• 제목/요약/키워드: uncertainty of demand

검색결과 265건 처리시간 0.034초

Optimal Operation for Green Supply Chain Considering Demand Information, Collection Incentive and Quality of Recycling Parts

  • Watanabe, Takeshi;Kusukawa, Etsuko
    • Industrial Engineering and Management Systems
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    • 제13권2호
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    • pp.129-147
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    • 2014
  • This study proposes an optimal operational policy for a green supply chain (GSC) where a retailer pays an incentive for collection of used products from customers and determines the optimal order quantity of a single product under uncertainty in product demand. A manufacturer produces the optimal order quantity of product using recyclable parts with acceptable quality levels and covers a part of the retailer's incentive from the recycled parts. Here, two scenarios for the product demand are assumed as: the distribution of product demand is known, and only both mean and variance are known. This paper develops mathematical models to find how order quantity, collection incentive of used products and lower limit of quality level for recycling affect the expected profits of each member and the whole supply chain under both a decentralized GSC (DGSC) and an integrated GSC (IGSC). The analysis numerically compares the results under DGSC with those under IGSC for each scenario of product demand. Also, the effect of the quality of the recyclable parts on the optimal decisions is shown. Moreover, supply chain coordination to shift the optimal decisions of IGSC is discussed based on: I) profit ratio, II) Nash bargaining solution, and III) Combination of (I) and (II).

전력수요의 중첩 불확실성을 고려한 원전축소 정책의 실물옵션 연구 (Real Options Study on Nuclear Phase Down Policy under Knightian Uncertainty)

  • 박호정;이상준
    • 자원ㆍ환경경제연구
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    • 제28권2호
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    • pp.177-200
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    • 2019
  • 전력수급계획의 근간이 되는 전력수요 전망은 GDP와 기상변수 등 다양한 요인에 의해 영향을 받기 때문에 확률 프로세스로 이해할 수 있다. 이 전망치를 바탕으로 전력설비의 구성 방안이 수립되는데, 실제 의사결정 과정은 주어진 확률분포에 대한 정보가 온전하다고 가정한다는 한계를 가진다. 그러나 현실적으로는 확률분포 자체의 중첩 불확실성이 존재하기 때문에 강건한 최적계획(robust optimization)의 수립이 필요하다. 본 논문은 중첩 불확실성을 포함한 발전설비 조정의 최적의사결정을 연구한다. 구체적으로 원자력의 감축투자 관련 실물옵션 모형을 수립하고 우리나라 전력수급기본계획의 특성을 고려한 중첩 불확실성하에서 원전감축 투자를 분석한다. 분석 결과, 현재의 원전축소 정책은 전력수요 증가율이 낮다는 것을 전제로 한 정책으로서 전력수요 증가에 대응할 수 있는 정책 강건성을 갖추지는 못한다는 것을 보여준다.

교차주문을 갖는 리드타임 분포의 분석 (Analysis of Lead Time Distribution with Order Crossover)

  • 김기태
    • 산업경영시스템학회지
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    • 제44권4호
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    • pp.220-226
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    • 2021
  • In supply chain, there are a variety of different uncertainties including demand, service time, lead time, and so forth. The uncertainty of demand has been commonly studied by researchers or practitioners in the field of supply chain. However, the uncertainty of upstream supply chain has also increased. A problem of uncertainty in the upstream supply chain is the fluctuation of the lead time. The stochastic lead time sometimes causes to happen so called the order crossover which is not the same sequences of the order placed and the order arrived. When the order crossover happens, ordinary inventory policies have difficult to find the optimal inventory solutions. In this research, we investigate the lead time distribution in case of the order crossover and explore the resolutions of the inventory solution with the order crossover.

Cross-Entropy를 이용한 전력계통계획의 확률적 기법 연구 (Probabilistic Technique for Power System Transmission Planning Using Cross-Entropy Method)

  • 이재희;주성관
    • 전기학회논문지
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    • 제58권11호
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    • pp.2136-2141
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    • 2009
  • Transmission planning is an important part of power system planning to meet an increasing demand for electricity. The objective of transmission expansion is to minimize operational and construction costs subject to system constraints. There is inherent uncertainty in transmission planning due to errors in forecasted demand and fuel costs. Therefore, transmission planning process is not reliable if the uncertainty is not taken into account. The paper presents a systematic method to find the optimal location and amount of transmission expansion using Cross-Entropy (CE) incorporating uncertainties about future power system conditions. Numerical results are presented to demonstrate the performance of the proposed method.

