随机需求下考虑生产成本差异的柔性能力投资策略  

Flexible Capacity Investment Strategy with Production Costs Difference under Stochastic Demand

作　　者：孟翠翠[1] 季建华[1] 李彬[2] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200030 [2]江苏银行股份有限公司南京大学博士后流动站,南京210001

出　　处：《系统管理学报》2017年第3期543-550,共8页Journal of Systems & Management

基　　金：国家自然科学基金重点项目(70732003);上海交通大学研究生创新培养专项基金资助项目(Z-120-010)

摘　　要：柔性能力是企业应对需求波动风险的重要手段,投资提前期长,属于战略决策。考虑了运作层面的生产成本,研究了柔性能力生产成本与专用能力生产成本不同时柔性能力选择及投资决策,并与两种生产成本相同时的决策进行比较分析。将问题构建为两阶段随机规划模型,最优投资决策满足的条件可由卡罗需-库恩-塔克条件给出,并符合多维报童模型。柔性能力投资策略属于阈值策略,当且仅当柔性能力投资成本低于阈值时,对柔性能力投资是最优的。生产成本相同和不同两种情形相比较,后者的最优决策满足条件需要更多需求区域的划分,柔性能力投资成本阈值低于前者,投资条件变得苛刻。最后,通过数值分析对主要结论进行说明和验证,并分析需求波动风险参数对主要结论的影响。Investing in flexible capacity is one strategy that provides a hedge against demand uncertainty and it belongs to strategic decisions. In this paper, by assuming the production costs are different, we compare the optimal investment strategy with the one where the production costs are the same, and analyze how the optimal investment strategy is affected by production costs difference. We model the firm＇s decision problem as a two-stage stochastic programming problem. The optimal solution is obtained by Karush-Kuhn-Tucker condition, and consistent with the solution of multidimensional newsvendor problem. The optimal strategy for investing in flexible capacity is threshold strategy, it is optimal to invest in flexible capacity when investment cost is less than the threshold value. When production costs are different, more demand regions are needed to be divided in the second stage problem, and the threshold value is less than that in the case where production costs are the same. A numerical study is given to

关 键 词：能力规划 柔性能力 随机需求 生产成本 

分 类 号：F272.2[经济管理—企业管理]