請用此 Handle URI 來引用此文件:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/18048完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 吳政鴻(Cheng-Hung Wu) | |
| dc.contributor.author | Szu-Yun Fang | en |
| dc.contributor.author | 方思云 | zh_TW |
| dc.date.accessioned | 2021-06-08T00:49:34Z | - |
| dc.date.copyright | 2015-10-12 | |
| dc.date.issued | 2015 | |
| dc.date.submitted | 2015-07-13 | |
| dc.identifier.citation | [1] Ahmed, S., King, A. J., & Parija, G. (2003). “A multi-stage stochastic integer programming approach for capacity expansion under uncertainty”, Journal of Global Optimization, 26(1), 3-24.
[2] Andrade, R., Lisser, A., Maculan, N., & Plateau, G. (2005). “B&B frameworks for the capacity expansion of high speed telecommunication networks under uncertainty”, Annals of Operations Research, 140(1), 49-65. [3] Archibald, T. W., Thomas, L., Betts, J., & Johnston, R. (2002). “Should start-up companies be cautious? Inventory policies which maximise survival probabilities”, Management Science, 48(9), 1161-1174. [4] Askin, R. G., & Mitwasi, M. G. (1992). “Integrating facility layout with process selection and capacity planning”, European Journal of Operational Research, 57(2), 162-173. [5] Babich, V., & Sobel, M. J. (2004). “Pre-IPO operational and financial decisions”, Management Science, 50(7), 935-948. [6] Bard, J. F., Srinivasan, K., & Tirupati, D. (1999). “An optimization approach to capacity expansion in semiconductor manufacturing facilities”, International Journal of Production Research, 37(15), 3359-3382. [7] Bashyam, T. (1996). “Competitive capacity expansion under demand uncertainty”, European Journal of Operational Research, 95(1), 89-114. [8] Bendavid, I., Herer, Y. T., & Yücesan, E. (2014). “A simulation based investigation of inventory management under working capital constraints”, Paper presented at the Proceedings of the 2014 Winter Simulation Conference. [9] Bernstein, F., & DeCroix, G. A. (2004). “Decentralized pricing and capacity decisions in a multitier system with modular assembly”, Management Science, 50(9), 1293-1308. [10] Bienstock, D., & Shapiro, J. F. (1988). “Optimizing resource acquisition decisions by stochastic programming”, Management Science, 34(2), 215-229. [11] Buzacott, J. A., & Zhang, R. Q. (2004). “Inventory management with asset-based financing”, Management Science, 50(9), 1274-1292. [12] Chao, X., Chen, J., & Wang, S. (2008). “Dynamic inventory management with cash flow constraints”, Naval Research Logistics (NRL), 55(8), 758-768. [13] Chen, T.-L., & Lu, H.-C. (2012). “Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition”, Applied Mathematical Modelling, 36(12), 5901-5919. [14] Christie, R. M., & Wu, S. D. (2002). “Semiconductor capacity planning: stochastic modelingand computational studies”, IIE Transactions, 34(2), 131-143. [15] Davis, M., Dempster, M., Sethi, S., & Vermes, D. (1987). “Optimal capacity expansion under uncertainty”, Advances in Applied Probability, 156-176. [16] Dixit, A. K., & Pindyck, R. S. (1994). R.(1994). “Investment under uncertainty”, Princeton University Press. [17] Erlenkotter, D., Sethi, S., & Okada, N. (1989). “Planning for surprise: Water resources development under demand and supply uncertainty I”, The general model. Management Science, 35(2), 149-163. [18] Geng, N., & Jiang, Z. (2009). “A review on strategic capacity planning for the semiconductor manufacturing industry”, International Journal of Production Research, 47(13), 3639-3655. [19] Hood, S. J., Bermon, S., & Barahona, F. (2003). “Capacity planning under demand uncertainty for semiconductor manufacturing”, Semiconductor Manufacturing, IEEE Transactions on, 16(2), 273-280. [20] Huang, K., & Ahmed, S. (2009). “The value of multistage stochastic programming in capacity planning under uncertainty”, Operations Research, 57(4), 893-904. [21] Lin, J. T., Chen, T.