多灾害点应急物资订单替补模型及算法

考虑由多应急服务供应商,多灾害点和应急中心构成的三级应急服务供应链系统,应急中心发生缺货时向应急服务供应商订货,由于供应商订单式生产需大量时间满足需求,应急中心有限的库存无法满足多灾害点的应急订单.为减少响应时间,应急中心根据应急订单的计划交货期,选择较晚交货的订单替补即将交货的订单中的同种物资,建立最小总拖期和最小替补费用的双目标模型,并基于粒子群算法的应急订单替补算法求最优替补策略.     

需求受价格、交货时间和服务水平影响下订单生产决策研究

在需求受价格、交货时间和服务水平影响环境下,考虑订单生产为M/M/1排队模型,建立订单生产价格与产能,交货时间与产能,价格、交货时间与产能决策模型.研究表明:对于价格与产能模型,当交货时间较小时,交货时间具有溢价作用和需要较多的产能才能缩短交货时间;对于价格、交货时间与产能模型,最优产能、最优价格与最优交货时间绑定于服务水平上,降低产能单位成本或提高服务水平可以增加利润.     

考虑消费者低碳偏好的可替代产品订货决策

基于产品的可替代性,考虑零售商有无能力限制两种情况,订购环境质量和价格不同的两种产品,建立利润最大化模型,确定两种产品的最优订货量和消费者低碳偏好对其的影响.理论分析表明:库存能力的提高使得订货量增大,订单数量和利润随环境质量的变化而变化;算例计算的结果验证了模型的合理性,数值分析表明:提高库存容量和订购替代率大的两种产品有利于利润的增加,当库存无容量限制时,订货量和销售商利润水平不再受容量变化的影响.     

应急管理中车辆受限的生产_库存及配送整合模型

针对突发事件发生后,救灾物资不足、车辆数量及容量有限的情况,本文考虑了制造商生产、包装新的救灾物资,构造了车辆返回制造商需要等待订单完成生产的时间函数,建立了一个生产、库存及配送整合的混合整数规划模型。该模型由原材料供应商、制造商、配送中心及客户需求点四部分构成,以完成原材料的运输、制造商中的订单生产并运送到需求点及配送中心的库存订单运送到需求点的总花费时间最短为目标。本文将模型分为两层子模型进行求解:第一层模型采用改进的遗传算法求解;第二层模型采用隐枚举法求解。最后给出一个具体的案例以验证模型的合理性及算法的有效性。     

允许缺货的时滞变质物品的库存模型

本文给出了允许缺货,一订货就交货的时滞变质物品的存贮问题.并给出了最优库存策略     

基于系统动力学的多客户供应链库存控制研究

为了研究客户目标库存量变化以及订单方式调整对贸易商供应链库存控制的影响,构建多客户供应链系统动力学模型.在局部信息共享条件下,定量的比较了目标库存量变化对贸易商供应链库存的影响;改变参数设置,模拟了在订单方式调整下供应链库存的波动性.结果表明,客户目标库存量的增加降低贸易商供应链成本;全年订单量给定条件下的多频次小批量订单方式加强供应链库存系统稳定性.     

库存系统中的时滞变质物品的EOQ模型

本文考虑时段性变质物品的库存问题 .给出了一订货就交货 ,不允许缺货的时滞变质物品的库存模型与最优库存策略 ,并证明了该模型不是那物品自始至终有变质性质的 EOQ模型的简单叠加 .     

