WEEKLY PRODUCTION PLANNING ON THE BASIS OF AVERAGE VALUE-AT-RISK: A GAME THEORY APPROACH

• Ueno Nobuyuki

  Hiroshima University of Economics

• Taguchi Yuki

  Osaka University

• Okuhara Koji

  Osaka University

Bibliographic Information

Other Title

• AVaRに基づいた週間生産計画法の提案－ゲーム理論的アプローチ－
• AVaR ニ モトズイタ シュウカン セイサン ケイカクホウ ノ テイアン : ゲーム リロンテキ アプローチ

Abstract

It is an urgent need to complete a production system with the resilience against deterioration, environmental change, demand uncertainty, etc. For the risk of the demand uncertainty, they use stock-out ratio and/or unfulfilled-order-rate for estimating the risk in the past. In this paper, we propose a formulation and a solution for multi-period production planning problem that reflects the AVaR (Average value-at-risk) for weighing the tail risk and Shapley value in game theory. The characteristics of the solution method by comparing with the previous method are revealed. The present method has the features that it does not require strict probability distribution of stock-out and it enables an extension to the case where demand in different period is correlated.

Journal

• Transactions of the Operations Research Society of Japan

  Transactions of the Operations Research Society of Japan 58 (0), 101-121, 2015

  The Operations Research Society of Japan

Keywords

• ゲーム理論
• 在庫
• 多期間生産計画
• 需要の不確実性
• リスク評価尺度
• AVaR(average value-at-risk)
• シャープレイ値
• 内示生産システム
• レジリエンス

Details

• CRID: 1390282680731972736
• NII Article ID: 130005119285
• NII Book ID: AA11998080
• DOI: 10.15807/torsj.58.101
• ISSN: 21888280
• ISSN: 13498940
• NDL BIB ID: 027043889
• Web Site: http://id.ndl.go.jp/bib/027043889
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I027043889
• Web Site: https://www.jstage.jst.go.jp/article/torsj/58/0/58_101/_pdf
• Text Lang: ja
• Data Source:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
  • KAKEN
• Abstract License Flag: Disallowed