由隨機過程之觀點探討供應鏈長鞭效應

The Study of the Bullwhip Effect in the Supply Chain by Using a Stochastic Process

陳曉嵐(Chen Xiao Lan)

指導教授 ： 謝俊逸

亞洲大學/資訊學院/資訊工程學系碩士班/碩士(2003年)

摘要

在供應鏈管理中，有一值得關切的現象，稱之為長鞭效應(Bullwhip Effect)。由於資訊被扭曲，造成上游製造商的訂單變異遠大於實際最終的需求變異，導致上游的存貨成本增加，帶動整個供應鏈的總成本提升。本研究以消費者、零售商及製造商構成之三階層供應鏈模型。為了較能符合供應鏈管理的實際情形，因此，考慮不確定性的因素，利用隨機過程(Stochastic Process)之觀點，觀察各個時間週期的需求變異，並以數學量化求証長鞭效應，且得知訂購量變異數相對於需求量變異數之較佳下限估計。最後，我們以某藥妝連鎖供應鏈做為實証分析，我們的模型在期數n很大，時間週期P 相對於n 很小時，可以得到長鞭效應之有效下限估計，以有效管理供應鏈。並且預期可應用至線上訂票(例：年代售票系統)、ISP 業者(例：偵測網路流量)、金融業之股票市場(例：股票之漲跌情形)。希望經由隨機過程觀點所分析的數據結果，能讓我們更了解企業實際的供應鏈管理之情形，進而有效地管理長鞭效應。

關鍵字

長鞭效應(Bullwhip effect) ； 供應鏈管理(Supply chain management) ； 隨機過程(Stochastic process)

並列摘要

In the field of supply chain management, there is a phenomenon worth paying attention to, which is called the bullwhip effect. Due to distorted information, the variance of upstream inventory demand is greater than the variance of real consumer demand. Then, it causes the whole total cost of supply chain to promote as the cost is
increased.
In this research we quantify this effect by three-level supply chains consisted of a single consumer, a single retailer, and a single manufacturer. In order to conform the real situation in the supply chain, this study considers uncertain factors and takes advantage of a stochastic process to observe each time period of demand, and quantify the bullwhip effect. We also can acquire the better estimation of lower bound when the variance of order is related to the variance of demand.
We test our model by analyzing on cosmetics and medicine drugstore supply chain. The result shows that we can acquire the efficient lower bound estimation in bullwhip effect and then manage supply chain effectively when our model is bigger in n (period)
and P (time period) is smaller in proportion to n. In the future, the study anticipates applying in the area of ordering tickets on-line (ex: the system of the ERA tickets), ISP (ex: network throughput), and stock market of finance (ex: the price fluctuation of stock).
We hope that we can realize the industry of real situation in the supply chains by this research, and then manage the bullwhip effect effectively.

並列關鍵字

Bullwhip effect ； Supply chain management ； Stochastic process

參考文獻

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