需求不确定的多周期的容量决策问题

研究每个周期的需求随机增加的情形下的容量扩充问题,建立起切合实际的有限周期随机动态规划模型及在期现值准则下的无限周期随机动态规划模型,进而探索生产单一产品的公司在面对随机增加的市场需求时,风险中立的管理者该如何扩充其生产容量,才能使得其公司在折扣意义下的总期望利润最大.研究无限阶段的容量扩充问题,得出某种约束条件下的优化策略解,给公司管理者提供了其长期可持续发展的优化策略和依据.

Capacity Choice in Multiple Periods with Demand Uncentainty

We do research on how the developing industry adds it′s capacity in the face of uncertain growth demand.We also formulate a more practical finite horizon stochastic dynamic programme model and an infinite horizon dynamic programe model under expected present value.Futhermore,we analyze when the industry which produces the single product faces the uncertain growth demand,how the manager who is risk neutral adds the capacity in order to maximize the total expected discounted profit under expected present value.Then,we analyse the company′s capacity expansion in infinite planning horizon,obtain the optimal policy under a specific constraint,and give the company′s manager an insight to keep the company developing continuablly.