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研究生: 許乃文
Hsu, Nai-Wen
論文名稱: 需求不確定下供應鏈需求預測與存貨配置之研究
Stochastic Supply Chain Inventory Configuration and Demand Forecasting
指導教授: 林東盈
Lin, Dung-Ying
學位類別: 碩士
Master
系所名稱: 管理學院 - 交通管理科學系
Department of Transportation and Communication Management Science
論文出版年: 2012
畢業學年度: 100
語文別: 中文
論文頁數: 116
中文關鍵詞: 存貨需求預測兩階段隨機規劃蒙地卡羅限界法
外文關鍵詞: Inventory Configuration, Two-Stage Stochastic Programming, Demand Forecasting, Monte Carlo Bounding Techniques
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  • 供應鏈之中存在著許多不確定性,其中最主要的因素歸因於客戶的需求的隨機性,由於顧客需求之變異對於供應鏈成本之影響甚巨,故在模式中考慮顧客需求預測極為重要。本研究探討在需求不確定下供應鏈需求預測與存貨配置問題,期藉由需求預測與兩階段隨機規劃,使供應鏈之整體期望成本最低,與過去供應鏈設計研究不同的是,本研究在求解此隨機規劃之前,先由歷史資料預測顧客需求,之後再進行最佳配送策略之求解,藉此改善傳統假設顧客需求機率分佈已知之假設。本研究採用蒙地卡羅限界法(Monte Carlo Bounding Techniques)求解,測試此兩階段隨機規劃問題,並透過實證研究驗證整體概念之實用性。

    In this research, we consider the supply chain inventory configuration and demand forecast recognizing customer stochasticity. We first forecast customer demand from historical data and formulate the problem as a two-stage stochastic linear program model. The resulting two-stage stochastic linear program model is solved by the Monte Carlo Bounding Techniques with both Common Random Number (CRN) and Independent Random Number (IRN) methods to determine the optimal distribution strategy. To gain insight into the problem and to intuitively understand the behavior of the proposed solution scheme, we empirically apply this framework on a three-tier supply chain to evaluate the practicability of the proposed framework. Numerical results together with the salient conclusions are presented and discussed.

    目次 I 表目錄 IV 圖目錄 VII 第 1 章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 5 1.3 研究方法與步驟 5 1.4 研究範圍 6 1.5 研究架構 6 第 2 章 文獻回顧 9 2.1 存貨 9 2.1.1 存貨管理 10 2.2 隨機規劃問題 11 2.2.1 兩階段隨機規劃(Two-Stage Stochastic Programming) 11 2.2.2 機會限制問題(Chance-Constrained Problems) 13 2.2.3 分佈問題(Distribution Problems) 15 2.3 隨機規劃求解與計算執行 16 2.3.1 分解法(Decomposition Approaches) 16 2.3.2 逼近法(Approximations) 16 2.3.3 L型演算法與蒙地卡羅限界法比較 19 2.4 隨機需求相關文獻 20 2.5 預測 24 2.5.1 預測的重要性 24 2.5.2 預測技術 25 2.5.3 預測需求相關文獻 28 2.6 小結 30 第 3 章 模式建構 32 3.1 問題說明 32 3.2 模式的基本假設 34 3.3 符號說明 35 3.4 建構數學模式 37 3.5 小結 40 第 4 章 求解策略 41 4.1 需求預測 42 4.2 蒙地卡羅限界法 43 4.2.1 使用獨立隨機數(IRN)之蒙地卡羅限界法 45 4.2.2 使用共同隨機數(CRN)之蒙地卡羅限界法 46 4.2.3 小結 48 第 5 章 實證研究 49 5.1 範例 49 5.1.1 問題說明 49 5.1.2 數值分析 51 5.2 實證研究-以統一7-ELEVEN鮮食供應鏈為例 54 5.2.1 統一超商簡介 54 5.2.2 實證數據來源與推估 61 5.2.3 數值分析 76 5.2.4 敏感度分析 80 5.2.5 小結 87 第 6 章 結論與建議 88 6.1 總結 88 6.2 研究貢獻 91 6.3 建議 91 參考文獻 92 附錄A 各物流中心至門市之每單位運費 97 附錄B 7-ELEVEN門市之每日單位倉儲成本 102 附錄C 實證研究CRN組合四之可行解 107

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