一类跳扩散需求存贮系统(s,S)库存控制策略研究

考虑的是连续检查库存,需求为一个常时间函数和-个复合Poison跳扩散随机过程的和的存贮系统最优库存控制问题.基于期望折扣成本最小建立了无穷时间区间具有固定订购成本的最优库存模型,确定可采用(s,S)策略进行库存控制,给出了最优(s,S)策略的充要条件--HJB方程Ⅰ、Ⅱ.我们采用"猜测"的方法确定了最优(s,S)策略对应的值函数形式,建立了确定库存参数的最优化模型.     

基于系统动力学的供应链库存策略仿真研究

针对一个动态、多级的供应链库存系统,应用系统动力学的方法,建立了供应链(s,S)库存策略下的物流成本模型,并通过动态仿真,分析了库存策略的变动对于供应链库存系统各级成员间库存供需的动态行为,提出了(s,S)策略下的供应链库存系统的有效管理方法.     

具有两类需求服务的随机库存系统控制策略研究

研究具有两类顾客排队需求服务的随机库存系统.系统采取(s,Q)补货策略且当库存水平下降到安全库存s时,到达的第二类顾客以概率P得到服务.首先,建立库存水平状态转移方程并通过递推算法求解获得库存水平稳态概率分布和系统稳态指标;接下来,构建库存成本函数;最后,采用数值试验的方法研究该库存系统的最优控制策略并考察系统参数的敏感性.     

基于两类需求分布的(s,S)库存系统研究

分析了一种基于销售损失和两类需求的(s,S)库存系统.系统拥有两种消费者,每种形式的消费者需求满足相互独立且参数不同的泊松过程,补货前置期服从指数分布.由生灭过程理论推导出稳态分布方程,并得到库存水平状态的稳态概率分布以及库存控制的系统性能指标,构建出服务水平约束下的库存控制模型.结合一种改进的遗传算法,找寻最小的库存成本.最后对系统模型中各个参数进行敏感性分析并指示其库存管理意义.     

带有服务员休假的库存系统

研究了带有服务员多重休假、损失销售和(s,S)补货策略的库存系统,其中顾客到达为泊松过程、休假时间及系统前置补货时间都服从指数分布.利用拟生灭过程方法对系统进行稳态分析,给出了带有休假的库存系统的稳态分布、平均库存和平均损失率,并将带有休假库存系统的性能指标与经典无休假库存系统的性能指标做了比较.最后通过数值算例说明服务员休假对库存系统的影响.     

快速补货模式下的动态定价与库存联合策略

在供应有限的情况下,研究常规补货和快速补货下商品动态定价问题.首先,建立了动态规划模型,理论证明了最优库存策略是基于(s,S)策略下改进的基本库存策略.其次,提出了一种启发式策略求复杂系统的最优策略,启发式算法能够求出最优价格和最优库存水平.最后,数值算例研究表明,库存管理中采用快速补货提高了零售商的利润;初始库存水平越高零售商的利润越高.     

基于ERP的(s,S)策略下库存优化控制决策支持系统

针对当前ERP软件系统无法动态地给出优化订购策略并对历史数据进行有效的分析等不足,以最小化库存费用为目标建立起折扣准则下库存优化数学模型,对ERP软件中导出的各类历史数据进行模型化分析,动态地得出各类产品(s,S)结构形式的优化订购策略.基于该模型设计并开发了库存优化控制决策支持系统,为用户提供决策支持,很大程度降低了企业库存费用.     

具有不耐烦顾客和多重工作休假的排队库存系统

研究具有不耐烦顾客和多重工作休假的M/M/1/N排队库存系统模型,分别考虑了系统中库存为零时服务员休假和系统中顾客数为零时服务员休假两种休假方式,基于(s,S)库存策略,运用矩阵迭代方法得到了系统稳态概率分布,并给出系统相关性能指标,进而建立系统平均库存费用函数.通过数值算例对比分析了两种休假方式下的系统主要参数变化对系统重要性能指标的影响,并在最优费用的层面对两个模型的优劣进行了对比分析.     

