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需求分布不确定条件下的多周期库存鲁棒优化模型

DOI: 10.13195/j.kzyjc.2013.1604, PP. 1644-1648

Keywords: 多周期库存,鲁棒优化,不确定性,订货策略,模型

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Abstract:

在离散需求情景概率不确定的条件下,建立基于最大最小方法的多周期库存鲁棒优化模型.考虑需求分布分别隶属于区间和椭球不确定集两种情形,运用对偶理论将多周期库存鲁棒优化模型转化为易于求解的凸规划问题.数值结果表明,与已知需求分布下的系统最优绩效相比,采用鲁棒订货策略虽然会导致部分绩效损失,但损失值很小,表明基于鲁棒优化的多周期库存订货策略具有良好的鲁棒性,能够有效抑制需求分布不确定性对库存运作绩效的影响.

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