能源回购补偿机制下的联合生产与定价策略

世界经济的快速发展和工业化进程的推进促使各国电力需求激增,电力供需矛盾为能源回购项目的发展提供了条件.考虑能源回购补偿机制下企业生产定价联合决策问题,建立了相应的具有线性需求函数的企业生产定价联合决策模型,研究了引入启动成本和参与能源回购项目得到的经济补偿对企业生产与定价策略性质的影响,并利用k凸函数的概念证明了在线性需求函数的假设下,(s,S,P*)策略为最优生产定价策略.     

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.     

不确定需求与产出供应链回购契约决策

针对市场需求的不确定性和供应商产出产品合格率的不确定性,提出供应商产出量小于销售商订购量时需再生产满足销售商的订购,以及供应商生产过量和回购的产品通过折扣市场出售,建立以供应链期望利润为目标函数,以回购单价为决策变量的供应链回购契约决策模型.通过模型的分析,证明了模型存在最优的期望利润,给出了最优回购单价满足的方程;同时,也证明了最优订购量,最优生产量和销售商最优期望利润是回购单价的增函数.最后,通过算例验证了模型的有效性.     

考虑返回补偿策略的制造与再制造的最优决策

作为减少成本的一种有效方式,近年来,再制造获得了企业越来越多的关注.对于再制造企业,如何有效地返回产品是一个基本的问题,为此,考虑了一个返回补偿策略,即企业支付给愿意返回产品的消费者一个价格补偿.在这个策略下,回收数量是随机需求的一个比例.研究了一个两周期的库存系统,企业需要在每周期初决策新材料的采购数量以及分配给制造和再制造方式的生产数量.通过建立一个三级随机动态规划模型,给出了制造和再制造混合系统对于已实现需求的最优生产策略,同时证明了每个周期的目标函数对于库存补充数量是凸的,进而证明基本的库存策略仍然是最优的.最后从管理者的角度进行了数值分析.     

顾客需求量不确定时生产商的在线数量折扣策略

针对顾客需求量不确定时,生产商为节省库存成本而采用数量折扣策略鼓励零售商提高单次订货量的决策问题,从在线问题与竞争分析的角度出发,设计了平衡策略,并证明了该策略是最优在线数量折扣策略.然后给出了算例,算例表明了无论顾客的需求量如何变化,平衡策略确定出的数量折扣,总能使生产商的成本接近于顾客需求量确定时的最小成本;同时与传统的数量折扣模型进行了对比,说明了在传统的数量折扣模型中做出的决策,往往不是我们所提出的新的评价准则(竞争比)下的最优策略.     

具有定价和开机成本的生产-库存系统的最优(s,d,S)策略

考虑一个具有有限容量和开机成本的连续盘点生产-库存系统, 其控制策略为(s,d,S)策略. 未被满足的需求都会丢失. 当机器处于关闭状态时,库存产品可以两个不同的价格进行销售. 当机器处于开机状态时,库存只能以较高的价格进行销售. 研究了如何发现该系统下的最优(s,d,S)策略,并开发了用于计算最优控制参数的有效算法.     

允许缺货且带数量折扣的腐烂物质库存模型

在短缺量拖后率是等待时间的负指数函数、订购成本是批量的线性函数的条件下,建立了带数量折扣的腐烂物质库存模型,目标是优化总平均利润.在给定销售价格的情况下,证明了库存系统的最优补货策略存在且唯一;且若采用最优补货策略,平均利润函数是销售价格的凹函数;最后给出了模型的算法,并用数值例子说明了模型和算法的有效性.     

考虑回收品品质可靠性的库存管理策略研究

回收品品质下降是一个客观事实,企业为了在成本支付和产品可靠性之间达成均衡,往往需要设置一个回收品可靠性阈值。本文考察电子产品的订购、到达、销售、回收、剔除过程,以新产品订购成本、新旧产品库存持有成本、产品回收成本、回收品检测清洁成本、短缺成本、抛弃成本和潜在风险成本为目标函数,获得“可靠性阈值—补货策略”的近优解。企业案例仿真结果表明,(s,S)补货策略优于(s,Q)补货策略;敏感性分析表明,新产品单位变动成本、新旧产品单位库存成本对企业成本影响较大;基于分析结果,为企业管理决策提出了参考意见。     

一个带有增加量价格折扣的两货栈库存模型

已有的确定性两货栈(其中一个是自己货栈(OW);另一个是租用货栈(RW))库存模型通常不考虑增加量价格折扣,然而在实际生活中,增加量价格折扣却是促使库存管理者加大订货量的一个重要原因.本文通过考虑增加量价格折扣而将两货栈系统作了进一步扩展,在采用间隔式运输模式运送RW的物品到OW的情形下,建立了一个带有增加量价格折扣并允许短缺的两货栈库存模型,提供了一种寻求最优库存策略的简单方法.     

