{"@context":{"@vocab":"https://cir.nii.ac.jp/schema/1.0/","rdfs":"http://www.w3.org/2000/01/rdf-schema#","dc":"http://purl.org/dc/elements/1.1/","dcterms":"http://purl.org/dc/terms/","foaf":"http://xmlns.com/foaf/0.1/","prism":"http://prismstandard.org/namespaces/basic/2.0/","cinii":"http://ci.nii.ac.jp/ns/1.0/","datacite":"https://schema.datacite.org/meta/kernel-4/","ndl":"http://ndl.go.jp/dcndl/terms/","jpcoar":"https://github.com/JPCOAR/schema/blob/master/2.0/"},"@id":"https://cir.nii.ac.jp/crid/1390282680731972736.json","@type":"Article","productIdentifier":[{"identifier":{"@type":"DOI","@value":"10.15807/torsj.58.101"}},{"identifier":{"@type":"NDL_BIB_ID","@value":"027043889"}},{"identifier":{"@type":"URI","@value":"http://id.ndl.go.jp/bib/027043889"}},{"identifier":{"@type":"URI","@value":"https://ndlsearch.ndl.go.jp/books/R000000004-I027043889"}},{"identifier":{"@type":"URI","@value":"https://www.jstage.jst.go.jp/article/torsj/58/0/58_101/_pdf"}},{"identifier":{"@type":"NAID","@value":"130005119285"}}],"resourceType":"学術雑誌論文(journal article)","dc:title":[{"@language":"ja","@value":"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－"},{"@language":"en","@value":"WEEKLY PRODUCTION PLANNING ON THE BASIS OF AVERAGE VALUE-AT-RISK: A GAME THEORY APPROACH"},{"@language":"ja-Kana","@value":"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"}],"dc:language":"ja","description":[{"type":"abstract","notation":[{"@language":"en","@value":"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."},{"@language":"ja","@value":"環境変化，不確実性等の日常的リスクに対応したレジリエンス(しなやかな回復力)[3, 5, 14]を加味した生産システムの確立が急務である．従来は，不確実環境下の生産計画として，在庫品切れ確率を所与として安全在庫を求める方法，在庫保管コストと在庫品切れペナルティコストを所与としてコストを最小化する基点在庫を求める方法[10, 22]，在庫コストと期間全体の品切れ確率（未達率）を所与として多期間の生産計画問題を確率計画法として定式化し，未達率制約下でコストを最小化する方法[17–20]などが提案されてきた．これらは，リスクの程度を確率的に表現される目標値に合致させるか目標値以内に収める方法である．しかし，需要量の分散の大きさから生じる在庫量の分布のすそ野の広がりによるリスクは考慮されなかったし，場合によっては，多次元同時確率分布計算を扱わなければならなかった．そこで，本論文は，AVaR (Average value-at-risk)を評価指標とする多期間の生産計画問題について，ゲーム理論を適用して解を求める方法を提案する．解法は，第1段階として，AVaRを評価指標として，計画期間トータルに想定される需要量をゲーム理論におけるシャープレイ値[21]を用いて，各期に配分し，期別の想定される需要量を決定する．次に，第2段階として，ゲーム理論の結果を時系列に展開して期別の生産量を決めるものである．このように決める在庫量，生産量の特性を明らかにする．5期間の生産計画問題に適用し，本提案法の特徴を述べる．本提案の手法は，週間生産計画問題について，従来の「確率で表現される目標値を制約にする方法」ではなく，信頼水準を所与としてリスク評価尺度にAVaRを用い，計画期間全体の想定される需要量を厳守するという意味で，「需要量のトータルな想定値を重視する方法」である．在庫量あるいは，在庫品切れ量の多次元同時確率分布計算を必要としない．最後に，需要が期ごとに互いに相関を持つ場合への拡張が容易であることを示す．"}],"abstractLicenseFlag":"disallow"}],"creator":[{"@id":"https://cir.nii.ac.jp/crid/1420845751151643008","@type":"Researcher","personIdentifier":[{"@type":"KAKEN_RESEARCHERS","@value":"50336913"},{"@type":"NRID","@value":"1000050336913"},{"@type":"NRID","@value":"9000391896723"},{"@type":"NRID","@value":"9000313202047"},{"@type":"NRID","@value":"9000391914950"},{"@type":"NRID","@value":"9000369738537"},{"@type":"NRID","@value":"9000017572779"},{"@type":"NRID","@value":"9000391893812"},{"@type":"NRID","@value":"9000334747755"},{"@type":"NRID","@value":"9000259820301"},{"@type":"NRID","@value":"9000021464689"},{"@type":"NRID","@value":"9000408787796"},{"@type":"NRID","@value":"9000414840390"},{"@type":"NRID","@value":"9000412155687"},{"@type":"NRID","@value":"9000392141335"},{"@type":"NRID","@value":"9000283838545"},{"@type":"NRID","@value":"9000020360229"},{"@type":"NRID","@value":"9000241862186"},{"@type":"NRID","@value":"9000391901910"},{"@type":"NRID","@value":"9000301736389"},{"@type":"NRID","@value":"9000022164815"},{"@type":"NRID","@value":"9000399529102"},{"@type":"NRID","@value":"9000341078426"},{"@type":"NRID","@value":"9000021434199"},{"@type":"NRID","@value":"9000242342413"},{"@type":"NRID","@value":"9000258684230"},{"@type":"NRID","@value":"9000020104766"},{"@type":"NRID","@value":"9000413784307"},{"@type":"RESEARCHMAP","@value":"https://researchmap.jp/read0070861"}],"foaf:name":[{"@language":"ja","@value":"上野 