需求不確定性對單期季節性商品完全資訊期望價值之影響

The Effect of Demand Uncertainty on the EVPI of One-Period Seasonal Goods Production Systems

李智明(Chih-Ming Lee)

《臺大管理論叢》 12卷1期 (2001/12) Pp. 229-248

https://doi.org/10.6226/NTURM2001.12.1.229

摘要

如何精確地預測並滿足顧客需求，向來為企業首要之工作。本文主要探討單期季節性商品的決策者，應如何訂定需求預測的合理投資金額，及市場規模和需求不確定性對此金額之影響。我們發現需求預測投資具有一上限，此上限金額代表需求預測所能產生之最大可能利益（完全資訊期望價值）。此外，當市場規模適中（不過大或過小），或市場環境變動愈大（需求愈不穩定）時，因作出有效決策困難度提高，故需求預測十分重要。

關鍵字

季節性商品 ； 需求預測 ； 完全資訊期望價值 ； 需求不確定性

並列摘要

How to satisfy and predict customer's needs is one of the most important jobs for a business. In general, the precision of demand forecasting is closely related to the effort or money invested in forecasting and the nature of demand. In this paper, we develop a simple one-period model to study how the decision- maker of a seasonal good production system to determine the appropriate amount of budget spent in forecasting. We find there is an upper bound of the budget invested in forecasting. This upper bound represents the optimal potential benefits brought by forecasting and is denoted as expected value of perfect information (EVPI). We also find that when market size is appropriate, the EVPI has a maximal value. However, when demand becomes more uncertain, the EVPI increases.

並列關鍵字

demand forecasting ； seasonal goods ； EVPI ； demand uncertainty

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