Weekly Production Planning with Coalitional Form Game and Average Value-at-risk

IR Web Site Open Access

Bibliographic Information

Other Title
  • ゲーム理論とAVaR を組み合わせた週間生産計画法の提案
  • ゲーム リロン ト AVaR オ クミアワセタ シュウカン セイサン ケイカクホウ ノ テイアン

Search this article

Abstract

For the risk of stock-out, arising from the demand uncertainty they use stock-out rate and/or unfulfilled-order-rate for weighing the risk in the past.In this paper, we propose a formulation and solution for multi-period production planning problem that reflects the AVaR (Average value-at-risk) for weighing tail risk and Shapley value in game theory which distributes the amount of acceptable total risk to each period. The characteristics of the solution method by comparing with the past method are revealed. The present method has the feature that it does not require strict probability distribution of stock-out.

Journal

Related Projects

See more

Keywords

Details 詳細情報について

Report a problem

Back to top