-L., & Chu, H.-C. (2014). “A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty”, International Journal of Production Economics, 148, 21-36. [22] Lin, J. T., Wu, C.-H., Chen, T.-L., & Shih, S.-H. (2011). “A stochastic programming model for strategic capacity planning in thin film transistor-liquid crystal display (TFT-LCD) industry”, Computers & Operations Research, 38(7), 992-1007. [23] Majumdar, S., & Chattopadhyay, D. (1999). “A model for integrated analysis of generation capacity expansion and financial planning”, Power Systems, IEEE Transactions on, 14(2), 466-471. [24] Martínez-Costa, C., Mas-Machuca, M., Benedito, E., & Corominas, A. (2014). “A review of mathematical programming models for strategic capacity planning in manufacturing”, International Journal of Production Economics, 153, 66-85. [25] Murto, P., Näsäkkälä, E., & Keppo, J. (2004). “Timing of investments in oligopoly under uncertainty: A framework for numerical analysis”, European Journal of Operational Research, 157(2), 486-500. [26] Naeem, M. A., Dias, D. J., Tibrewal, R., Chang, P.-C., & Tiwari, M. K. (2013). “Production planning optimization for manufacturing and remanufacturing system in stochastic environment”, Journal of Intelligent Manufacturing, 24(4), 717-728. [27] Nanduri, V., Das, T. K., & Rocha, P. (2009). “Generation capacity expansion in energy markets using a two-level game-theoretic model. Power Systems”, IEEE Transactions on, 24(3), 1165-1172. [28] Ning, J., & Sobel, M. J. (2015). “Production, Capacity, and Liquidity of a Self-Financed Firm”, Available at SSRN 2573302. [29] Raghavan, N. S., & Mishra, V. K. (2011). “Short-term financing in a cash-constrained supply chain”, International Journal of Production Economics, 134(2), 407-412. [30] Reeves, G. R., Lawrence, K. D., Lawrence, S. M., & Gonzalez, J. J. (1988). “A multiple criteria approach to aggregate industrial capacity expansion”, Computers & Operations Research, 15(4), 333-339. [31] Ryan, S. M. (2004). “Capacity expansion for random exponential demand growth with lead times”, Management Science, 50(6), 740-748. [32] Stephan, H. A., Gschwind, T., & Minner, S. (2010). “Manufacturing capacity planning and the value of multi-stage stochastic programming under Markovian demand”, Flexible services and manufacturing journal, 22(3-4), 143-162. [33] Swaminathan, J. M. (2000). “Tool capacity planning for semiconductor fabrication facilities under demand uncertainty”, European Journal of Operational Research, 120(3), 545-558. [34] Swaminathan, J. M. (2002). “Tool procurement planning for wafer fabrication facilities: a scenario-based approach”, IIE Transactions, 34(2), 145-155. [35] Swinney, R., Cachon, G. P., & Netessine, S. (2011). “Capacity investment timing by start-ups and established firms in new markets”, Management Science, 57(4), 763-777. [36] Thomas, B. G., & Bollapragada, S. (2010). “General electric uses an integrated framework for product costing, demand forecasting, and capacity planning of new photovoltaic technology products”, Interfaces, 40(5), 353-367. [37] Van Mieghem, J. A. (2003). “Commissioned paper: Capacity management, investment, and hedging: Review and recent developments”, Manufacturing & Service Operations Management, 5(4), 269-302. [38] Wang, K.