讲座题目： Multi-Source Procurement Planning: A Distributionally Robust Approach（多供应源的鲁棒采购规划）

主讲人：付琦 澳门大学

时间：2024年05月14日10:00

地点：学院229

主办单位：hbs04红宝石线路管理科学与工程系

内容摘要：

We study a distributionally robust capacity planning problem with multiple supply sources. The firm reserves various capacities in the procurement stage, and in the fulfillment stage, the firm uses the available capacities to produce the end product to satisfy the realized demand. The capacities from different sources incur different reservation and processing costs. When only the mean and variance of the demand distribution are known, we apply the max-min criterion to design a distributionally robust capacity plan. We propose a joint optimization approach to establish a set of optimality conditions on the robust capacity plan. This approach enables us to derive the worst-case distribution, the optimal robust capacity vector, and the worst-case expected profit in closed forms. The closed-form expressions for the worst distribution and profit have a nice geometric interpretation, enabling us to further develop upper and lower bounds on the worst-case expected profit and to examine the portfolio effect. We demonstrate that the full benefit of the portfolio effect can be attained by engaging with the two most suitable sources. Our study advances our understanding of applications of robust optimization tools for a class of inventory models with multiple sources, locations, and grades. The findings provide practical insights for distributionally robust multisource capacity planning.

本文研究多供应源的分布鲁棒采购计划问题。公司的采购要先预定各种产能，在执行阶段，根据可用产能生产最终产品以满足客户需求。不同供应源的预定和执行费用不同。当仅知道需求分布的均值和方差时，我们应用最大最小准则来分析分布鲁棒的采购计划。我们用联合优化方法，对鲁棒的采购计划建立一组最优条件。这种方法使我们能够得出最差分布、最佳鲁棒采购向量和最坏预期利润的解析表达式。根据最差分布和预期利润的表达式的几何解释，我们进一步研究多源鲁棒采购的组合效应。我们证明选择两个最合适的供应源组合可以实现全供应源组合效应。本文还探讨了研究的应用以及相关的管理启示。

主讲人简介：

付琦，澳门大学工商管理学院，商业智能与分析副教授。主要研究领域为运营与供应链管理、鲁棒性库存管理。研究工作主要发表于Operations Research, Production and Operations Management, European Journal of Operational Research, International Journal of Production Economics, International Journal of Production Research等。