首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献,搜索用时 15 毫秒
1.
    
We consider a stochastic inventory system that has been operated under a policy different from the one that will be implemented in the future. Such a situation may arise as a result of changes in model assumptions leading to the implementation of a different policy. Before the new policy is implemented, there may be some units on hand which may exceed the optimal order-up-to level. Hence, one needs to evaluate a one-time inventory disposal decision immediately before the new policy replaces the policy in use. For this purpose, we develop three models under different assumptions that describe the demand during the disposal period and present analytical results characterizing their optimal solutions.  相似文献   

2.
Information delays exist when the most recent inventory information available to the inventory manager (IM) is dated; namely, the IM observes only the inventory level of an earlier period. We introduce information delays into the standard multiperiod stochastic inventory problem with backorders. We consider two types of information delays: (i) a constant delay and (ii) a random delay. We define an appropriate reference inventory position, which is a sufficient statistics for finding the optimal order quantity. We show that the optimal ordering policy is of base-stock type with respect to the reference inventory position and is of (s, S) type if there is also a fixed cost of ordering.All authors were supported in part by NSF Grant DMS-0509278.  相似文献   

3.
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.  相似文献   

4.
随机提前期随机需求条件下的二级库存模型   总被引:5,自引:0,他引:5  
考虑由一个分销中心和若干零售商组成的两级分销系统 ,假设分销中心和零售商实行连续性盘点、( R,Q) 订货策略 ,分销中心的交货时间是常量 ,而零售商处的提前期为随机变量 ,且需求服从独立的复合泊松过程 .以整个系统平均成本最小为目标函数 ,由此得到最优的订货策略 ,并且给出数值例子及敏感性分析 .  相似文献   

5.
随机需求下供应商管理库存的供应链模型   总被引:2,自引:0,他引:2  
以一个供应商和一个零售商的两阶段供应链为背景,利用报童模型给出了供应商管理库存(VMI)的供应链模型,在需求服从均匀分布的条件下得出解析解,并与传统的零售商管理库存(RMI)系统作了比较,分析了这两种情况下批发价和订货量的变化.数值结果表明VMI导致了批发价的缩减,但提高了订货量,VMI减轻了双重边际效应,系统利润多于传统的RMI系统.  相似文献   

6.
This paper generalizes the standard newsboy model to the case including freight cost, in which the capacity of one container is the limit and the freight cost is proportional to the number of the containers used. We show that the optimal ordering quantity is either the newsboy solution or some multiple of the container’s capacity. We also propose an algorithm to compute the optimal policy. Furthermore, we generalize these results to the case in which the inventory and the price are determined jointly with emergency purchase.  相似文献   

7.
研究需求依赖销售努力库存系统中需求不确定性对系统最优订货量、利润和销售努力的影响.对一般需求模型给出期望利润关于订货量和努力水平为联合凹的充分条件,证明期望利润函数的超模性质.对加乘需求模型证明系统最优利润和最优努力水平都可由一类与需求分布有关的广义TTT变换来表示.通过引入定义在不同支撑分布集合上一阶、二阶和三阶随机占优,得到广义TTT变换之差与二阶和三阶随机占优之间的关系式,建立了比较库存系统最优利润或努力水平的理论基础.在一阶和二阶随机占优意义下对加乘需求模型得到比较系统最优利润和努力水平的充分条件或充分必要条件.进一步,证明存在一类需求分布当系统关键比(或市场价格)足够大时系统最优利润和努力水平随需求可变性的增加而增加.最后给出几个数值例子验证了研究结果.  相似文献   

8.
We present a solution of the Bayesian problem of sequential testing of two simple hypotheses about the mean value of an observed Wiener process on the time interval with finite horizon. The method of proof is based on reducing the initial optimal stopping problem to a parabolic free-boundary problem where the continuation region is determined by two continuous curved boundaries. By means of the change-of-variable formula containing the local time of a diffusion process on curves we show that the optimal boundaries can be characterized as a unique solution of the coupled system of two nonlinear integral equations.  相似文献   

9.
Abstract

This article considers the computation issues of the infinite dimensional HJB equation arising from the finite horizon optimal control problem of a general system of stochastic functional differential equations with a bounded memory treated in [2 Chang , M.H. , Pang , T. , and Pemy , M. accepted. Optimal control of functional stochastic differential equations with a bounded memory. Stochastics 80 ( 1 ): 6996 . [Google Scholar]]. The finite difference scheme, using the result in [1 Barles , G. , and Souganidis , P.E. 1991 . Convergence of approximative schemes for fully nonlinear second order equations . J. Asymptotic Analysis 4 : 557579 . [Google Scholar]], is obtained to approximate the viscosity solution of the infinite dimensional HJB equation. The convergence of the scheme is proved using the Banach fixed point theorem. The computational algorithm also is provided based on the scheme obtained.  相似文献   

