英文标题：
《Effects of forecast errors on optimal utilisation in aggregate
  production planning with stochastic customer demand》
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作者：
Klaus Altendorfer, Thomas Felberbauer, Herbert Jodlbauer
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最新提交年份：
2018
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英文摘要：
  The hierarchical structure of production planning has the advantage of assigning different decision variables to their respective time horizons and therefore ensures their manageability. However, the restrictive structure of this top-down approach implying that upper level decisions are the constraints for lower level decisions also has its shortcomings. One problem that occurs is that deterministic mixed integer decision problems are often used for long-term planning, but the real production system faces a set of stochastic influences. Therefore, a planned utilisation factor has to be included into this deterministic aggregate planning problem. In practice, this decision is often based on past data and not consciously taken. In this paper, the effect of long-term forecast error on the optimal planned utilisation factor is evaluated for a production system facing stochastic demand and the benefit of exploiting this decision\'s potential is discussed. Overall costs including capacity, backorder and inventory costs, are determined with simulation for different multi-stage and multi-item production system structures. The results show that the planned utilisation factor used in the aggregate planning problem has a high influence on optimal costs. Additionally, the negative effect of forecast errors is evaluated and discussed in detail for different production system environments.
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中文摘要：
生产计划的层次结构的优点是将不同的决策变量分配到各自的时间范围，从而确保其可管理性。然而，这种自上而下方法的限制性结构意味着上层决策是下层决策的约束，也有其缺点。出现的一个问题是，确定性混合整数决策问题通常用于长期规划，但实际生产系统面临一系列随机影响。因此，必须将计划利用率纳入这一确定性总体规划问题。在实践中，这一决定往往是基于过去的数据，而不是有意识地作出的。本文针对一个面临随机需求的生产系统，评估了长期预测误差对最优计划利用率的影响，并讨论了利用该决策潜力的益处。针对不同的多阶段、多项目生产系统结构，通过仿真确定了包括产能、延期交货和库存成本在内的总成本。结果表明，在总体规划问题中使用的计划利用系数对最优成本有很大影响。此外，针对不同的生产系统环境，对预测误差的负面影响进行了评估和详细讨论。
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分类信息：

一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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