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Xay dyng mo hinh dau thau bang Phu'O'ng phap mo phong Monte Carlo
Ngay nhan bai: 28/8/2014 Ngay sira bai: 5/9/2014 Ngay chap nhan dang: 10/9/2014
T O M TAT;
Viec fldc Ifldng gia tri markup la mot van de tflcJng doi kho khan, thfldng dflflc xac dinh dfla vao kinh nghiem va cam tinh. Muc dich cfla bai bao la xay dflng mo hinh dau tliau sfl dung nhflng dfl lieu dau th3u trong qua khd de ho trd nha thau xac dinh gia tri markup toi flu va loi nhuan ky vong t6i da. Md hinh de xuat xay dflng dfla trin mo phong Monte Carlo de tinh toan xac suat chien thang cac dfii thu canh tranh va idi nhuan ky vgng flng vdi cac gia tri markup khdc nhau. Tfl do, ve dfldng cong loi nhuan dfl kien va gia tri markup, quan sat tim makup toi flu va loi nhuan tdi da cho nha thau. Mot vi du minh hga vdi dfl li?u dau thau thu thap tfl nhflng dfl an thflc te dfldc tinh toan tren mo hinh de xuat, va ket qua dfldc so sanh vdi mo hinh Gates va mo hinh Friedman.
Tfl khoa: chien Ifldc dau thau, markup, mo phong Monte Carlo
ABSTRACT
The bid markup estimation is relatively difficult problem, that is usually solved by using experience and intuition. This paper proposes a bidding model which uses historical bidding data to assist the contractor to define an optimal markup and maximal expected profit. The proposed model is buih by Monte Carlo simulation to calculate probability of winning the competitors and expected profit for different markup. Hence, the model will draw the curve of expected profit and markup, then, observe an optimal markup which maximizes the expected profit.
An illustrative example, with the bidding data set from actual projects is calculated by the proposed model and the result is compared with Gates model and Friedman model.
Keywords: Bidding strategy, markup size, Monte Carlo simulation
Lfldng Dflc Long
Chu nhiem Bo mon Thi cong va Quan ly Xay dflng - Khoa Ky thuat Xay dflng - Trfldng dai hoc Bach Khoa Tp. Ho Chi Minh, Email: [email protected]. Tel: 0937 877 958
Pham Minh Ngoc Duyen
Khoa Ky thuat Xay dflng - Trfl6ng dai hgc Nguyen Tat Thanh, Email: [email protected]. Tel: 0939 157 789
Lu'dng Gu'c Long, Pham Minh Ngoc Duyen
1. Gidi thieu
Trong nam gan day, kinli te suy thoai va thj trUdng bat dong san dong bang tao nen sfl canh tranli klidc liet ve gia trong hop dong xay dflng. CSe nha thau muon ton tai phai canh tranh de nhan dUdc diT iti xaydflngthongquaqua trinh dau thau vdi gi^cJflthauthiip nhat Dodo vifc Ude lupng gia dUthau la yeu to duoe quan tam heing diu trong hfi so du thSu. G\i dfl thau bao gom tong chi phi fldc tinh va markup. Gia tn markup phSi dfloc tinh toan vfla dii thap de thSng thSu vi phSi vCia dli eao de dem lai lOi nhuan cho nha thau [1]. Xac dinh phSn tram giS trj markup 1^ mot nhiem vu ehien luoc quan trong doi vdi cac nhS thau.Tuy nhien, do thieu thong tin cung nhU ap luc ve thdi gian ehuSn bi thSu nen cac nha thau gap khd khan khi xac dinh gi^ tri phan tram markup va ho thudng xac dinh du'a theo kinh nghiem, cam tinh m^ khong c6 bat ky cong eu nao hd tro. Vi vay, mue dich cua nghien cflu nay la gidi thieu mo hinh dau thau de trO giup nha thau Ude luqng gia trj markup nhSm dam bao nha thau se du thau vdi gia thap nhat va co lOi nhuan mong doi lem nhat. Ket qui nghien cflu c6 th^ trogiup nha thau de 6hng xic djnh gia tri markup tfl do dUa ra quyet dmh tham gia dau thau hay khdng.