在中心仓库有损失销售的二级分布库存管理模型的研究

通过对一个中心仓库和N个零售商的二级分布库存系统进行分析,采用基本(S-1,S)库存策略,综合运用了排队法和M ETR IC近似法,提出了一种在中心仓库有损失销售的二级库存管理模型,该模型描述在中心仓库缺货情况下,多数零售商不等待延期付货,而直接与供应商订货,导致中心仓库就会因损失销售而产生机会成本.该模型可达到二级分布库存系统的总成本最小.     

服务员多重休假的易逝品排队库存系统的稳态分析

考虑(s,S)库存策略的易逝品M/M/1排队库存系统,其中库存为空时服务员多重休假,休假时间服从指数分布.顾客的到达过程服从泊松过程,服务员的服务时间,易逝品的寿命和补货时间均服从指数分布.首先,利用拟生灭过程给出系统的稳态条件.其次,研究忽略服务时间的M/M/1休假库存系统模型,并求出了系统的稳态分布.在此基础上,进一步研究具有正服务时间的M/M/1休假排队库存系统模型,并得到了系统队长,库存水平和服务员状态的乘积形式的稳态联合分布.此外,还计算了系统的性能指标,并给出了系统单位时间的平均费用函数.最后,利用数值算例分析系统参数对一些主要性能指标的影响,并利用遗传算法计算系统最优库存策略和最优平均费用.     

Production planning and pricing policy in a make-to-stock system with uncertain demand subject to machine breakdowns

We consider a make-to-stock system served by an unreliable machine that produces one type of product, which is sold to customers at one of two possible prices depending on the inventory level at the time when a customer arrives (i.e., the decision point). The system manager must determine the production level and selling price at each decision point. We first show that the optimal production and pricing policy is a threshold control, which is characterized by three threshold parameters under both the long-run discounted profit and long-run average profit criteria. We then establish the structural relationships among the three threshold parameters that production is off when inventory is above the threshold, and that the optimal selling price should be low when inventory is above the threshold under the scenario where the machine is down or up. Finally we provide some numerical examples to illustrate the analytical results and gain additional insights.     

Dismantle or remanufacture?

In this paper we study a firm’s disposition decision for returned end-of-use products, which can either be remanufactured and sold, or dismantled into parts that can be reused. We formulate this problem as a multi-period stochastic dynamic program, and find the structure of the optimal policy, which consists of monotonic switching curves. Specifically, if it is optimal to remanufacture in a given period and for given inventory levels, then it is also optimal to remanufacture when the inventory of part(s) is higher or the inventory of remanufactured product is lower.     

Optimal control of a finite-capacity inventory system with setup cost and lost sales

One of the most fundamental results in inventory theoryis the optimality of (s, S) policy for inventory systems withsetup cost. This result is established based on a key assumptionof infinite production/ordering capacity. Several studies haveshown that, when there is a finite production/ordering capacity,the optimal policy for the inventory system is very complicatedand indeed, only partial characterization for the optimal policyis possible. In this paper, we consider a continuous reviewinventory system with finite production/ordering capacity andsetup cost, and show that the optimal control policy for thissystem has a very simple structure. We also develop efficientalgorithms to compute the optimal control parameters.     

基于随机动态规划的有限库存ATO系统优化控制

本文研究n维组件单一产品,有限库存的ATO系统。通过建立马尔可夫决策过程模型(MDP),构造优化算法,研究组件生产与库存的最优控制策略。最优策路可以表示为状态依赖型库存阈值,系统内任一组件的控制策略受其它组件库存状态的影响。利用最优控制理论动态规划方法和数值计算方法对最优控制策略的存在性、最优值的数值计算进行研究,建立更符合实际生产的ATO系统决策模型,进行相应的理论和实验验证,研究系统参数对最优策略的影响。     

Inventory control in the presence of an electronic marketplace

This paper studies a periodic review inventory model in the presence of an electronic marketplace (EM). Emergency orders can be placed in the EM for additional cost, and excess inventory can be sold to the EM. When the order leadtime from the supplier is one period, the optimal inventory control policy is developed from a dynamic programming model of the problem. The policy is characterized by three critical inventory levels. When the order leadtime from the supplier is longer than one period, an EM policy is developed to determine the quantities of inventory to purchase from and sell to the EM in each period. Based on this EM policy, three ordering policies are proposed to determine the order quantity from the supplier. Numerical results show that significant cost reductions can be obtained by using the EM to adjust the inventory level in each period. The amount of cost reduction is greatly affected by system parameters, especially the order leadtime from the supplier and the costs for transactions in the EM.     

