A comparison of average and discounted cost models for the dynamic lot size inventory problem

It is a common practice in the inventory literature to use average cost models as approximations to the theoretically correct discounted cost models. An average cost model minimizes the average undiscounted cost per period, while a discounted cost model minimizes the total discounted cost over the problem horizon. This paper attempts to answer an important question: How good are the results (the total discounted costs) for the average cost models compared to those for the discounted cost models? This question has been conclusively answered for the simplest inventory model where the demand rate and other parameters are assumed to remain constant in time. This paper addresses this issue for the first time for the case where demand rates are allowed to be nonstationary in time.A discounted cost model has been developed in the paper to carry out this comparison. It is shown that a simple dynamic programming algorithm can be used to find optimal order policies for the discounted cost model.The effect of the varying interest rates and other parameters on the relative performance of the average cost model has been studied by developing an insightful analysis and also by doing a computational study. The results show that, while the average cost model can cost as much as about 26% more than the discounted cost model in extreme cases, this increase is not significant for the parameter values in the range of the common interest.     

贫信息背景下朱兰质量成本灰色GM(1,1)测算模型

朱兰曲线将质量总成本表示为质量投入与直接质量损失的合成.针对不同质量水平下的质量成本变化趋势,建立保证成本和故障成本的正负指数模型来确定最佳质量成本.灰色均值GM(1,1)测算模型可以同时克服"少数据""贫信息"的缺陷,更加精确地拟合质量成本的变动趋势.与指数函数模型模拟效果进行对比,结果表明灰色系统理论系列模型具有较高的预测精度,将指数函数模型和灰色GM(1,1)模型结合起来可以为企业提高质量管理水平尤其是质量成本管理提供依据和指导.     

信息成本、博弈规则与经济效率:兼议国有资产运营的制度选择

本文假设委托人或监督人能够以一定成本收集信息从而能依一定概率观察到影响委托人报酬的生产力水平 ,研究了存在信息传递成本的多委托人模型、零信息传递成本的多委托人模型和委托人 -监督人 -代理人模型 ,比较了不同的博弈规则或制度安排在均衡状态下的信息分布与经济体效率 .本文的研究结论表明 ,给定委托人或监督人的信息成本与信息处理能力 ,博弈规则是决定信息分布与经济体效率的关键因素 .存在信息传递成本时 ,由于坐便车行为 ,信息分布的不对称程度最为严重 ,也具有最低的效率 .零信息传递成本的多委托人模型中 ,信息不对称程度最弱 ,并且在很弱的条件下具有最高的效率 .委托人 -监督人 -代理人模型中 ,仅当监督人具有充分低的信息收集成本和充分高的信息处理能力时 ,才有可能具有较高的效率 .就本文的模型所支持的结论而言 ,国有企业的公司制改造 ,并降低资本市场传递与处理信息的成本 ,是更富于效率的一种制度安排 .相反 ,由于作为监督者的国有资产管理部门并不佣有产权 ,它没有足够的动机去认真履行监督职责 ,同时 ,诱导监督者其不与代理人串通作弊的成本之高昂 ,都将进一步降低这种制度安排下国有资产运营的效率 .     

An analytical method for cost analysis in multi-stage supply chains: A stochastic network model approach

This paper studies the cost distribution characteristics in multi-stage supply chain networks. Based on the graphical evaluation and review technique, we propose a novel stochastic network mathematical model for cost distribution analysis in multi-stage supply chain networks. Further, to investigate the effects of cost components, including the procurement costs, inventory costs, shortage costs, production costs and transportation costs of supply chain members, on the total supply chain operation cost, we propose the concept of cost sensitivity and provide corresponding algorithms based on the proposed stochastic network model. Then the model is extended to analyze the cost performance of supply chain robustness under different order compensation ability scenarios and the corresponding algorithms are developed. Simulation experiment shows the effectiveness and flexibility of the proposed model, and also promotes a better understanding of the model approach and its managerial implications in cost management of supply chains.     

Measuring efficiency at U.S. banks: Accounting for heterogeneity is important

Estimates of bank cost efficiency can be biased if bank heterogeneity is ignored. I compare X-inefficiency derived from a model constraining the cost frontier to be the same for all banks in the U.S. and a model allowing for different frontiers and error terms across Federal Reserve Districts. I find that the data reject the single cost function model; X-inefficiency measures based on the single cost function model are, on average, higher than those based on the separate cost functions model; the distributions of the one-sided error terms are wider for the single cost function model than for the separate cost functions model; and the ranking of Districts by the level of X-inefficiency differs in the two models. The results suggest it is important when studying X-inefficiency to account for differences across the markets in which banks are operating and that since X-inefficiency is, by construction, a residual, it will be particulary sensitive to omissions in the basic model.     

提前期不确定条件下的预防性维修备件存储模型研究

在考虑预防性维修周期和提前期不确定的条件下,分别研究备件存储与其相关的维修费用、缺货费用、库存费用以及订购费用等四种费用之间的关系,明确了备件存储量对各项费用的影响.以各项费用总和最小化为目标,构建了提前期不确定条件下的预防性维修备件存储模型.通过备件存储模型的构建,对备件存储过程中的各项成本进行分析,以期对备件库存策略的确定给出一种解决方案.     