l.Ting quan 2.1 Chi phi duthau
Thong thudng, gia goi thau bao gom chi phi trfle tiep, ehi phigicin tiep vi markup. Hiep hgi cai thien ehi phi (AACE) dmh nghTa; chi phi trilc tiep la chi phi trien khai thiet bi, vat lieu, nha thau phu vh ehi phi tao dong true ti^p Ii6n quan tdi cong tac xay dUng [2]. Chi phf giein ti^p la ehi phi eho eae cong tde khdng dUpc tinh trflc tiep nhi/ mot cong viec cu th^, nhung nhflng cdng tac phat sinh ehi phi gian tiep d61^ can t h i ^ de hoSn thanh dfl an, cac ehi phi do cd the la • quan ly edng trfldng, chi phi giam sat, chl phi hao mon cong eu-may mdc, chi phi' quSn ly cong ty, cae chi phi luc dy an mdi b^t dau (khao sat hien trUdng), phi dau thau, b^o hiem, thue [2J. Tong chi phi trfle tiep va gian tiep duoc goi \i tdng chi phi il&c tinh (Co). Viec tang gieim ty le phan tram tren tdng chi phi Ude tinh goi la giei tri markup. Thdng thudng, gia tri markup eiia gdi thSu dUOe tinh toan bing ph^n tram eiia tong chi phi chung, Igi nhuan vh dfl phdng phi [3,4].
Chl phf chung la tong chi phf hoat dgng kmh doanh eCia nhS thSu, loi nhuan la khoang tien ldi ma nha thau mong mu6n nhSn dUgc khi hoan thhnh du ^n, du phong phi la nguon ngan qui dDng d^ xfl ly nhflng riii ro, khd khan khong ludng trudc dugc trong qui trinh x^y dflng [5]. Vi vSy, phan quan trong trong viec quyet dmh gid dflthSu inh hudng den xic suit chien thSng eiia mot dfl an la gia trj markup duge th4m via dii &t\
va no dfldc xem nhu loi nhuan mong ddi cua nhi thSu tren tdng chi phf ude tfnh dfl in.
2.2 Phdn tich gid du thau eda doi thd canh tranh trong qud khd Nha thiu muon thang dugc ddi thCi canh tranh, hg eSn phii dfla ra gli dfl thau thip nhat so vdi cac ddi thfl Tuy nhiln, mfle gii nay kh&ng the qua thap nhlm dem lai loi nhuan hdp 1^ cho cdng ty. Nhi thiu g^p khd khan trong v i ^ can bing gifla loi nhuIn mong dgi v i khi nang
98|BnE1IE(IBIX 10.2014
Hint) l:Ton9 chl phidif thau
t h i n g thau. Do dd, m u o n tang kha nang t h i n g thau, n h i thau xem xet hd so d u thau trong q u i khfl, phan tich t h o n g tin cua ddi t h i i canh tranh va xae dinh phan phoi gia d u thau eua doi t h u canh tranh,
Chiing ta chi biet gia d u thau cua c i e ddi thu canh tranh trong cac d f l an trUde day. Tuy nhien, chiing ta khong biet chfnh x i c tdng chi p h i ude tfnh ciia c i c nha t h i u canh tranh, gia sfl r i n g cac nha thau sfl dung ciing m o t phflong p h i p lap d f l loan v i sfl d u n g cCing n g u o n nguyen lieu, cong nghe n h a nhau cho mgt d u i n , do do t6ng chi phi ude tinh cua c i c n h i t h i u k h i c nhau cho cdng mgt d f l i n se c6 cht p h i xap xi n h u nhau [6}.
Tfl dd, xiy d f l n g mdi quan he gifla g i i d f l thau cCia eae nha thau (B|)va tdng chl phf ude tfnh (C^) trong c i c g6i thau nhU sau:
B, = CoX (1+ markup) (2.1) - 1+ markup
(2.2) Trong edng thflc (2.2), t l gia dU thau 6/C^
dai di^n cho g i i tri markup cua nha thau t h f l i sfl dyng d f l t h l u . G i i sfl p h i n ph6\ gia d i u thau ciia moi doi t h i i eanh tranh la phan phoi t h u d n g , tfnh g i i trj trung binh v i d d lech c h u I n cua t l le B/C^.
