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满足AR(1)需求过程的零售商库存决策和牛鞭效应
引用本文:王伟钧,唐小我,杨晋浩.满足AR(1)需求过程的零售商库存决策和牛鞭效应[J].经济研究导刊,2010(22):184-186,192.
作者姓名:王伟钧  唐小我  杨晋浩
作者单位:1. 电子科技大学,经济与管理学院,成都,610056;成都大学,信息科学与技术学院,成都,610106
2. 电子科技大学,经济与管理学院,成都,610056
3. 成都大学,信息科学与技术学院,成都,610106
基金项目:国家自然科学基金重点项目的基金 
摘    要:讨论由一个供应商和一个零售商组成的简单两级供应链系统中,建立了零售商库存决策模型,在满足自回归模型AR(1)的需求过程条件下,定量分析了自回归系数和提前期对牛鞭效应的影响。指出对每个提前期,牛鞭效应度量能达到最大值,并找出满足该值的自回归系数范围,因而修正了文献5]给出的自回归系数对牛鞭效应定理及证明;当自回归系数为正值时,牛鞭效应会发生,并随提前期的增大而增强;当自回归系数为负值时,牛鞭效应不会发生,且提前期对它的影响不明显。结果为零售商减小牛鞭效应提供了一定的指导意义。

关 键 词:供应链  库存决策  牛鞭效应  自回归过程

Retailer's Inventory Policy and the Bullwhip Effect with AR(1)Demand Process
WANG Wei-jun,TANG Xiao-wo,YANG Jin-hao.Retailer''s Inventory Policy and the Bullwhip Effect with AR(1)Demand Process[J].Economic Research Guide,2010(22):184-186,192.
Authors:WANG Wei-jun  TANG Xiao-wo  YANG Jin-hao
Institution:1.School ofManagement,Electronic Science and technologyUniversityofChina,Chengdu 610056; 2.College of Information Science and Technology,Chengdu University,Chengdu 610071)
Abstract:This paper discusses the impact of autoregressive coefficient and lead time by retailer’s inventory policy on the bullwhip effect with AR(1)demand process in a simple two-stage supply chain system consisting of a single retailer and a single supplier.It presents the proposition of the impact of autoregressive coefficient and lead time on the bullwhip effect.It shows that the bullwhip effect will reaches the maximum for each lead time and finds the range of the autoregressive coefficient for the value.Therefore,it revises proposition 5 of literature 5].Moreever,it presents that the bullwhip effect always occurs when the autoregressive coefficient is positive and changes intensively with the increasing of lead time;the bullwhip effect does not occur when the autoregressive coefficient is negative.The results will possess some guiding significance for retailer to reduce the bullwhip effect..
Keywords:supply chain  inventory policy  bullwhip effect  autoregressive process
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