石油供应链计划层优化与不确定性风险管理模型

doi:10.11949/j.issn.0438-1157.20160909

化工学报 ›› 2017, Vol. 68 ›› Issue (2): 746-758.DOI: 10.11949/j.issn.0438-1157.20160909

石油供应链计划层优化与不确定性风险管理模型

赵用明, 罗祎青, 袁希钢

化学工程联合国家重点实验室, 天津大学化工学院, 天津化学化工协同创新中心, 天津 300072

收稿日期:2016-07-04 修回日期:2016-12-04 出版日期:2017-02-05 发布日期:2017-02-05
通讯作者: 袁希钢
基金资助:
中国工程院重点咨询研究项目：天津滨海新区建设循环经济示范区的发展战略咨询研究（2014-XZ-9）。

An optimization model for tactical decision-making level and uncertainty risk management in petroleum supply chain

ZHAO Yongming, LUO Yiqing, YUAN Xigang

State Key Laboratory of Chemical Engineering, Collaborative Innovation of Chemical Science and Engineering(TianjinTianjin), School of Chemical Engineering and Technology, Tianjin University, Tianjin 300072, China

Received:2016-07-04 Revised:2016-12-04 Online:2017-02-05 Published:2017-02-05
Supported by:
supported by the Key Consulting Research Program of Chinese Academy of Engineering:the Consulting Research of the Development Strategy of Constructing Circular Economy Demonstration area in Tianjin Binhai New Area (2014-XZ-9).

摘要/Abstract

摘要：

提出了一种基于有限场景的两阶段随机混合整数线性规划（MILP）模型，来优化不确定条件下多周期、多层级的石油工业供应链的计划层管理。模型以碳排放税的形式将减少CO₂排放的环境目标融入到经济目标之中。供应链的各级节点均以黑箱的形式存在，使模型得以简化，在时间尺度相对较长的计划层获得优化结果，为供应链的计划与管理提供指导方案。并且分析了算例最优期望收益的风险性，在此基础上引入风险管理约束，得到了带有风险管理约束的供应链计划层优化模型。该模型的结果与原模型相比，期望收益附近的收益风险性降低。

关键词: 石油供应链, 优化, 不确定性, 风险管理, 系统工程

Abstract:

A finite-scenario-based two-stage stochastic mixed integer linear programming (MILP) model was proposed to optimize tactical decision-making level of multi-period and multi-echelon petroleum supply chains under uncertain circumstances. In the model, environmental objective of CO₂ emission reduction was added to economic objective by collecting carbon tax, and each entity in the supply chain was considered as a “black box” to simplify the complicated system. A relatively reliable optimal result was obtained from the model over a considerably long duration to facilitate plan and management of petroleum supply chain. Further, risks to achieve the optimal outcome were analyzed and the model was revised with risk management constraints. Compared to the original model, the proposed model with risk management constraints could lower risks for the expected profit.

Key words: petroleum supply chain, optimization, uncertainty, risk management, system engineering

中图分类号:

TQ021.8

赵用明, 罗祎青, 袁希钢. 石油供应链计划层优化与不确定性风险管理模型[J]. 化工学报, 2017, 68(2): 746-758.

ZHAO Yongming, LUO Yiqing, YUAN Xigang. An optimization model for tactical decision-making level and uncertainty risk management in petroleum supply chain[J]. CIESC Journal, 2017, 68(2): 746-758.

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石油供应链计划层优化与不确定性风险管理模型

An optimization model for tactical decision-making level and uncertainty risk management in petroleum supply chain

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