Tfl do, x i c djnh duoe x l e s u i t chien t h i n g doi t h u thong qua ham m i t do xac suat ciia d6i t h i i t h f l I. Gii tri x i e s u i t chien t h i n g ciia n h i thau tren mfii doi t h u duge x l e djnh b i n g khu vfle 6 phfa ben p h i i t l 1? B/C^ cCia tflng ddi t h u .
,.-U-
- t
B./CnIfinh 2: Xic suat nha thiu diien thing dai thii 2.3 Hdm tii Uu gid tri markup De dat dfldc Igi nhuan toi Uu, n h ^ t h i u p h i i g i i i q u y ^ t mau thuan sau : g i i m g i i trj markup thi x i e s u i t t h i n g thau tang nhung t i n g gia trj
markup thi tang lgi nhuan thu dugc. Can xac dinh g i i tri markup toi Uu de dam bao n h i t h i u d u thau vdi x i e s u i t ehien t h i n g icin nhUng van thu fluge lgi n h u i n cao, gia t n nay duoe goi la Igi nhuan k^ vong va dUOe xae dinh dUa tr&n cong thflc [6]
EP = P^x m (2.3) Trong do
EP: loi nhuan ky vong;
P^: xac s u i t ehien t h i n g tat ca c i e ddi t h u eanh tranh;
m: g i i tri markup;
Gia tri Igi nhuan ky vgng dugc tfnh t o i n lai nhieu l l n flng vdi g i i trj markup khac nhau de t i m ra dUoc g i i t n markup tdi uu dem lai loi nhuan k^vgngIfln nhat cho n h i thau
Theo cong thflc (2.3), Igi nhuan ky vong phu thuoc vao tieh ciia gia trj markup v i xie s u i t chien t h i n g tat c i doi thiJ canh tranh. Tinh toan xac s u i t t h i n g thau (Pw) la van de quan trgng nhat de tinh Igi n h u i n ky vgng va x i e dinh gia tri markup toi Uu. Nghien cflu nay se gidi thieu ly thuyet tinh toan cua mo hinh Fnedman (1956) v i mo hinh Gates (1967) de x i c djnh xac suat chien t h i n g t i t ca doi thCi eanh tranh va so sanh vdi ket q u i ciia m o hinh de xuat duac mo phong theo phfldng phap Monte Carlo
2.4 Friedman model
M o hinh Friedman la mot trong nhflng mo hinh d i u thau dau tien dUoe phat trien nam 1956 [7]. M 6 hinh nay dUge tao ra cho cac nha thau d u t h i u vdi gia t h i p n h l t de t h i n g thau mgt d f l an vdi lOi nhuan m o n g dgi toi da dUa vao gia tri markup tdi Uu.
Neu n h i t h i u c6 dii d f l lieu lich sfl dau t h i u t f l c i c d u i n trudc day eua c i e ddi t h u eanh tranh
•'.''chi phi d u kien n h i t h i u cho cac d u an, cd the tfnh t o i n dugc t y g i i dau thau, X^ = B/C^. Tfl do xac d m h dflge x i e s u i t chien t h i n g ddi t h i i thong qua phan phdi gia d u t h i u cua doi thu i. G i i trj x i c s u i t chi^n t h i n g eiia n h i thau tren m6i ddi t h u dugc x i e d m h b i n g khu vflc d phia ben phai cua t i g i i d f l t h l u X, = B/C^ cua tflng d o i thO. Sau
khi xac dmh duoe x i e s u i t t h i n g tflng d6i t h u , nha t h i u se tfnh t o i n dfloc xac s u i t t h i n g tat c i cac ddi thCi thdng qua edng thflc dUoc de x u l t eiia Friedman:
k t'w=pw, >=Pw,"%" "p^^ " T T ' ' " ' '^•''' Vdi moi gia trj x i e s u i t ehien t h i n g cac doi t h i i tuOng flng vfli gia t n markup se x i c d m h duge lgi nhuan m o n g dgi.
