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随机供应中断和退货环境下库存问题的建模与控制

DOI: 10.3724/SP.J.1004.2014.02436, PP. 2436-2444

Keywords: 库存控制,中断,退货,布朗运动,Kella-Whitt鞅

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Abstract:

?供应中断和退货的不确定性,导致企业库存控制异常困难.然而,由于系统存在多个随机因素,采用传统方法很难构建模型,所以,以往均将供应中断和退货分开考虑.为综合分析它们对库存的影响,本文在采用布朗运动描述库存水平动态变化过程条件下,利用连续时间Markov链、更新过程和鞅理论,构建了系统期望折扣总费用模型,并设计了交叉熵法确定最优库存策略.最后,通过仿真实验,分析了供应中断、净需求和系统参数,对最优控制策略和期望费用的影响.

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