The impact of consumer returns policies on consignment contracts with inventory control

We consider a consignment contract with consumer non-defective returns behavior. In our model, an upstream vendor contracts with a downstream retailer. The vendor decides his consignment price charged to the retailer for each unit sold and his refund price for each returned item, and then the retailer sets her retail price for selling the product. The vendor gets paid based on net sold units and salvages unsold units as well as returned items in a secondary market. Under the framework, we study and compare two different consignment arrangements: the retailer/vendor manages consignment inventory (RMCI/VMCI) programs. To study the impact of return policy, we discuss a consignment contract without return policy as a benchmark. We show that whether or not the vendor offers a return policy, it is always beneficial for the channel to delegate the inventory decision to the vendor. We find that the vendor’s return policy depends crucially on the salvage value of returns. If the product has no salvage value, the vendor’s optimal decision is not to offer a return policy; otherwise, the vendor can gain more profit by offering a return policy when the salvage value turns out to be positive.     

VMI条件下具有复合二项随机需求的销售商库存策略研究

考虑一个典型的单一产品的二级供应链系统:单供应商对单销售商,假定系统中销售商的需求分布为复合二项分布,未满足的需求机会损失;补货间隔时间为一随机变量.本文采用概率方法对销售商的需求分布、期望缺货、期望库存周期及库存的稳定性分布进行研究的基础上,构建了使单位时间内销售商的期望库存成本费用最小的库存模型,由此模型便可确定VMI模式下供应商对销售商的库存补货参数s和S,并且给出了在补货响应时间为泊松分布的情况下模型的求解算法,还给出了及时补货响应情况下的5个算例.为补货策略的实施提供了一种简单易于控制的思路和方法.     

On the value of customer information for an independent supplier in a continuous review inventory system

We consider the inventory control problem of an independent supplier in a continuous review system. The supplier faces demand from a single customer who in turn faces Poisson demand and follows a continuous review (R, Q) policy. If no information about the inventory levels at the customer is available, reviews and ordering are usually carried out by the supplier only at points in time when a customer demand occurs. It is common to apply an installation stock reorder point policy. However, as the demand faced by the supplier is not Markovian, this policy can be improved by allowing placement of orders at any point in time. We develop a time delay policy for the supplier, wherein the supplier waits until time t after occurrence of the customer demand to place his next order. If the next customer demand occurs before this time delay, then the supplier places an order immediately. We develop an algorithm to determine the optimal time delay policy. We then evaluate the value of information about the customer’s inventory level. Our numerical study shows that if the supplier were to use the optimal time delay policy instead of the installation stock policy then the value of the customer’s inventory information is not very significant.     

Inventory control with fixed cost and price optimization in continuous time

We continue to study the problem of inventory control, with simultaneous pricing optimization in continuous time. In our previous paper [8], we considered the case without set up cost, and established the optimality of the base stock-list price (BSLP) policy. In this paper we consider the situation of fixed price. We prove that the discrete time optimal strategy (see [11]), i.e., the (s, S, p) policy can be extended to the continuous time case using the framework of quasi-variational inequalities (QVIs) involving the value function. In the process we show that an associated second order, nonlinear two-point boundary value problem for the value function has a unique solution yielding the triplet (s, S, p). For application purposes the explicit knowledge of this solution is needed to specify the optimal inventory and pricing strategy. Se- lecting a particular demand function we are able to formulate and implement a numerical algorithm to obtain good approximations for the optimal strategy.