搜寻成本下可替代产品的定价策略与库存决策

为探寻存在搜寻成本情况下消费者购买可替代产品时的定价与库存问题,从消费者效用出发,对厂商收益构建了基于马尔可夫决策过程的优化模型。在消费者方面,分析了其购买与继续搜寻的条件,并分别在搜寻成本不变和搜寻成本边际递减的情况下研究了消费者保留效用的变化情况以及购买相应产品的概率。此外,与很多相关文献不同的是,由于搜寻成本的存在,该情形下的消费者并不一定会在完成购买之前搜寻完所有的产品。在厂商方面,根据实际情况构建不同搜寻顺序下的收益模型并求解出最优定价策略与库存策略,并将定价模型与库存策略扩展到了动态的环境,为厂商制定价格及库存方案提供相应的决策支持。     

具有不耐烦顾客的生产服务库存系统最优生产策略

研究了基于(s,S)策略有不耐烦顾客的生产服务库存系统.建立了水平相依的拟生灭过程,通过截尾近似的方法求出系统稳态概率向量,并给出系统一些性能指标.最后,设计遗传算法并通过数值算例求解最优生产策略.     

允许租用货栈的库存系统的最优进货策略

本文从实际背景出发，提出了允许租用货栈的库存系统的库存模型，在一般时变需求并允许短缺的假定下，得到了寻求该系统最优进货策略的一种交替逼近方法。并给出了数字例子。     

两阶段下批发商对于策略型顾客的最优定价和库存管理

对于农产品或者易于腐坏的其加工品,长时间存放需要在冷库中储存保鲜,假设零售商分两个阶段出售此种单一商品,第一阶段取一定数量出售,剩下的商品储存起来至第二阶段出售.文章基于策略型顾客的行为,确定零售商在售卖季开始之前的最优订货量,在第一阶段出售商品的最优数量,第一阶段和第二阶段商品的最优定价.另外,给定零售商决策的情况下...     

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.     

考虑顾客策略行为和机器故障的加工排队系统最优定价

在加工系统中,顾客的决策行为不仅受价格影响,同时对交货时间敏感,而且不同的顾客对时间具有不同的敏感程度。本文采用排队理论,研究了垄断环境中策略顾客行为和机器故障干扰的加工系统最优定价问题,证明了最优定价的存在性,设计了最优定价的求解方法。通过数值算例,讨论了实际需求比例、最优定价和最大利润关于加工成本、单位时间维修成本、机器故障频率和平均维修时间的变化规律。数值结果说明机器故障修复时间增加比故障频率增加对企业利润造成影响更大。     

多阶段生产系统最优生产批量和原材料订购决策模型

Sarker和Parija(1996)建立了生产系统最优生产批量和原材料订购决策模型。然而他们的模型仅局限于单阶段生产系统,本文将他们的模型扩展到多阶段生产系统,我们首先建立了使整个多阶段生产系统总成本最小的各阶段最优生产批量、原材料订购批量及阶段之间的运输批量模型,然后分析了原材料订购费、半成品运费及设备安装费的敏感性。最后,我们结合实例综合分析了原材料订购费、半成品运输费和设备安装费的变化及最小值点取整后对原材料订购决策、最优生产批量和总成本的影响。     

考虑云安全风险的个人云存储服务最优定价策略

针对现有个人云存储服务纷纷关闭的现象,如何根据不同市场时期和云用户特征,制定合理的定价策略已成为个人云存储服务商面临的挑战性问题。本文在考虑云安全风险,云用户感知价值及弹性成本对个人云存储服务定价的影响,建立了基于云安全风险的两阶段定价模型,给出了免费试用时长确定下的最优决策及免费试用时长不确定下的最优免费试用时长及最优价格。借助数值分析,进一步研究了云安全风险系数,云用户感知价值,云安全运营成本系数对最优免费时长,最优利润的影响,结果表明,当云安全风险系数适中时,个人云存储供应商(PCSP)采取两阶段定价策略。另外,最优利润随着云安全风险系数,免费试用时长,单位安全运营成本的增加先增加后减少。     

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.     

基于混杂控制方法的生产库存策略的研究

研究了生产库存混杂动态模型的最优控制策略.首先,建立了生产库存系统的混杂动态模型,给出了其性能指标函数包含生产成本和库存成本的最优控制问题.基于参数化方法和古典的最优控制理论,给出了混杂动态最优控制问题的最优性必要条件.最后,利用该混杂最优性条件,得到了生产库存混杂动态控制问题的最优生产和库存策略,验证了结论的有效性.     