중소 공급업체의 SCM역량요인이 운영성과에 미치는 영향: 수요불확실성의 조절효과를 중심으로 (Effect SCM Capacity Factor of Small and Medium-Sized Supplier on Operational Performance: Focused on Moderating Effect of Demand Uncertainty)

  • 김정대
    • 벤처창업연구
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    • 제12권5호
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    • pp.117-126
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    • 2017
  • 일자리 창출과 국가산업경쟁력 측면에서 중소기업의 중요성이 강조되고 있다. 글로벌 환경의 불확실성과 공급사슬 간 경쟁으로의 패러다임의 변환은 공급사슬 내 중소 공급업체의 역량에 더욱 관심이 집중되고 있다. 이러한 점에서, 공급사슬상의 구매자-공급자 관계에서 중소공급업체의 SCM(공급사슬관리) 역량이 중소공급업체의 운영성과에 미치는 영향을 실증 분석하였다. 또한 환경적 요소로서 수요불확실성이 이러한 관계에 어떤 조절효과를 미칠 수 있는지 살펴보았다. 이러한 목적을 달성하기 위해 전기 전자, 금속 기계, 자동차 등의 산업에 속한 중소공급업체를 대상으로 설문조사를 실시하였으며, 구조방정식 모형을 이용하여 관련 연구가설을 검정하였다. 연구결과, 중소 공급업체의 공급사슬역량인 관계자본은 운영성과에 유의한 정(+)의 영향을 미치는 것으로 나타나고, 조정역량은 운영성과에 유의한 영향이 나타나지 않았다. 수요 불확실성의 조절효과를 살펴보면, 관계자본 역량과 운영성과 간에는 수요불확실성의 정(+)적인 조절효과가 나타난 반면, 조정역량과 운영성과 간에는 유의한 조절효과가 나타나지 않는다. 이러한 결과는 관계자본 역량은 운영성과에 긍정적인 영향을 미치며, 수요불확실성의 상황에서도 운영성과를 제고시키는 역할을 하고 있는 것을 알 수 있다. 반면에 조정역량의 경우, 구매기업과의 핵심 비즈니스 프로세스를 통합할 수 있는 정보공유, 커뮤니케이션 등의 외부적 조정역량을 향상시킬 수 있는 프로세스의 강화와 더불어 공급사슬관련 업무를 효과적으로 수행할 수 있는 중소공급업체 내부 관련부서들 간의 조정이 뒷받침되어야 한다는 점을 시사한다.

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Sparsity Increases Uncertainty Estimation in Deep Ensemble

  • Dorjsembe, Uyanga;Lee, Ju Hong;Choi, Bumghi;Song, Jae Won
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2021년도 춘계학술발표대회
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    • pp.373-376
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    • 2021
  • Deep neural networks have achieved almost human-level results in various tasks and have become popular in the broad artificial intelligence domains. Uncertainty estimation is an on-demand task caused by the black-box point estimation behavior of deep learning. The deep ensemble provides increased accuracy and estimated uncertainty; however, linearly increasing the size makes the deep ensemble unfeasible for memory-intensive tasks. To address this problem, we used model pruning and quantization with a deep ensemble and analyzed the effect in the context of uncertainty metrics. We empirically showed that the ensemble members' disagreement increases with pruning, making models sparser by zeroing irrelevant parameters. Increased disagreement implies increased uncertainty, which helps in making more robust predictions. Accordingly, an energy-efficient compressed deep ensemble is appropriate for memory-intensive and uncertainty-aware tasks.