历史订单信息对牛鞭效应的影响分析

客户需求信息的失真是导致牛鞭效应存在的原因,基于零售商的历史订单数据对其需求进行预测可以部分消除牛鞭效应。论文基于零售商-分销商二级供应链视角,分析了在零售商的需求为线性自回归模式的二级供应链中,分销商利用零售商历史订单数据和现有订单数据进行需求预测时自身库存成本的变更以及整个供应链的牛鞭效应的缓解程度。结果表明:分销商利用历史订单数据进行库存的决策可以显著地降低自己的平均库存和需求的波动,这种降低程度在零售商的订货提前期较大的情况下比较明显,但是零售商的需求预测相关系数对它影响不大。     

非均匀节拍生产线缓冲库存设计的结构特性

本文考察具有缓冲库存的随机加工时间的非均匀节拍生产线运行特点，通过对非均匀节拍生产线缓冲库存容量设计的两类模型的分析，综合并总结了缓冲库存容量最优设计的一些结构特性．     

带短期价格折扣和允许两次特殊补货的库存决策模型

针对供应商提供短期价格折扣且允许零售商两次特殊补货的库存系统, 建立了以零售商库存效益最大化为目标的库存决策模型, 分析了模型的性质, 根据经济订单批量补货决策下补货时间点与折扣时段的关系, 确定了零售商在不同补货策略下的库存效益增值函数. 据此给出零售商相应的最优补货策略函数表达式, 提出了该模型的一个全局优化算法, 并通过数值算例验证了模型和算法的有效性与可行性.     

The Effect of Transfer-Pack Size on Order Quantity

In many stock-control systems the policy is to place an order if the stock balance has fallen to or below a reorder level and to order enough stock to bring the stock balance up to a maximum stock level. It is often the case that stock is sold singly but is replenished in multiples of some pack size. This note considers how the actual order size depends on the pack size and the amount by which the stock balance has fallen below the reorder level at the time an order is placed.     

One‐way analysis of variance with long memory errors and its application to stock return data

Recent empirical results indicate that many financial time series, including stock volatilities, often have long‐range dependencies. Comparing volatilities in stock returns is a crucial part of the risk management of stock investing. This paper proposes two test statistics for testing the equality of mean volatilities of stock returns using the analysis of variance (ANOVA) model with long memory errors. They are modified versions of the ordinary F statistic used in the ANOVA models with independently and identically distributed errors. One has a form of the ordinary F statistic multiplied by a correction factor, which reflects slowly decaying autocorrelations, that is, long‐range dependence. The other is a test statistic such that the degrees of freedom of the denominator in the ordinary F test statistic is calibrated by the so‐called effective sample size. Empirical sizes and powers of the proposed test statistics are examined via Monte Carlo simulation. An application to German stock returns is presented. Copyright © 2007 John Wiley & Sons, Ltd.     

考虑通货膨胀与最长顾客等待时间的变质性物品的库存模型

本文建立了一种考虑通货膨胀与时间价值的变质性物品的库存模型,在模型中允许短缺发生且拖后的需求速率与在缺货期间已经发生的缺货量有关.和已有相关模型的主要区别在于本模型把一个可重复的订货周期内的最大平均利润的净现值作为目标函数,且增加了在缺货期间最长顾客等待时间的限制,以确保库存系统拥有较高的服务水平.然后讨论了模型最优解的存在性与唯一性,并提供了寻求模型整体最优解的算法.最后用实例说明了此模型在实际中的应用.     

A maximum principle for fourth order ordinary differential equations

A maximum principle is obtained for solutions of fourth order ordinary differential equations. As an application, the existence of a nonnegative (positive) solution of a nonlinear boundary problem is established. Extension of the maximum principle for solutions of higher order equations is also indicated.     

Safety Stock and Service Levels in Periodic Review Inventory Systems

The management of requirement (purchased parts and components) uncertainty in MRP systems is a serious problem for manufacturing firms. When manufacturing service levels fall below a predetermined service level, safety stock must be increased in order to adjust to the competitive environment. This paper presents the results of a set of simulation experiments in which we investigate some of the complexities of safety stock requirements, lot sizing performance and the marginal safety stock requirements associated with various service level policies. The results of the experiments have empirically shown that the marginal units of safety stock required for various service level policies follow a predictable (measurable) pattern. The research also indicates that the economic advantages of well-known dynamic lot sizing procedures are diminished by the presence of requirements uncertainty. Another important finding is the interaction between service level and ‘lumpy’ requirements. High levels of the coefficient of variation and the economic time between orders resulted in larger orders, reduced safety stock and high service levels. In general, the overall findings from this research will hopefully provide the decision maker with an in-depth understanding of the measurement and impact of various service level policies.     