连续时间Markov决策过程的均值-方差优化问题

本文考虑连续时间Markov决策过程折扣模型的均值-方差优化问题.假设状态空间和行动空间均为Polish空间,转移率和报酬率函数均无界.本文的优化目标是在折扣最优平稳策略类里,选取相应方差最小的策略.本文致力于寻找Polish空间下Markov决策过程均值-方差最优策略存在的条件.利用首次进入分解方法,本文证明均值-方差优化问题可以转化为"等价"的期望折扣优化问题,进而得到关于均值-方差优化问题的"最优方程"和均值-方差最优策略的存在性以及它相应的特征.最后,本文给出若干例子说明折扣最优策略的不唯一性和均值-方差最优策略的存在性.     

Optimal pricing and production in an inventory model

This paper deals with the problem of simultaneously determining the optimal price policy and production rate over a given planning horizon. For nonlinear demand functions and convex inventory and shortage cost functions the optimal solution paths are derived by using optimal control theory. The treatment of linear nonsmooth cost functions requires the use of a generalized maximum principle. The solution method is a phase portrait analysis providing insight into the optimal pricing and production policies as well as the resulting inventory paths. Moreover, it is shown that in the case of nonsmooth piecewise linear cost functions the equilibrium is approached within finite time although the model is nonlinear in the control variables. Finally it is illustrated that exogenous fluctuations in the demand rate (seasonal demand pattern) amount to cyclical optimal solutions.     

联合订货下基于ø-散度的多产品库存鲁棒优化模型

针对多产品联合库存决策问题,在市场需求不确定条件下,建立了考虑联合订货成本的多产品库存鲁棒优化模型。针对不确定市场需求,采用一系列未知概率的离散情景进行描述,给出了基于最小最大准则的鲁棒对应模型,并证明了(s,S)库存策略的最优性。进一步,在仅知多产品市场需求历史数据基础上,采用基于ø-散度的数据驱动方法构建了满足一定置信度要求的关于未知需求概率分布的不确定集。在此基础上,为获得(s,S)库存策略的相关参数,运用拉格朗日对偶方法将所建模型等价转化为易于求解的数学规划问题。最后,通过数值计算分析了Kullback-Leibler散度和Cressie-Read散度以及不同的置信水平下的多产品库存绩效,并将其与真实分布下应用鲁棒库存策略得到的库存绩效进行对比。结果表明,需求分布信息的缺失虽然会导致一定的库存绩效损失,但损失值很小,表明基于文中方法得到的库存策略能够有效抑制需求不确定性扰动,具有良好的鲁棒性。     

随机需求下考虑半成品库存的多周期生产决策优化

为了更好地应对需求的不确定性,在需求实现之前,企业既可以生产成品直接满足需求,亦可生产部分半成品,在观察到实际需求之后短时间内迅速完成剩余生产环节以满足需求。未加工的半成品和未售出的成品可用于满足后续周期的需求。作为一种提高生产灵活性的手段,分阶段生产的方式会产生更高的成本。企业需要在成本和灵活性之间作出权衡,优化生产决策。模型通过动态规划的方法,研究需求不确定情况下考虑半成品库存的多周期生产决策问题,通过分析目标函数以及最优值函数的结构性质,推导出最优的多周期生产策略为修正的目标库存策略,并且分析了不同参数对最优策略的影响。     

基于质押贷款下的库存管理问题的研究

库存决策不仅受需求、运输费用、储存费用的影响,而且企业本身的资金状况也会限制企业实施库存管理.以报童模型为原型,讨论了企业存在道德风险的情况下,以仓单质押方式融资的企业的库存管理决策.假设企业是风险中性的并且商品的储存费用不小于商品的处理价格.研究发现,只有质押库存比较小的企业才会用掉所有的贷款限额.并且随着贷款价值比的增加,企业有可能保留部分资金,而使用贷款增加库存.     