Thdng qua do, ehon dugc gia t n markup toi Uu flng vdi lOi nhuan mong dgi toi da.
2.5 Gates model
Nam 1967, Gates di x u l t m g t mo hinh dau thau de tim g i i tri markup toi Uu cua n h i thau va xac d m h gia trj loi nhuan m^ng'dgi toi da dUa tren phan tich so lieu t h d n g ke [8]. Mo hinh nay x i c d m h x i e suat-chiln t h i n g moi doi t h i i eanh tranh ciia nha t h i u tUong flng vdi cac g i i trj markup khac nhau P^,. Xac s u i t ehien t h i n g tren k doi t h u eanh tranh P
1
-z-?^
(2.6)Trong d6
P^: x i c s u i t n h i thau chien t h i n g t i t c i doi thii canh tranh
P^; xac s u i t n h i t h i u ehien t h i n g doi t h u canh tranh t h f l I
Lgi nhuan dU kien, EP, duoc tinh bang each nhan xac suat t h i n g cac nha thau P^ vfli gia trj markup, m.
EP(G.,„, = P„'< "1 (2-7) DUa vao moi quan he gifla Igi nhuan dU kien
EP, va g i i tri markup, m, se xae dinh duoc gia tri Igi nhuan toi da va g i i tri markup toi uu.
3. M o h i n h dau t h a u di x u a t Nghien cflu tap trung p h i t trien mo hinh dau thau dua tren mo phdng Monte-Carlo con dugc goi la phuang phap t h f l nghiem thong ke de x i c dinh gia t n markup tdi uu cho nha thau. DUa vao g i i d u t h a u eila doi thii eanh tranh va chi p h i ude tfnh ciia n h i thau trong cie d u an trudc day, mo hinh se dfla ra mgt phan phoi ti gia d u t h l u eiia cac doi t h i i . Tfl do, xae s u i t nha t h i u chien t h i n g tat ca doi t h i i canh tranh dUdc xae djnh
3.1D&lliudduvdo
TU dfl lieu ve g i i d u thau (B} va chi p h i Ude tfnh (C^) duge thu thap trong qua trinh d i u thau eie d u an trude d i y , tfnh toan ti g i i d u t h i u B/
C^ eiia tflng doi thiJ canh tranh t r o n g moi d u i n Thong so dau v i o ciia mo hinh chinh la viec thflc hien phep lay trj trung binh va p h u o n g sai t l g i i d u t h i u cho moi ddi t h i i . Nhan thay, dfldi t i c dgng cua gia t n markup, t i le B/C^ se sai khac so vdi gia trj ban d i u . Khi do, ti g i i d u thau cua d d i t h i i canh tranh khong con la mot gia t n x i c d m h nfla ma n6 t r d t h i n h bien ngau nhien ciia mgt dang p h i n phdi nao do, ft/Id p h d n g Monte Carlo duoc sfl dung d ^ g i l l quyet van de nay
99
Bing 1 : Dfl lieu gil diu thau
X i c suit da^ thing cac doi tiiu
Ve dntmg cong lgi nhuan ky vgng va maikt^
Xac dtr^ m a d n ^ tdi mi va loi idniin toi da Hinti i So do khoi mo pMng llieo phuang phip Monte Cailo
100|D>V™K^ 10.2014
D f l a n
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33
B i n g 2 : T irdctfnh 1475398 535608 422297 2161120 3065742 1947733 1126816 698005 682802 1511033 348969 483862 2999999 7837276 3854074 615015 2762123 540814 608957 2639525 732572 559351 853793 2325900 2205359 1576905 3732133 2252833 1294986 2857275 1436804 789355 386983
dng ke CO b i n
Trung b nh Go l^ch chuIn So l l n n6p tiilu
G i i d u t h a u c£ia tfdi thO C6ng t y 1
1447867 529744
1759614 1169795
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493471
3955009
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2241687 2087946 1583595
456272 Cong t y 2
1514865
404110
3269768
666545
1717715
447021 3333793 7904172 3971051
2685127 486485 559596 2861665
608242 847621
3866339 2384494 1268733
1511643 842684
Ciia cac doi t h u canh tranh du C d n g t y l
1.007 0.066 12
C&ngty2 1.018 0.067 20
Cdngty3 1468775
2116877 3153800
313203
2950723 865768S
597730
619065
546641
3922937
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1.005.