带有交易费用和持有成本的局内采购管理模型竞争分析

采购管理是企业经营活动的一个重要组成部分,更加有效的采购管理策略可以大大减少采购费用,对于企业的经营业绩非常重要。在现实的经济活动中交易费用和持有成本在企业管理费用中占很大一部分比率,而采购过程影响着交易费用和持有成本。所以在前人研究的基础上,将交易费用和持有成本引入到局内采购管理模型中,使得运用该策略无论以后采购价格如何变化,局内人的采购成本总是对应局外问题最优采购成本的一定比例c之内,并得到c与原模型相同。但是引入交易费用和持有成本后每天的采购量将发生变化,原模型是在不考虑交易费用和持有成本的前提下得得到的每天采购量和最优竞争比,如果考虑到现实经济活动中不可忽略的交易费用和持有成本,仍然按照原模型来确定每天的采购量来采购就不能得到最优竞争比c。所以本文考虑到了交易费用和持有成本,并得到和原模型不同的每天采购量,并求出最优竞争比c。     

Capacitated location model with online demand pooling in a multi-channel supply chain

This paper presents a location model that assigns online demands to the capacitated regional warehouses currently serving in-store demands in a multi-channel supply chain. The model explicitly considers the trade-off between the risk pooling effect and the transportation cost in a two-echelon inventory/logistics system. Keeping the delivery network of the in-store demands unchanged, the model aims to minimize the transportation cost, inventory cost, and fixed handling cost in the system when assigning the online demands. We formulate the assignment problem as a non-linear integer programming model. Lagrangian relaxation based procedures are proposed to solve the model, both the general case and an important special case. Numerical experiments show the efficiency of our algorithms. Furthermore, we find that because of the pooling effect the variance of in-store demands currently served by a warehouse is an important parameter of the warehouse when it is considered as a candidate for supplying online demands. Highly uncertain in-store demands, as well as low transportation cost per unit, can make a warehouse appealing. We illustrate with numerical examples the trade-off between the pooling effect and the transportation cost in the assignment problem. We also evaluate the cost savings between the policy derived from the model, which integrates the transportation cost with the pooling effect, and the commonly used policy, which is based only on the transportation cost. Results show that the derived policy can reduce 1.5–7.5% cost in average and in many instances the percentage of cost savings is more than 10%.     

Designing a new computational approach of partial backlogging on the economic production quantity model for deteriorating items with non-linear holding cost under inflationary conditions

This paper discusses the production inventory model over an infinite time horizon. Here we consider demand as a function of stock and time. Deterioration is a function of time and time-varying production. Our objective is to minimize the total cost which is a function of set up cost, holding cost, shortage cost, and opportunity cost due to lost sales. The traditional costs such as purchasing cost, shortage cost and opportunity cost due to lost sales are kept constant. We consider holding cost to be a non-linear function of time. Shortages are allowed and are partially backlogged. Here, time durations are the decision variables. Numerical examples are given to illustrate the model.     

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。     

Reliability and cost analysis of series system models using fuzzy parametric geometric programming

In this paper, we have discussed series system models with system reliability and cost. We have considered two types of the model; the former focuses on a problem of optimal reliability for series system with cost constraint and the latter is a center system cost model with reliability goal. It is necessary to improve the reliability of the system under limited available cost of system and also to minimize the systems cost subject to target goal of the reliability. Practically, cost of components has always been imprecise with vague in nature. So they are taken as fuzzy in nature and the reliability models are formulated as a fuzzy parametric geometric programming problem. Numerical examples are given to illustrate the model through fuzzy parametric geometric programming technique.     

报童模型的最优解及其解空间研究

文章从经典报童模型出发,找到了使收益最大化的报童模型最优解及其存在的解空间。在分析最优解存在条件的基础上,研究了单位生产成本和单位缺货惩罚成本对最优解的解空间的影响。在此基础上,进一步分析了如何通过控制单位生产成本和单位缺货惩罚成本,影响最优解存在条件的方法。最后,在该领域其他学者的实际算例的基础上,提出了分别通过调节单位生产成本和单位缺货惩罚成本,以及同时调节单位生产成本和单位缺货惩罚成本,从而影响企业生产决策的三种方法。文章结果可以指导相关学者选择适当的报童模型算例,且实际算例表明该方法在企业管理方面也有较好的效果和应用前景。     

树形供应链中断风险应急模型研究

基于战略应急库存与实物期权组合策略,设计了树形供应链中断风险应急模型,并通过求解模型得到系统最优策略.应急模型既考虑了风险防范与应急供应所引发的成本,同时考虑了供应链系统中断导致的损失收益.最后进行了仿真分析,结果表明应急模型能够显著降低树形供应链系统的中断风险成本与系统中断时间.     