10.
This study extends upon a multi-echelon inventory model developed by Graves, introducing in the one-warehouse, N-retailer case—as Graves suggested—stochastic leadtimes between the warehouse and the retail sites in place of the original deterministic leadtimes. Effects of stochastic leadtimes on required base stock levels at the retail sites in the case where the warehouse carries no stock (e.g., serves as a cross-dock point) were investigated analytically. Two alternative treatments of stochastic leadtime distributions were considered. Using as a baseline Graves’ computational study under deterministic leadtimes, results of the current study suggest that it may be better to use the deterministic model with an accurately estimated mean leadtime than a stochastic model with a poorly estimated mean leadtime.  相似文献   

11.
从零售业供应链整合入手,构建供应商、配送中心和零售点构成的协同配送网络,研究带批次和临时库存的越库配送车辆路径问题.将越库过程分为取货、分拣和配货三个阶段,考虑配送中心分拣能力,分批次设置车辆协同到达配送中心的服务时刻,据此建立以最小化车辆运输成本、临时库存成本和固定成本为目标的数学模型.考虑问题特征,设计一种混合变邻...  相似文献   

12.
In this paper, we study a single-sink transportation problem in which the production capacity of the suppliers and the demand of the single customer are stochastic. Shipments are performed by capacitated vehicles, which have to be booked in advance, before the realization of the production capacity and the demand. Once the production capacity and the demand are revealed, there is an option to cancel some of the booked vehicles against a cancellation fee; if the quantity shipped from the suppliers using the booked vehicles is not enough to satisfy the demand, the residual quantity is purchased from an external company. The problem is to determine the number of vehicles to book in order to minimize the total cost. We formulate a two-stage and a multistage stochastic mixed integer linear programming models to solve this problem and test them on a real case provided by Italcementi, the primary Italian cement producer and the fifth largest cement producer in the world. We test the influence of different scenario-tree structures on the solutions of the problem, as well as sensitivity of the results with respect to the cancellation fee.  相似文献   

13.
一类跳扩散需求存贮系统(s,S)库存控制策略研究   总被引:1,自引:0,他引:1  
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.  相似文献   

14.
杨飞雪  胡劲松 《运筹与管理》2009,18(5):145-152,162
考虑到需求的模糊随机性,建立模糊随机需求情况下连续盘点存储策略的模糊随机成本模型。利用模糊随机变量的期望值理论,推导出了其成本期望值模型的解析表达式,进而给出了最优再订货点所属区间的判别条件以及最优再订货点和经济订货量的计算式;基于此,设计了一模糊随机需求的连续盘点最优存储策略算法。最后结合数值算例,分析了模糊随机需求概率分布及缺货成本对最优存储策略的影响。  相似文献   

15.
基于随机提前期的二级库存系统的优化方法   总被引:4,自引:0,他引:4  
针对需求和提前期均是随机的情况下,考察了一个简单的二级库存系统,即单个供应商、单个零售商的优化问题,两者均采用s,Q策略进行库存管理,他们的订货数量Qr,Qs都是已知常数,以每计划周期内系统运行期望总费用最小建立了目标函数,寻求系统的决策变量sr,ss,最后给出了求解算法与数值算例.  相似文献   

16.
《数学季刊》2016,(1):87-95
Mixed element formats of any order based on bubble functions for the stationary Stokes problem are derived in triangular and tetrahedral meshes and the convergence of these formats are proved.  相似文献   

17.
In this paper, we investigate the eigenvalue problem of forward-backward doubly stochastic dii~erential equations with boundary value conditions. We show that this problem can be represented as an eigenvalue problem of a bounded continuous compact operator. Hence using the famous Hilbert-Schmidt spectrum theory, we can characterize the eigenvalues exactly.  相似文献   

18.
We address the Capacitated Arc Routing Problem with Stochastic Demands (CARPSD), which we formulate as a Set Partitioning Problem. The CARPSD is solved by a Branch-and-Price algorithm, which we apply without graph transformation. The demand’s stochastic nature is incorporated into the pricing problem. Computational results are reported.  相似文献   

19.
研究了在不允许缺货情况下需求为离散的变质性物品的库存补充策略问题.在假定变质率为常数的情况下,建立了有限时域内变质性物品的补充策略模型,并给出了求最优补充策略的方法.  相似文献   

20.
为确定各产品的制造与再制造策略,对再制造能力有限的多产品混合系统进行研究.在系统中,对多种产品进行制造和再制造.每种产品在顾客使用后都会以恒定速率返回,但因再制造能力有限,有些产品无法用于再制造而被处置.每种产品需求恒定且由服务性产品来满足,服务性产品由制造品和再制造品组成,不允许缺货.在一次制造准备和至少一次再制造准备策略下构建了库存决策模型,利用拉格朗日乘数法和贪婪算法分别确定了各产品的再制造顺序和再制造比率.并当再制造比率一定时,给出了再制造准备次数为正整数时各产品制造与再制造策略的求解程序,得到了各产品制造和再制造批量、再制造准备次数等求解公式.最后,应用算例对模型及求解方法进行了验证.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号