-J., & Hou, T. (2003). “Modelling and resolving the joint problem of capacity expansion and allocation with multiple resources and a limited budget in the semiconductor testing industry”, International Journal of Production Research, 41(14), 3217-3235. [39] Wu, C.-H., & Chuang, Y.-T. (2010). “An innovative approach for strategic capacity portfolio planning under uncertainties”, European Journal of Operational Research, 207(2), 1002-1013. [40] Xu, X., & Birge, J. R. (2006). “Equity valuation, production, and financial planning: A stochastic programming approach”, Naval Research Logistics (NRL), 53(7), 641-655. [41] Yang, S.-J. S., & Anderson, E. J. (2014). “Competition through capacity investment under asymmetric existing capacities and costs”, European Journal of Operational Research, 237(1), 217-230. [42] Zhang, F., Roundy, R., Cakanyildirim, M., & Huh, W. T. (2004). “Optimal capacity expansion for multi-product, multi-machine manufacturing systems with stochastic demand”, IIE Transactions, 36(1), 23-36. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/18048 | - |
| dc.description.abstract | 本研究為探討供應商如何在考慮營運資金限制下進行產能規劃。由於顧客需求存在高度不確定性,供應商可透過產能擴充提高獲利和顧客滿意度,而營運資金多寡亦為影響公司是否能夠存活的關鍵,因此供應商在決策是否擴充產能時,必須謹慎考慮其資金限制和未來收益兩者的平衡,才可使公司持續營運免於破產的風險。本研究利用動態規劃求解最佳產能擴充決策,以最大化公司期望總價值,並利用參數分析提出有利於企業營運之準則。 | zh_TW |
| dc.description.abstract | This research studies capacity planning problem under working capital constraints and bankruptcy risks. Because of the high uncertainty of customers, supplier can choose to make more profits and customers satisfied with expanding capacity. Working capital is the key to the company to live. Before expanding the capacity, supplier should balance the restriction of working capital and future rewards to make company not be bankrupt. This research finds the best decision to expand capacity and maximize the expected total liquidation value by dynamic programming. Finally, using the numerical analysis provides some useful supply chain management guidelines. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T00:49:34Z (GMT). No. of bitstreams: 1 ntu-104-R02546025-1.pdf: 1985163 bytes, checksum: 1f74580c3083628c3777607ed121f6c6 (MD5) Previous issue date: 2015 | en |
| dc.description.tableofcontents | 誌謝 I
中文摘要 II ABSTRACT III 目錄 IV 圖目錄 VI 表目錄 IX 第一章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 3 1.3 研究步驟 4 第二章 文獻回顧 7 2.1 產能之定義與性質 7 2.2 產能規劃相關決策 7 2.3 產能擴充決策考慮因子 9 2.4 求解工具 11 2.5 小結 13 第三章 模型建構 14 3.1 研究用語定義 14 3.2 問題架構與相關假設 14 3.3 問題模式之決策變數與參數 16 3.4 供應商訂價與顧客需求求解邏輯 18 3.5 動態規劃模型 20 3.6 動態規劃求解演算法 23 3.7 模擬程式流程 24 第四章 數值範例與參數分析 27 4.1 範例求解結果 27 4.1.1 資訊系統介紹 27 4.1.2 參數設定 28 4.1.3 範例求解結果驗證 29 4.2 範例結果分析 33 4.2.1 動態規劃求解結果分析 33 4.2.2 模擬結果分析 38 4.3 決策分析 46 4.4 參數分析 51 4.4.1 市場規模預測 51 4.4.2 市場景氣轉移機率 57 4.4.3 成本項分析 62 第五章 結論與未來研究方向 66 5.1 結論 66 5.2 未來研究方向 67 參考文獻 68 附錄 73 | |
| dc.language.iso | zh-TW | |
| dc.title | 營運資金限制與破產風險之動態產能策略研究 | zh_TW |
| dc.title | Dynamic Capacity Strategy under Working Capital Constraints and Bankruptcy Risks | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 103-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 鄭世昐(Shih-Fen Cheng),洪一薰(I-Hsuan Hong),廖崇碩(Chung-Shou Liao) | |
| dc.subject.keyword | 產能規劃,動態規劃,營運資金, | zh_TW |
| dc.subject.keyword | capacity planning,dynamic programming,working capital, | en |
| dc.relation.page | 77 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2015-07-13 | |
| dc.contributor.author-college | 工學院 | zh_TW |
| dc.contributor.author-dept | 工業工程學研究所 | zh_TW |
| 顯示於系所單位: | 工業工程學研究所 | |
文件中的檔案:
| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| ntu-104-1.pdf 未授權公開取用 | 1.94 MB | Adobe PDF |
系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。
