不確定需求與價格下多種採購方式之採購計劃

Procurement Planning with Multiple Sourcing Options under Demand and Price Uncertainties

卓運然(Yun-Jan Cho)

指導教授 ： 洪一

國立清華大學/工學院/工業工程與工程管理學系/碩士(2010年)

摘要

本研究主要探討在需求不確定性以及採購價格不確定性下，利用多種類型採購方式的多期採購計劃。我們將問題建構成一個混合整數規劃並考量多種情境模式，其目標為最小化期望總成本。多種類型採購方式包含:長期合約、Option合約、Flexible合約以及現貨市場。一般而言，長期合約提供最低的採購價格，但其採購限制較為缺乏彈性且採購數量較多。而Option合約與Flexible合約的價格相對於長期合約是比較高，但其採購限制較長期合約有彈性。現貨市場價格主要隨著市場需求而改變。通常現貨市場價格會高於合約的採購價格，但在少數的情況下現貨市場價格會是最便宜的採購選擇。在本研究的實驗中，我們求解不同條件下的採購計劃，並探討各種類型的採購數量之變化。研究數據顯示，本研究所提出的混合整數模型可有效的利用不同類型的採購方式來最小化總採購成本。

關鍵字

需求不確定性 ； 採購價格不確定性 ； 採購計劃 ； 混合整數規劃 ； 長期合約 ； Option合約 ； Flexible合約 ； 現貨市場

並列摘要

This study focuses on the multi-period procurement planning with multiple sourcing options under uncertain demands and uncertain purchase prices. We model the problem as a mixed integer programming considering multiple scenarios and its objective is to minimize the expected total cost. The sourcing options involve in this study including long-term contracts, option contracts, flexible contracts, and spot market. In general, long-term contracts provide the lowest purchase price but it is less flexible and purchase quantity is higher than other sourcing options. The prices of option contracts and flexible contracts are higher than long-term contracts but those are more flexible than long-term contracts. The purchase prices in spot market changes with the market demands. Normally, the prices in spot market are higher than other sourcing options but in some rare case it may be the lowest options. In our numerical experiment, we solve the problems under different conditions and investigate how the purchase quantity of each sourcing options changes. The numerical experiments indicate that the model efficiently purchase different type sourcing options to minimize the total purchase cost.

並列關鍵字

Uncertain demand ； Uncertain purchase prices ； Procurement planning ； Mixed integer programming ； Long-term contracts ； Option contracts ； Flexible contracts ； Spot market

參考文獻

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