Kurudzhy Y. Models of optimal Control of Supply Chain Functioning under Conditions of Uncertainty and Risk.

The Thesis is devoted to theoretical substantiation and development of methodical approaches and practical recommendations for optimal control of supply chains functioning under uncertainty and risks. The analysis of existing results on supply chains modeling is fulfilled. In result of this analysis the following conclusion was made: the existing mathematical models of logistic systems insufficiently well accounts some important features of real logistic system, in particular: network of inventories, factors of internal and external uncertainty in some links of supply chains, coordination of supply, production, and transportation plans. The set of optimization models of different configurations of supply chains has been worked out taking into account uncertainty and risks. The main reasons of uncertainty and risk appearance in the links of supply chains are investigated, and decision making for they mitigation in dependence of their sources are proposed. The main result of research is development of system of economic-mathematical models of optimal control of raw materials supply of the plants, production of final product and its transportation to final consumers at destinations taking into account random fluctuation of demand. The static and dynamic optimization models are developed for enterprises interacting within supply chains of different configurations in the framework of so-called VAT-classification taking into account uncertainty and risks. The system of models for optimal planning of interaction of different enterprises entering the supply chains is developed taking into account the factor of external and internal uncertainty, and factor of time. On the basis of optimal production/transportation plans calculated taking into account uncertainty, the decision rules were formulated concerning the expediency of some risks insurance. In particular, the methodical recommendations are developed for economic reasoning of risks insurance related to shortage of raw materials for finished product production and risks that arise due to deviation of produced finished products’ quantities from random demand at points of destinations. The optimal behavior of supply chains under condition of competition is investigated, as well. The Cournot and Stackelberg equilibrium solutions of duopoly are found taking into account the innovative activity of plants entering the supply chains. For this purpose the additional control parameters were introduced – investments in innovative activity of plant. It was taken into account that production costs are non-increasing functions of investments for innovative activity. The objective function in optimization models is total profit of logistical system over the planning horizon. The theoretical approaches are developed concerning functioning of risk-management department inside the organizational structure of enterprises entering the supply chain. The main requirements are formulated for further improvement of supply chain activity planning and related to collection and elaborating the statistical information concerning the risks arising in supply chains activity. It is shown also how to calculate the synergetic effects in result of coordination of supply, production and transportation plans with the help of optimization models proposed.