徐年盛Hsu, Nien-Sheng臺灣大學:土木工程學研究所王鑫儒Wang, Hsin-RuHsin-RuWang2010-06-302018-07-092010-06-302018-07-092009U0001-1008200922072800http://ntur.lib.ntu.edu.tw//handle/246246/187741水利設施系統之容量擴充(Capacity Expansion)包含下列三個子問題，分別為擴充地點、擴充容積以及擴充時程。在過去研究之中，擴充地點以及擴充容積問題已被研究得很透徹。然而擴充時程問題因為牽涉的層面較廣，故具有許多種簡化問題的想法。本研究利用實質選擇權以及不確定性分析之概念，建立一數值模擬模式來模擬埤塘之擴充時程對效益所造成之影響，模式中包含未來雨量資料之產生、埤塘供水調配以及實質選擇權分析。擴充地點及擴充容積問題方面利用優選法求解，在擴充時程方面利用選擇權模式求解。根據模式結果顯示，埤塘之擴充時程對效益的影響是顯著的，根據實際資料優選之結果，最大效益近六千萬，但在某些條件以及時間之下執行擴充容量並不具有效益。透過實質選擇權分析可以在考量不同情境之下評量擴充時程對水利設施效益的影響。根據實質選擇權分析結果，吾人可知提前擴充埤塘容量的效益較高，且若擴充容量後之使用年限足以彌補前期缺水損失時，越早執行擴充容量越好。透過選擇權分析與傳統優選模式結合可有效評估容量擴充問題。In hydraulic engineering, there are 3 sub problem in capacity expansion problem, i.e. location, sizing, and scheduling. In the past, the former problems are well known. However, the third problem is searched in a lot of ways of thinking. This research uses the concept of real option method and uncertainty analysis method to develop a numerical model and to simulate the influence of pond expansion scheduling on the benefit. The model includes generation of future rain data, ponds supplying water, and real option analysis. And in the problem of expansion location and expansion sizing, this research uses traditional optimization to solve the problem. his research uses optimization model to solve the problem of location and sizing. The result shows that the benefit is significant. And using the real data to optimization model, one can get the optimal benefit will be almost 60 million, but execute capacity in some condition will have no benefit. Through the real option model one can know that early execute capacity expansion will have more benefit. By adding the 2 model we can analyze capacity expansion problem efficiently.致謝...........................................I要...........................................IIbstract ......................................III錄...........................................IV目錄.........................................V目錄.........................................VIII一章 緒論....................................1.1研究動機....................................1.2研究目的....................................2.3研究流程....................................2二章 文獻回顧................................5三章 實質選擇權..............................12.1選擇權介紹..................................12.2選擇權的評價方法............................15.3實質選擇權..................................22四章 模式建立................................27.1模式設定....................................27.2傳統方式所建立之優選模式及求解步驟..........28.3實質選擇權評價模式及求解步驟................35五章 研究區域概述............................42.1桃園縣地理水文概述..........................42.2桃園水資源利用概況..........................45.3桃園地區主要農田水利設施....................47.4桃園大圳11號支線概述........................51六章 模式應用結果............................59.1埤塘供水系統優選模式應用結果................59.2實質選擇權模式應用結果......................83七章 結論與建議..............................92.1結論........................................92.2建議........................................93考文獻.......................................941082599 bytesapplication/pdfen-US不確定性分析實質選擇權容量擴充uncertainty analysisreal optioncapacity expansionthesishttp://ntur.lib.ntu.edu.tw/bitstream/246246/187741/1/ntu-98-R96521301-1.pdf