0.050 i2.i«rt
3.2 Thiet lap mo hinh ddu thdu bdng md phdng Monte Carlo
Trude khi xay dUng m d hinh dau t h i u , nghidn cflu dua ra nhflng g i i dinh li^n quan d i n mo hinh n h u sau:
- y^ g i i d i u thau B/C„tuan theo p h i n phdi normal
- C i c d d i t h u canh tranh se dau t h i u cho d u i n n i y gidng n h u each ho da sfl dung trong q u i khfl
- Tdng chi p h i ude tfnh C^ cCia nha thau v i cac ddi t h d khdng chenh lech nhieu
- Sd lugng nha t h i u canh tranh va nang lue cua ho dugc bi^t t h o n g qua d i u t h i u
Md hinh dau t h i u dugc m d phong theo so do bieu dien trong hinh 3:
4 . V i d u minh hoa 4.1 Dffliiu ddu thdu
Nghidn cflu nay s f l d u n g d f l lieu d i u t h i u t f l bai b i o Skitmore va Pemberton (1994) [9].
Nhflng d f l li^u d i u t h i u tren dugc t h u t h a p bdi mgt cong ty xay d u n g hoat ddng tai London, Anh k h o i n g d i u nhflng n i m 1980. Dfl lieu bao gdm t i t cS c i c hoat d g n g d i u t h i u ciia c i c cdng t y x i y dung t r o n g k h o i n g 12 t h i n g . Tap d o lieu ed 7 n h i t h i u vdi 352 hd so d f l t h l u cho 51 d f l I n . Nhan t h I y nha t h i u sd 304 tham gia d i u t h i u eho tat c i c i e d f l a n cho nen chgn nha t h i u n i y d ^ nghien cflu x i e dinh g i i t n markup tdi Uu, ba ddi t h i i canh tranh duoc chon l i n h i t h l u s 6 5 5 , 1 3 4 v a 1 5 4 .
Chon ra 33 d u an t f l 51 d f l i n cCia d f l lieu gdc cd sU tham gia dau t h i u cila 3 ddi t h i i 55, 134,154 vdi n h i t h a u 304. Trong do, gia d u thau cua n h i t h i u 304 dUdc xem l i chi p h i ude tfnh (Co). G i i d f l t h l u ciia ba n h i t h i u canh tranh so 55,134. 154 duoe danh d i u l l n luot la gia d f l t h i u cila cong ty 1, c6ng ty 2, cdng ty 3 v i dUdc trinh b i y trong b i n g 1
Tfl d f l li^u d i u t h i u tren, thflc hien phep thdng ke cd b i n de xac dinh g i i tri trung binh i\i) v i d d lech c h u I n (o) eua t l g l i d u t h l u ciia ba doi thCi canh tranh
4.2 Xde dinh gid tri markup toi Uu vd IgS nhudn mong dai toi da
Sau khi d i ed c i e t h d n g sd t h d n g k^ de nhap vao m d hinh d i u t h i u , x i c s u i t chien t h i n g cac ddi t h i i canh tranh cua nha t h i u se dugc t i n h toan dfla v i o m d p h d n g Monte Carlo dUde trinh bay mue 3.2 v i s f l d u n g p h i n m ^ m Crystal Ball dugc c i i v i o p h i n mem Excel 6i thflc hien qua trinh lap n i y . D6i vdi m d hinh Fnedman va mo hinh Gates, x i c s u i t t h i n g t h i u eiia nha t h i u se dugc xSc d i n h theo cong thflc (2.4) v i (2.6). Tfl dd, xac d j n h ldi nhuan ky vgng theo cdng thflc (2.5) v i (2.7). Ket q u i tfnh t o i n loi nhuan m o n g dgi cua ba m o hinh : Friedman, Gates v i m o hinh d e x u l t dugc trinh b i y dudi hinh 4
Quan s i t g i i tri tfnh t o i n trong b i n g 3, n h i n t h I y ldi nhuan m o n g dgi t d i da va gia trj markup tdt flu ciia m d hinh 6i x u l t v i mo hinh Fnedman l a n b i n g nhau, cdn m o hinh Gates lai
Hinli 4 :Sa s^nh lai nhuIn mong dm giGa ba mb hinh B i n g 3 : P h i n t r i m markup t d i Uu v i lol nhuan m o n g dgi tdi da ciia ba mo hinh
micra tunneling projects. Tunndling and Underground Spate Tedinology, Vol.19,151-163.