产品开发费用估算模型研究

对于大型复杂项目 ,开发费用是总体费用的一个重要组成部分 .近年来 ,开发费用的估算日益受到重视 .在总结了现有的开发费用估算模型 ,并对这些模型进行了比较与讨论 .在对开发费用的 Weibul分布曲线进行分析和研究后 ,针对开发费用的 Weibul分布曲线拟合的局限 ,提出了开发费用的 Weibul分布累积曲线拟合模型 ,给出了模型使用的条什 .最后 ,给出了模型分析的一个实例     

作业成本法数学模型的创新

随着企业产品价格竞争愈演愈烈，成本的合理分配、计算日显重要，但在间接费用的分摊上，传统成本会计对成本信息反映失真的局限性日益显露，会计理论界和实务界开始寻求一种新的准确的成本计算方法，作业成本法应运而生。本将由作业成本法基本原理推导出其数学模型，并将对其数学模型进一步改进，建立比较数学模型。使作业成本法向实际应用更进一步。     

多目标应急物流中心选址的鲁棒优化模型

针对重大突发事件的应急物资救援,研究了应急物流中心的选址及应急物资的调运问题。利用离散的情景集合描述受灾点应急物资需求的不确定性以及应急物资运输成本和运输时间的不确定性,同时考虑应急救援成本和应急救援时间两个目标,建立了多目标应急物流中心选址的确定型模型和鲁棒优化模型。为将多目标问题转化为单目标问题,利用成本单目标和时间单目标的最优结果将多目标转化为相对值再加权处理,该方法既可消除多个目标之间的单位及数量级差异,还可以根据问题的数据变化进行动态调整。以提供应急物资救援服务的设施作为编码,设计了一种通用的混合蛙跳算法。为检验模型和算法的有效性,设计了一个多情景的算例,结果表明两个模型和算法具备良好的可行性和有效性,且鲁棒优化模型能较好地保持对各种不确定性的抗干扰能力;最后,讨论分析了成本偏好权重和鲁棒约束系数的影响,结果表明可根据成本偏好权重的取值范围来区分各种应急救援阶段,体现不同救援阶段的救援要求及特征,并给出了成本偏好权重和鲁棒约束系数的取值建议。     

中国粮食成本收益的VEC模型研究

本文采用了计量经济学方法,利用协整理论和向量误差修正(VEC)模型,对中国粮食成本收益与粮食每亩生产成本、生产资料价格、粮价水平,以及政策支持之间的相互影响及关系进行了实证研究。同时构建VEC非结构化模型进行了各变量的预测,模型短期预测结果显示出较高的预测精度,中长期预测结果也显示出较好的预测稳定性和趋势性。模型填补了我国粮食成本收益建模研究方面的空白。     

基于区间意见的非对称最小成本共识决策问题研究

针对已有共识模型大多是基于精确意见且未考虑决策者意见调整方向约束的不足,引入区间型意见,从最优化角度研究了非对称调整成本下的群决策共识模型。首先,基于区间意见构建了非对称最小成本共识模型。其次,考虑到决策者对不同共识水平的实际需求,通过引入软共识测度,提出了基于区间长度的决策者权重分配方法,据此构建了基于区间意见的非对称最小成本软共识模型。最后,通过政府与污染企业之间关于污染减排决策的实例验证了模型的有效性,并进行了灵敏度分析与比较研究。结果表明:(1)同精确值信息相比,区间意见能够缩减共识成本;(2)与对称成本共识模型相比,非对称调整成本的总共识成本不会随着单位调整成本的增加而无限增大。     

考虑商品数量和商品拣选成本的AGV智能仓库订单分批问题研究

AGV(Automated Guided Vehicle,自动导引车)智能仓库是一种基于“货到人”拣选模式的自动化仓库。本文考虑了订单中商品的需求量和货架上商品的存储量,以极小化货架搬运成本和商品拣选成本为目标,建立了AGV智能仓库订单分批问题的整数规划模型。本文针对订单分批问题的特点,提出了一种基于订单和货架交替选择的贪婪求解算法。对比CPLEX求解器的精确最优解,本文提出的贪婪算法的误差百分比不超过10%,平均误差百分比为5.38%;对比基于相似性的分批算法的求解结果,本文提出的贪婪算法不仅运算时间更短,解的质量也更好。进一步地,对比不考虑商品拣选成本的订单分批模型,本文提出的模型在不明显增加货架搬运成本的前提下,可以大幅度降低商品拣选成本。因此,在订单分批模型中考虑商品拣选成本是非常必要的。     

Integrated vendor–buyer cooperative inventory models with controllable lead time and ordering cost reduction

This study deals with the lead time and ordering cost reduction problem in the single-vendor single-buyer integrated inventory model. We consider that buyer lead time can be shortened at an extra crashing cost which depends on the lead time length to be reduced and the ordering lot size. Additionally, buyer ordering cost can be reduced through further investment. Two models are presented in this study. The first model assumes that the ordering cost reduction has no relation to lead time crashing. The second model assumes that the lead time and ordering cost reduction are interacted. An iterative procedure is developed to find the optimal solution and numerical examples are presented to illustrate the results of the proposed models.