在庫機能を持たないサプライチェーン運用のリスク管理手法 : 需要リスクの下での運用計画最適化 A Risk Management Method for the Operation of a Supply-Chain without Storage : Supply Policy Optimization under Demand Risk

この論文にアクセスする

この論文をさがす

著者

抄録

A business risk management method has been developed for a supply-chain without a storage function under demand uncertainty. Power supply players in the deregulated power market face the need to develop the best policies for power supply from self-production and reserved purchases to balance demand, which is predictable with error. The proposed method maximizes profit from the operation of the supply-chain under probabilistic demand uncertainty on the basis of a probabilistic programming approach. Piece-wise linear functions are employed to formulate the impact of under-booked or over-booked purchases on the supply cost, and constraints on over-demand probability are introduced to limit over-demand frequency on the basis of the demand probability distribution.<br>The developed method has been experimentally applied to the supply policy of a power-supply-chain, the operation of which is based on a 3-stage pricing purchase contract and on 28 time zones. The characteristics of the obtained optimal supply policy are successfully captured in the numerical results, which suggest the applicability of the proposed method.

収録刊行物

  • 電気学会論文誌. C, 電子・情報・システム部門誌 = The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society  

    電気学会論文誌. C, 電子・情報・システム部門誌 = The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society 127(3), 425-433, 2007-03-01 

    The Institute of Electrical Engineers of Japan

参考文献:  16件

参考文献を見るにはログインが必要です。ユーザIDをお持ちでない方は新規登録してください。

各種コード

  • NII論文ID(NAID)
    10018738364
  • NII書誌ID(NCID)
    AN10065950
  • 本文言語コード
    JPN
  • 資料種別
    ART
  • ISSN
    03854221
  • NDL 記事登録ID
    8730333
  • NDL 雑誌分類
    ZN31(科学技術--電気工学・電気機械工業)
  • NDL 請求記号
    Z16-795
  • データ提供元
    CJP書誌  NDL  J-STAGE 
ページトップへ