Important measure analysis of uncertainty parameters in bridge probabilistic seismic demands

  • Song, Shuai;Wu, Yuan H.;Wang, Shuai;Lei, Hong G.
    • Earthquakes and Structures
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    • 제22권2호
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    • pp.157-168
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    • 2022
  • A moment-independent importance measure analysis approach was introduced to quantify the effects of structural uncertainty parameters on probabilistic seismic demands of simply supported girder bridges. Based on the probability distributions of main uncertainty parameters in bridges, conditional and unconditional bridge samples were constructed with Monte-Carlo sampling and analyzed in the OpenSees platform with a series of real seismic ground motion records. Conditional and unconditional probability density functions were developed using kernel density estimation with the results of nonlinear time history analysis of the bridge samples. Moment-independent importance measures of these uncertainty parameters were derived by numerical integrations with the conditional and unconditional probability density functions, and the uncertainty parameters were ranked in descending order of their importance. Different from Tornado diagram approach, the impacts of uncertainty parameters on the whole probability distributions of bridge seismic demands and the interactions of uncertainty parameters were considered simultaneously in the importance measure analysis approach. Results show that the interaction of uncertainty parameters had significant impacts on the seismic demand of components, and in some cases, it changed the most significant parameters for piers, bearings and abutments.

최적 생산용량결정에 대한 연구 분석 (The Research Analysis of Optimal Capacity Decision)

  • 장일환
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2006년도 추계학술대회
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    • pp.431-434
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    • 2006
  • Due to rapid technology shifts and demand uncertainty, there is a high risk that inventoried products will become obsolete. Consequently companies have to decide capacities considering product life cycle and demand variation. In this paper, 1 will analyze previous research, and then provide taxonomy of them and propose further research directions.

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불확실성하에서의 확률적 기법에 의한 판매 및 실행 계획 최적화 방법론 : 서비스 산업 (Optimization Methodology for Sales and Operations Planning by Stochastic Programming under Uncertainty : A Case Study in Service Industry)

  • 황선민;송상화
    • 산업경영시스템학회지
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    • 제39권4호
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    • pp.137-146
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    • 2016
  • In recent years, business environment is faced with multi uncertainty that have not been suffered in the past. As supply chain is getting expanded and longer, the flow of information, material and production is also being complicated. It is well known that development service industry using application software has various uncertainty in random events such as supply and demand fluctuation of developer's capcity, project effective date after winning a contract, manpower cost (or revenue), subcontract cost (or purchase), and overrun due to developer's skill-level. This study intends to social contribution through attempts to optimize enterprise's goal by supply chain management platform to balance demand and supply and stochastic programming which is basically applied in order to solve uncertainty considering economical and operational risk at solution supplier. In Particular, this study emphasizes to determine allocation of internal and external manpower of developers using S&OP (Sales & Operations Planning) as monthly resource input has constraint on resource's capability that shared in industry or task. This study is to verify how Stochastic Programming such as Markowitz's MV (Mean Variance) model or 2-Stage Recourse Model is flexible and efficient than Deterministic Programming in software enterprise field by experiment with process and data from service industry which is manufacturing software and performing projects. In addition, this study is also to analysis how profit and labor input plan according to scope of uncertainty is changed based on Pareto Optimal, then lastly it is to enumerate limitation of the study extracted drawback which can be happened in real business environment and to contribute direction in future research considering another applicable methodology.

불확실한 수요를 갖는 주문 조립 환경에서의 부품 조달 계획에 관한 연구 (Component Procurement Planning with Demand Uncertainty Under Assemble-to-Order Environments)

  • 이근철;김정욱;홍정만
    • 경영과학
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    • 제29권3호
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    • pp.121-134
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    • 2012
  • In this study, we consider a component procurement planning problem where the procurement amounts of components are determined under assemble-to-order systems with demand uncertainty. In the problem, procurement amount of each component is decided before the demands of finished products are known and after the demands are identified the assembly amounts of the finished products are decided. In this study, the objective function of the problem is minimizing the total costs which are composed of purchase and inventory costs of the components and the backorder costs of the finished products. We assume that the uncertain demand information is given as multiple scenarios of the demands, and we propose procurement planning methods based on stochastic models which considering the multiple demand scenarios. To evaluate the performances of the proposed methods, computational experiments were carried out on the proposed methods as well as benchmarks including a method based on deterministic mathematical model and a heuristic. From the results of the computational tests, the superiorities of the proposed methods were shown.