16] Hegazy, T. (2001). Computer-Based Construction Project Management. Prentice Hall, Upper Saddle River, New Jersy
[71 Fnedman, L. (1956). A Competitive Bidding Strategy JoumaloftheOperationalResearch Soaety, Vol 1, No 4 , 1 0 4 - 1 2
[81 Gates, M. (1967). Bidding Strategies and Probabilities.
Joumal oftheConstmctionDevision,flSCE,Vol. 93, No 1 , 7 5 - 1 0 7 . [9] Skitmore, M „ S Pemberton, J. (1994) fl Multivanate Approach to Construction Contract Bidding Mark-up Strategies Joumal of Operational Research Society, Vol. 45, N a 1 1 , 1 2 6 3 - 1272.
Mo hinh Markup toiiTu Loi nhuan tdi da
D 4 xu^t 2%
017%
Friedman 2%
0.15%
Gates 4%
0.48%
cho ket q u i cao hon hai m o hinh kia.
5. K ^ luan vi hudng phat tri^n Nghien cflu da p h i t trien ctia mot mo hinh d i u t h i u d l ho t r g n h i t h i u trong viec x i c dinh g i i trj markup t d i Uu b i n g viec xay dUng mdt chuong trinh m i y tfnh de t u d g n g hda q u i trinh thue hien m o hinh d i u thau tren p h i n mem Crystal Ball. Mo hinh de x u l t xac ^ n h trflc ttep x i c s u i t ehien t h i n g c i c ddi thii canh tranh dUa tren viee dem sd l l n n h i thau c h i l n t h i n g t i t c i eie ddi thii thong qua m d phdng Monte Carlo va ket qua cho t h I y m d hinh de xuat tinh t o i n g i i tr; markup t d i Uu va Igi n h u i n tdi da gan b i n g vdi m d hinh Friedman, dieu nay giiip g i i i quyet p h i n nao v i n d ^ tranh cai trong viee lUa chgn gifla mo hinh Gates v i m o hinh Friedman Tuy nhien, nghien cflu van con mdt sd han che.Thfl n h l t , eie phan phdi eho bien ti g i i d f l t h i u duoc g i i d m h la p h i n phoi thudng. Cic nghien cflu tiep theo nen ed sU hi^u chfnh de dUa ra dang p h i n phdi p h i i hgp hon eho m d hinh.Thfl hai, trong mo hinh, bien t i g i i d f l t h l u ctia e i e ddi t h u chUa xet den sfl tUong quan trong q u i trinh d i u t h i u . Cudi eung, mo hinh d i u thau nayehf quan tam den g i i d u t h l u ciia ddi thCi ma chua xet den e i e nhan t d b^n ngoai i n h hudng den viec bd gia ciia cac ddi t h i i cung n h u eiia nha t h i u .
T A I LIEU THAM K H A O
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[2] AACE I n t , Skills and Knowledge of Cost Engineering, h n p / / w w w a a c e i . o r g , 2 0 0 3 .
[31 DOZZI, S.R, flhouRizk, S.M., & Scltroeder, S.L{1996).
Utility theory model for bid markup deasions. Joumal of Constmction Engineenng and WaiMgement, ASCE, Vol.122, No.
2 , 1 1 9 - 1 2 4 .
[4] Shash, A.(199S). Subcontiactors' bidding decisions Journal of Constmgion Engineenng and Management, ASCE, Vol 1 2 4 , N o . 2 , 1 0 1 - 1 0 6 .
[5] tee, S , Chang,L(2D04). Bid-marloip detemunatlon for
