服務轉賣給其他買方，造成機會損失。因此可推之，長期合約無法賦予買賣雙方具有彈性空間的決策，使得雙方的利潤遭受損失。因此，本研究主要探討供應鏈在長期合約與現貨市場(Spot-Market)的搭配下所建立的買賣關係，長期合約主要為建立長期穩定的合作關係，現貨市場則提供購買及銷售管道給買方，以防範賣方無法履行合約承諾的情形發生。透過NYOP(Name Your Own Price)的協商機制作為建構動態供應鏈系統的買賣協商核心，並且藉由JADE實作以代理人為基礎的動態供應鏈資訊網路(Dynamic Supply Chain Information Networks; DSINs )，並以eM-Plant實作動態供應鏈物流模擬，運用供應鏈評估指標(長鞭效應, 服務水準, 庫存成本 ,缺貨成本)作為評估供應鏈績效的方法，以作為未來企業決策時運用相關策略之參考依據。

關鍵字

多重代理人系統； JADE ；現貨市場； NYOP ； eM-Plant

並列摘要

Supply chain owns the higher change today. The balance of losing the market supply and demand usually results in the change of the market price. Enterprise often uses the buy-sell contract to avoid the risks. In the past, most enterprises have been order the long-term contract by the style of similar futures. Although this way is useful for decreasing the uncertain of market, the buyer must purchase the product or service from the specific seller without the power to buying from other buyer by the restriction of contract when the market price slumping. It causes the probability to purchase the higher than market price. On the other hand, the seller could not resell the product or service to other sellers with the restriction of contract. It would results in chance of loss. Consequently, the long-term contract could not provide the buy-sell relationship with flexibility .It would suffer from the loss of incoming. For the above references, proposing to the modeling the agent-based dynamic supply chain could research the buy-sell relationship with long-term contract and Spot-Market. The long-term contract presents to establish the stable long-term collaborative relation. Spot-Market could provide the buying and selling channel to buyer, to avoid occurring condition that seller could not deliver on the contract promise. Using NYOP(Name Your Own Price) to be the core of business negotiation sets up dynamic supply chain system, to present the DSINs(Dynamic Supply Chain Information Networks) by JADE, and to present the dynamic supply chain logistic simulation by eM-Plant. Finally, evaluating supply chain performance with supply chain performance indices (such as bullwhip, fill rate, inventory cost, stockout cost ) ,to be the reference of enterprise making deciding in the future.

並列關鍵字

Multi-Agent System ； JADE ； Spot-Market ； NYOP ； eM-Plant

參考文獻

Anna Alberini, Aline Chiabai,” Urban environmental health and sensitive populations:How much are the Italians willing to pay to reduce their risks?” ,Regional Science and Urban Economics 37 (2007) 239–258

Alexander V. Smirnov1, Leonid B. Sheremetov2,1, Nikolai Chilov1, Christian Sanchez-Sanchez2,” Agent-Based Technological Framework for Dynamic Configuration of a Cooperative Supply Chain” 1St.Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences SPIIRAS, 39, 14th Line, St.Petersburg, 199178, Russia, Mexican Petroleum Institute, Av. Lazaro Cardenas, 152, Col. San Bartolo Atepehuacan, México, D.F., CP 07730 , Mexico

Gerald E. Smith and Thomas T. Nagle,” How Much Are Customers Willing to Pay”, marketing research, Winter 2002

H J Ahn and H Lee,” An Agent-based Dynamic Information Network for Supply Chain Management”, Agent based dynamic network for supply chain management. BT Technology Journal, 22 (2), 18-27, 2004

Il-Horn Hann,Christian Terwiesch,”Measuring the Frictional Costs of Online Transactions: The Case of a Name-Your-Own-Price Channel”, Management Science c 2003 INFORMS, Vol. 49, No. 11, November 2003, pp. 1563–1579.

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多重代理人應用現貨市場解決供需波動問題

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