STUDY ON DECISION RISK PROBLEM ARISING IN STOCHASTIC CAPACITY PLANNING

摘要：

　　This paper mainly studies decision risk problem arising in stochastic capacity planning.A decision risk model is proposed using scenario method and expected downside risk measurement.Computational case study shows that decision parameters have obvious impacts on the problem.The relationship between target profit and decision risk is figured out.It is concluded that riskminimized model has negative impact on profit target.When a risk-minimized model is optimized,the profit is not maximal when keeping optimal decision risk level unchanged.

关键词： Capacity Planning Scenario Method Expected Downside Risk

作者: Lankang Zhang Renqian Zhang

作者单位: School of Economics and Management, Beihang University, Beijing 100191, China

会议类型: 国际会议

会议名称: The 11th International Conference on Industrial Management(第十一届工业管理国际会议)

会议地点: 日本

会议语种:英文

页码: 22-26

在线出版日期: 2012-08-29（万方平台首次上网日期，不代表论文的发表时间）