薄膜液晶顯示器（Thin Film Transistor-Liquid Crystal Display, TFT-LCD）產業面臨的市場需求具有劇烈的波動之下，考量在規劃期間內，各產品機種於各期有不同的需求分配，且前後期的需求是彼此相關的。因此在需求不確定的環境下，傳統上僅以需求預測的期望值來做規劃是無法滿足實際的需求，必須考量各期需求間的相依性，動態的決定各期所需的產能與產能的配置。本研究利用時間序列的ARIMA(p, d, q)模式建立需求預測模式，產生需求分配，並考慮前後期需求的相依性，建立隨機動態規劃數學模式，期望找出一穩健的(Robust)產能擴充決策，並依此產能擴充決策的結果，規劃各期最佳的生產產品組合，達到最佳的產能配置結果。
本研究將以一實際的案例，產生需求分配之樣本內需求情境，透過定義隨機性的衡量指標，驗證考慮需求不確定之二階隨機規劃與隨機動態規劃模式可得到較確定型模式佳的結果，而隨機動態規劃模式多考慮了需求不確定性，因此在相同的需求情境之下，可得到較二階隨機規劃多的利潤。接著，利用蒙地卡羅模擬法(Monte Carlo Simulation)，隨機抽樣得到樣外的需求情境，透過比較所有需求情境下規劃求得的利潤平均數、標準差、風險測量值(Value at Risk; VaR)，來驗證此隨機動態規劃模式的有效性與穩健性，透過觀察90%的VaR，可得到在90%的信心水準之下，隨機動態規劃模式在最差的情況之下所求得的利潤會比二階隨機規劃與確定型模式佳，表示在可容忍的信心水準之下，隨機動態規劃所求得的最小利潤會比二階隨機規劃與確定型模式所求得的最小利潤高，可降低更多的風險與增加更多的利潤。

關鍵字：薄膜液晶顯示器、產能規劃、需求不確定性、隨機動態規劃、情境產生

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