Optimal production control of a dynamic two-product manufacturing system with setup costs and setup times

This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically.     

Optimal cost and policy for a Markovian replacement problem

We consider the computation of the optimal cost and policy associated with a two-dimensional Markov replacement problem with partial observations, for two special cases of observation quality. Relying on structural results available for the optimal policy associated with these two particular models, we show that, in both cases, the infinitehorizon, optimal discounted cost function is piecewise linear, and provide formulas for computing the cost and the policy. Several examples illustrate the usefulness of the results.This research was supported by the Air Force Office of Scientific Research Grant AFOSR-86-0029, by the National Science Foundation Grant ECS-86-17860, by the Advanced Technology Program of the State of Texas, and by the Air Force Office of Scientific Research (AFSC) Contract F49620-89-C-0044.     

Optimal ordering and pricing policy for an inventory system with trial periods

It is a business practice that home shopping companies offer a free trial period for their products with a goal of increasing sales. Under this policy, if for any reason customers are not satisfied with the purchase, they can return the product for a refund within the trial period. To develop inventory strategies in such environment, home shopping companies should take the return phenomenon into account so as to increase their profit. This paper considers this phenomenon and develops a seasonal inventory model to deal with the problem. Two scenarios are analyzed. In the first scenario, demand is assumed to be linearly price-dependent while in the second one, it is assumed to be exponentially price-dependent. The purpose of this research is to maximize the total profit over a given planning period by determining the optimal ordering quantity and price. The analytical results demonstrate that the optimal ordering quantity and prices are obtained using closed-form formulas.     

Optimal control of a production-inventory system with customer impatience

We consider the control of a production-inventory system with impatient customers. We show that the optimal policy can be described using two thresholds: a production base-stock level that determines when production takes place and an admission threshold that determines when orders should be accepted. We describe an algorithm for computing the performance of the system for any choice of base-stock level and admission threshold. In a numerical study, we compare the performance of the optimal policy against several other policies.     

Transient and steady-state analysis of a manufacturing system with setup changes

This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case.     

Optimal ordering and pricing policy with supplier quantity discounts and price-dependent stochastic demand

We study a joint ordering and pricing problem for a retailer whose supplier provides all-unit quantity discount for the product. Both generalized disjunctive programming model and mixed integer nonlinear programming model are presented to formulate the problem. Some properties of the problem are analysed, based on which a solution algorithm is developed. Two numerical examples are presented to illustrate the problem, which are solved by our solution algorithm. Managerial analysis indicates that supplier quantity discount has much influence on the ordering and pricing policy of the retailer and more profit can be obtained when the supplier provides quantity discount.     

Periodic pricing and replenishment policy for continuously decaying inventory with multivariate demand

This paper deals with the joint decisions on pricing and replenishment schedule for a periodic review inventory system in which a replenishment order may be placed at the beginning of some or all of the periods. We consider a single product which is subject to continuous decay and a demand which is a function of price and time, without backlogging over a finite planning horizon. The proposed scheme may adjust periodically the selling price upward or downward that makes the pricing policy more responsive to structure changes in supply or demand. The problem is formulated as a dynamic programming model and solved by numerical search techniques. An extensive numerical study is conducted to attend qualitative insights into the structures of the proposed policy and its sensitivity with respect to major parameters. The numerical result shows that the solution generated by the periodic policy outperforms that by the fixed pricing policy in maximizing discount profit.     

Dynamic inventory and pricing policy in a capacitated stochastic inventory system with fixed ordering cost

We study a dynamic inventory and pricing optimization problem in a periodic review inventory system with setup cost and finite ordering capacity in each period. We show that the optimal inventory control is characterized by an (s,s^′,p) policy in four regions of the starting inventory level.     

A decomposition method using a pricing mechanism for min concave cost flow problems with a hierarchical structure

In this paper we develop a decomposition method using a pricing mechanism which has been widely applied to linear and convex programs for a class of nonconvex optimization problems that are min concave cost flow problems under directed, uncapacitated networks with a hierarchical structure.This paper was completed during the author's stay supported by a Sophia lecturing-research Grant at Sophia University, Tokyo, Japan.     

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.