摘要
在对柔性制造系统的不确定性来源分析的基础上 ,指出产品需求是影响柔性生产的主要不确定性来源 ;通过与金融期权的对比 ,辨识和描述柔性制造系统中所蕴含的实物期权 ,即单品种生产期权 ,多品种生产期权和多周期、多品种、有生产准备的生产期权 ;建立生产期权多维格型定价模型 ,并以多品种生产期权为例进行了案例研究 ,表明该模型可以有效地处理柔性制造系统中的环境不确定性。
Based on the analyses of sources of uncertainty in flexible manufacturing systems (FMS), the uncertainty in demand was recognized as the main sources of uncertainty in this research. In comparison with financial options, real options in FMS, i.e. single-product production options, multi-product production options and multi-period multi-product capacitated production options, were identified and specified. A multivariate binomial lattice approach to the pricing of production options was proposed. The validation of the proposed approach was presented through a case study of the multi-product production options.
出处
《中国机械工程》
EI
CAS
CSCD
北大核心
2004年第10期878-881,共4页
China Mechanical Engineering
基金
国家自然科学基金资助项目 ( 70 0 42 0 0 3 )
关键词
柔性制造系统
实物期权
生产期权
不确定性
flexible manufacturing system
real option
production option
uncertainty