存货质押融资模式下的供应链协调

针对供应商、零售商和银行组成的供应链金融系统,研究了存货质押融资模式下的供应链协调。零售商作为中小企业,资金有限,需要向银行申请贷款,然而零售商信用较低难以获得融资。供应商作为供应链的核心企业,采用含有回购价格和回购比例的回购契约为零售商提供担保,使得零售商融资得以实现。分析了不确定需求下供应链金融系统,供应链以及零售商的最优决策,给出了融资情况下供应链协调的条件,指出了在供应链协调情况下批发价格和回购策略对供应链收益分配的影响,说明了回购的作用:一方面使零售商易于获得银行融资,另一方面使供应链协调得以实现,指出了质押率、贷款利率和零售商自有资金等参数对最优决策的影响。数值算例验证了理论分析结果。     

Managing an integrated production inventory system with information on the production and demand status and multiple non-unitary demand classes

In this paper, we study a system consisting of a manufacturer or supplier serving several retailers or clients. The manufacturer produces a standard product in a make-to-stock fashion in anticipation of orders emanating from n retailers with different contractual agreements hence ranked/prioritized according to their importance. Orders from the retailers are non-unitary and have sizes that follow a discrete distribution. The total production time is assumed to follow a k₀-Erlang distribution. Order inter-arrival time for class l demand is assumed to follow a k_l-Erlang distribution. Work-in-process as well as the finished product incur a, per unit per unit of time, carrying cost. Unsatisfied units from an order from a particular demand class are assumed lost and incur a class specific lost sale cost. The objective is to determine the optimal production and inventory allocation policies so as to minimize the expected total (discounted or average) cost. We formulate the problem as a Markov decision process and show that the optimal production policy is of the base-stock type with base-stock levels non-decreasing in the demand stages. We also show that the optimal inventory allocation policy is a rationing policy with rationing levels non-decreasing in the demand stages. We also study several important special cases and provide, through numerical experiments, managerial insights including the effect of the different sources of variability on the operating cost and the benefits of such contracts as Vendor Managed Inventory or Collaborative Planning, Forecasting, and Replenishment. Also, we show that a heuristic that ignores the dependence of the base-stock and rationing levels on the demands stages can perform very poorly compared to the optimal policy.     

Optimal control of an inventory-production system with state-dependent random yield

In this paper we study a single stage, periodic-review inventory problem for a single item with stochastic demand. The inventory manager determines order sizes according to an order-up-to logic and observes a random yield due to quality problems in the production. We distinguish between two different states of the production process combined with different probabilities to produce a defective unit. In order to improve the production process, periodic inspections are conducted and in case of a failure the machine is repaired. Approximations are developed to evaluate the average cost for a given order-up-to level and a given inspection interval and we illustrate the existence of optimal policy parameters. The approximations are tested in a simulation study and reveal an excellent performance as they lead to near optimal policy parameters. Moreover, we decompose the problem and test different methods to compute the policy parameters either sequentially or separately. Our results show that a joint optimization of the inventory and maintenance policy leads to a better system performance and reduced costs.     

Analysis of deteriorating inventory/production systems using a linear quadratic regulator

We consider an inventory-production system where items deteriorate at a constant rate. The objective is to develop an optimal production policy that minimizes the cost associated with inventory and production rate. The inventory problem is first modeled as a linear optimal control problem. Then linear quadratic regulator (LQR) technique is applied to the control problem in order to determine the optimal production policy. Examples are solved for three different demand functions. Sensitivity analysis is then conducted to study the effect of changing the cost parameters on the objective function.     

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.     

Supply chain models for an assembly system with preprocessing of raw materials

In this paper, we investigate the material procurement and delivery policy in a production system where raw materials enter into the assembly line from two different flow channels. The system encompasses batch production process in which the finished product demand is approximately constant for an infinite planning horizon. Two distinct types of raw materials are passed through the assembly line before to convert them into the finished product. Of the two types of raw materials, one type requires preprocessing inside the facility before the assembly operation and other group is fed straightway in the assembly line. The conversion factors are assigned to raw materials to quantify the raw material batch size required. To analyze such a system, we formulate a nonlinear cost function to aggregate all the costs of the inventories, ordering, shipping and deliveries. An algorithm using the branch and bound concept is provided to find the best integer values of the optimal solutions. The result shows that the optimal procurement and delivery policy minimizes the expected total cost of the model. Using a test problem, the inventory requirements at each stage of production and their corresponding costs are calculated. From the analysis, it is shown that the rate and direction change of total cost is turned to positive when delivery rates per batch reaches close to the optimal value and the minimum cost is achieved at the optimal delivery rate. Also, it is shown that total incremental cost is monotonically increasing, if the finished product batch size is increased, and if, inventory cost rates are increased. We examine a set of numerical examples that reveal the insights into the procurement-delivery policy and the performance of such an assembly type inventory model.