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

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  • 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

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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.

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