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研究生: 詹佳憙
Chia-Hsi Tsan
論文名稱: 應用碎型布朗運動需求模式在變動前置時間與採購成本相依下(Q, s)存貨系統之研究
The fBm Demand Model in (Q, s) Inventory System with Variable Lead Time Dependent to Procurement Cost
指導教授: 周碩彥
Shuo-Yan Chou
口試委員: 林義貴
Yi-Kuei Lin
喻奉天
Vincent F. Yu
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2009
畢業學年度: 97
語文別: 英文
論文頁數: 43
中文關鍵詞: 存貨管理碎型布朗運動
外文關鍵詞: inventory control, fractional Brownian motion
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  • 近幾年探討存貨的文獻中,大多將前置時間視為已知的常數或隨機變數,是不可控制的。但事實上前置時間是可以縮短的。前置時間的縮減可以減少安全庫存量,增加客戶的滿意度,但相對而來的也可能增加採購成本。因此本論文結合碎型布朗運動與存貨模型,將赫斯特冪數應用於前置其間需求量,探討當前置時間為一變數且與採購成本相互影響之下與(s, Q)存貨模型的關係。研究目的為建立出一個適當模型來最小化總成本、決定最佳訂購量與最適前置時間,並幫助管理者做出更適合的存貨決策。


    Most of the literature dealing with inventory problems assumes lead time as prescribed, whether deterministic or probabilistic. In certain cases, lead time can be reduced. A reduction in the inventory replenishment lead time allows reducing safety stock requirements and improving customer service. However, it might be accompanied by increased procurement costs because of premium charges imposed by suppliers, or higher transportation costs. This thesis focuses on the variable lead time inventory system characterized by fractional Brownian motion with lead time dependent to procurement cost. The objective is to formulate a model minimizing the expected value of approximate total annual cost and to help managers to make a correct inventory policy. The theoretical results obtained are illustrated with a numerical example.

    中文摘要 I Abstract II Acknowledgement III Content IV Figure List V Table List VI 1. Introduction 1 1.1. Background and motivation 1 1.2. Objective 2 1.3. Organization of Thesis 3 2. Literature Review 4 2.1. Continuous review system 4 2.2. Inventory system 5 2.3. Hurst phenomenon and Hurst law 6 2.3.1. Rescaled range analysis 6 2.4. The fractional Brownian motion 9 3. Inventory model 14 3.1. Introduction 14 3.2. Notations and Assumptions 15 3.2.1. Notations 15 3.2.2. Assumptions 16 3.3. Model formulation 17 3.4. The solution 20 3.5. The algorithm 22 4. Numerical results 24 4.1. Numerical examples and sensitivity analysis 24 4.2. Characteristics of the total cost function 27 5. Conclusion 29 Reference 31

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