信行"},{"@language":"en","@value":"Ueno Nobuyuki"}],"jpcoar:affiliationName":[{"@language":"en","@value":"Hiroshima University of Economics"},{"@language":"ja","@value":"広島経済大学"}]},{"@id":"https://cir.nii.ac.jp/crid/1410282680731972736","@type":"Researcher","foaf:name":[{"@language":"ja","@value":"田口 雄基"},{"@language":"en","@value":"Taguchi Yuki"}],"jpcoar:affiliationName":[{"@language":"en","@value":"Osaka University"},{"@language":"ja","@value":"大阪大学大学院"}]},{"@id":"https://cir.nii.ac.jp/crid/1420282801208170880","@type":"Researcher","personIdentifier":[{"@type":"KAKEN_RESEARCHERS","@value":"40284161"},{"@type":"NRID","@value":"1000040284161"},{"@type":"KAKEN_RESEARCHERS","@value":"40284616"},{"@type":"NRID","@value":"1000040284616"},{"@type":"NRID","@value":"9000003590134"},{"@type":"NRID","@value":"9000017485339"},{"@type":"NRID","@value":"9000242457293"},{"@type":"NRID","@value":"9000313202049"},{"@type":"NRID","@value":"9000017572782"},{"@type":"NRID","@value":"9000277162404"},{"@type":"NRID","@value":"9000017430323"},{"@type":"NRID","@value":"9000021464683"},{"@type":"NRID","@value":"9000290830626"},{"@type":"NRID","@value":"9000317156474"},{"@type":"NRID","@value":"9000283838547"},{"@type":"NRID","@value":"9000415147432"},{"@type":"NRID","@value":"9000017365509"},{"@type":"NRID","@value":"9000004889518"},{"@type":"NRID","@value":"9000020360234"},{"@type":"NRID","@value":"9000254808615"},{"@type":"NRID","@value":"9000242457278"},{"@type":"NRID","@value":"9000021434206"},{"@type":"NRID","@value":"9000242342416"},{"@type":"NRID","@value":"9000258684231"},{"@type":"NRID","@value":"9000020104812"},{"@type":"NRID","@value":"9000398826053"},{"@type":"RESEARCHMAP","@value":"https://researchmap.jp/Koji_Okuhara"}],"foaf:name":[{"@language":"ja","@value":"奥原 浩之"},{"@language":"en","@value":"Okuhara Koji"}],"jpcoar:affiliationName":[{"@language":"en","@value":"Osaka University"},{"@language":"ja","@value":"大阪大学大学院"}]}],"publication":{"publicationIdentifier":[{"@type":"PISSN","@value":"13498940"},{"@type":"LISSN","@value":"13498940"},{"@type":"EISSN","@value":"21888280"},{"@type":"NDL_BIB_ID","@value":"000007602106"},{"@type":"ISSN","@value":"13498940"},{"@type":"NCID","@value":"AA11998080"}],"prism:publicationName":[{"@language":"en","@value":"Transactions of the Operations Research Society of Japan"},{"@language":"ja","@value":"日本オペレーションズ・リサーチ学会和文論文誌"},{"@language":"en","@value":"TORSJ"},{"@language":"ja","@value":"TORSJ"}],"dc:publisher":[{"@language":"en","@value":"The Operations Research Society of Japan"},{"@language":"ja","@value":"公益社団法人 日本オペレーションズ・リサーチ学会"}],"prism:publicationDate":"2015","prism:volume":"58","prism:number":"0","prism:startingPage":"101","prism:endingPage":"121"},"reviewed":"false","url":[{"@id":"http://id.ndl.go.jp/bib/027043889"},{"@id":"https://ndlsearch.ndl.go.jp/books/R000000004-I027043889"},{"@id":"https://www.jstage.jst.go.jp/article/torsj/58/0/58_101/_pdf"}],"availableAt":"2015","foaf:topic":[{"@id":"https://cir.nii.ac.jp/all?q=%E3%82%B2%E3%83%BC%E3%83%A0%E7%90%86%E8%AB%96","dc:title":"ゲーム理論"},{"@id":"https://cir.nii.ac.jp/all?q=%E5%9C%A8%E5%BA%AB","dc:title":"在庫"},{"@id":"https://cir.nii.ac.jp/all?q=%E5%A4%9A%E6%9C%9F%E9%96%93%E7%94%9F%E7%94%A3%E8%A8%88%E7%94%BB","dc:title":"多期間生産計画"},{"@id":"https://cir.nii.ac.jp/all?q=%E9%9C%80%E8%A6%81%E3%81%AE%E4%B8%8D%E7%A2%BA%E5%AE%9F%E6%80%A7","dc:title":"需要の不確実性"},{"@id":"https://cir.nii.ac.jp/all?q=%E3%83%AA%E3%82%B9%E3%82%AF%E8%A9%95%E4%BE%A1%E5%B0%BA%E5%BA%A6","dc:title":"リスク評価尺度"},{"@id":"https://cir.nii.ac.jp/all?q=AVaR(average%20value-at-risk)","dc:title":"AVaR(average 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