系统工程理论与实践
繫統工程理論與實踐
계통공정이론여실천
Systems Engineering—Theory & Practice
2012年
2期
306~311
,共null页
备件管理 柔性采购 二叉树模型 实物期权 柔性价值
備件管理 柔性採購 二扠樹模型 實物期權 柔性價值
비건관리 유성채구 이차수모형 실물기권 유성개치
spare parts management; flexible purchase; binary tree model; real option; flexible value
针对传统机电设备刚性备件采购合同存在的一些难以解决的问题，如备件需求的不确定性高、缺货损失大的问题，在备件分类管理的基础上，提出了基于实物期权的柔性采购方法，以需求符合几何布朗运动为基本假设，建立了设备备件采购模型，并运用二叉树模型法确定了采购机制的柔性价值．应用实例探讨了模型中需求变化、备件价格增长率、附加成本、单位储存成本的敏感性，验证了此采购机制可有效降低采购商的采购成本，获得较大的柔性价值．
針對傳統機電設備剛性備件採購閤同存在的一些難以解決的問題，如備件需求的不確定性高、缺貨損失大的問題，在備件分類管理的基礎上，提齣瞭基于實物期權的柔性採購方法，以需求符閤幾何佈朗運動為基本假設，建立瞭設備備件採購模型，併運用二扠樹模型法確定瞭採購機製的柔性價值．應用實例探討瞭模型中需求變化、備件價格增長率、附加成本、單位儲存成本的敏感性，驗證瞭此採購機製可有效降低採購商的採購成本，穫得較大的柔性價值．
침대전통궤전설비강성비건채구합동존재적일사난이해결적문제，여비건수구적불학정성고、결화손실대적문제，재비건분류관리적기출상，제출료기우실물기권적유성채구방법，이수구부합궤하포랑운동위기본가설，건립료설비비건채구모형，병운용이차수모형법학정료채구궤제적유성개치．응용실례탐토료모형중수구변화、비건개격증장솔、부가성본、단위저존성본적민감성，험증료차채구궤제가유효강저채구상적채구성본，획득교대적유성개치．
For traditional rigidity tainty requirements of spare parts purchase contracts, it is difficult and great stock loss, and so on. to solve the problem of highly uncerA flexible purchase method based on the real options pricing mode was puts forward, according to the spare parts classification. Assume that the spare parts requirement meet the geometric Brownian motion, the value of flexible contracts of spare parts purchase could be deducted by using binary tree model. In case, the sensitivity of the requirements variable, price increase ratio, additional cost and unit stock cost were discussed, the results showed that this purchase mechanism could reduce the purchasers＇ buying costs and increase the flexible value.