A Note on an Inventory Model with Inventory-level-dependent Demand Rate

This model discusses an infinite time-horizon deterministic inventory model without shortages, where the demand rate at any instant depends on the on-hand inventory (stock level) at that instant down to a certain stock level and then it becomes constant for the remaining period of the cycle. The decision rule for finding the optimal order quantity is also given, and three numerical examples are presented to illustrate the model developed.     

Analysis of optimal opportunistic replenishment policies for inventory systems by using a (s,S) model with a maximum issue quantity restriction

The analysis of optimal inventory replenishment policies for items having lumpy demand patterns is difficult, and has not been studied extensively although these items constitute an appreciable portion of inventory populations in parts and supplies types of stockholdings. This paper studies the control of an inventory item when the demand is lumpy. A continuous review (s,S) policy with a maximum issue quantity restriction and with the possibility of opportunistic replenishment is proposed to avoid the stock of these items being depleted unduly when all the customer orders are satisfied from the available inventory and to reduce ordering cost by coordinating inventory replenishments. The nature of the customer demands is approximated by a compound Poisson distribution. When a customer order arrives, if the order size is greater than the maximum issue quantity w, the order is satisfied by placing a special replenishment order rather than from the available stock directly. In addition, if the current inventory position is equal to or below a critical level A when such an order arrives, an opportunistic replenishment order which combines the special replenishment order and the regular replenishment order will be placed, in order to satisfy the customer's demand and to bring the inventory position to S. In this paper, the properties of the cost function of such an inventory system with respect to the control parameters s, S and A are analysed in detail. An algorithm is developed to determine the global optimal values of the control parameters. Indeed, the incorporation of the maximum issue quantity and opportunistic replenishment into the (s,S) policy reduces the total operating cost of the inventory system.     

A stocking policy for spare part provisioning under age based preventive replacement

A new policy, called stocking policy for ease of reference, has been advanced for joint optimization of age replacement and spare provisioning. It combines age replacement policy with continuous review (s, S) type inventory policy, where s is the stock reorder level and S is the maximum stock level. The policy is generally applicable to any operating situation having either a single item or a number of identical items. A simulation model has been developed to determine the optimal values of the decision variables by minimizing the total cost of replacement and inventory. The behaviour of the stocking policy has been studied for a number of case problems specifically constructed by 5-factor second order rotatory design and the effects of different cost elements and item failure characteristics have been highlighted. For all case problems, optimal (s, S) policies to-support the Barlow-Proschan age policy have also been determined. Simulation results clearly indicate that the optimal stocking policy is, in general, more cost-effective than the Barlow-Proschan policy.     

An extension of inventory models incorporating financing agreements with both suppliers and customers

In a recent article, Min et al. [J. Min, Y.W. Zhou, J. Zhao, An inventory model for deteriorating items under stock-dependent demand and two-level trade credit, Appl. Math. Model. 34 (2010) 3273–3285] presented an inventory model for a retailer with inventory-level-dependent demand as well as upstream and downstream financing agreements. The purpose of this note is twofold: (1) to relax the boundary condition imposed in their model that ensures the entire stock is depleted at the end of each order cycle and (2) to resolve the potential unbounded solution resulting from a linear demand function by constraining the maximum inventory level. The effects of these changes on the retailer’s profitability are examined and some practical generalizations of the model are presented.     

股票回报率与汇率的关系——基于中国的实证

考察了上海股票市场A股的回报率与人民币汇率的关系．首先,经过单位根检验发现：股票回报率与人民币名义汇率是一阶单整。接着,利用Engle—Granger协整检验得到：在5％的显著性水平下,股票回报率与人民汇率没有长期均衡关系,但不能够拒绝短期单方向的Granger因果关系,即人民币名义汇率是股票回报率的Granger原因．