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The Value of Information Sharing in ...

Kovtun, Vladimir.

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The Value of Information Sharing in Supply Chains Facing ARMA Demand.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	The Value of Information Sharing in Supply Chains Facing ARMA Demand./
作者:	Kovtun, Vladimir.
面頁冊數:	149 p.
附註:	Source: Dissertation Abstracts International, Volume: 74-12(E), Section: B.
Contained By:	Dissertation Abstracts International74-12B(E).
標題:	Statistics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3574143
ISBN:	9781303477935

The Value of Information Sharing in Supply Chains Facing ARMA Demand.
Kovtun, Vladimir.

The Value of Information Sharing in Supply Chains Facing ARMA Demand. - 149 p.

Source: Dissertation Abstracts International, Volume: 74-12(E), Section: B.

Thesis (Ph.D.)--New York University, Graduate School of Business Administration, 2013.

We develop several novel results on the topic of information sharing in K-stage supply chains where the most downstream player (the retailer) observes demand that could be described by an autoregressive moving average process (ARMA). Similar to previous research, we assume each supply chain player constructs its best linear forecast (BLF) of leadtime demand and uses it to determine its order quantity via a periodic review myopic order-up-to policy. Along with placing an order, a player may also share information with the adjacent upstream player based on a standing agreement. Our first result provides the value of a demand sharing arrangement to the upstream player. Here the upstream player will receive the downstream player's demand information, thereby reducing the mean square forecast error of its BLF. We characterize how demand propagates up the supply chain in the presence of possible demand sharing arrangements and demonstrate that a demand sharing arrangement can be strictly intermediate in value to no sharing and full information shock sharing arrangements studied previously. Later, we provide conditions under which a player is able to infer an adjacent downstream player's demand series based on the player's order history. We go on to describe a large class of potentially valuable sharing arrangements, which includes demand sharing and full information shock sharing. This class also contains other sharing arrangements which have several desirable properties, but that have not been considered in the ARMA setting. We characterize the value of all sharing arrangement in this class and show that they are incentive compatible. Finally, we consider a two player chain and study whether information sharing is valuable to the upstream player (supplier) when the retailer observes demand that is generated by a process in the class of seasonal ARMA models or second-order autoregressive models. We find that information sharing is valuable to the supplier only in the presence of strong seasonality in the retailer's demand process. Furthermore information sharing is never valuable when the amount of time it takes the supplier to deliver a retailer's order is a multiple of the seasonal period.

ISBN: 9781303477935Subjects--Topical Terms:

517247
Statistics.

The Value of Information Sharing in Supply Chains Facing ARMA Demand.
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