马氏需求和随机供应下的订货和定价问题

考虑到零售商的固定订货费用以及在供应商供货不确定因素的影响下,研究了零售商的联合定价和订货问题.在一定的条件下,以极大化销售周期中的利润为准则,证明了零售商联合订货和定价最优策略的存在性,并且得到了最优策略具有$(s,S,p)$的结构.分析了供货的不确定性对最优策略的影响,特别是零售商所获得的最大利润与得到供货的概率成正比的关系,即每阶段得到货的概率越大,零售商获得的利润越多.

JOINT REPLENISHMENT AND PRICING FOR INVENTORY SYSTEM WITH RANDOM SUPPLY AND MARKOV-MODULATED DEMAND

This paper is concerned with the problem of joint replenishment and pricingfor a single product with fixed ordering costs and random supply ina fluctuated environment. Assume that the environment comprises aMarkov chain and that all of the parameters are dependent on theenvironment state, such as supply, demand and cost structure, theobjective is to maximize the total profit during the whole saleshorizon by choosing an appropriate replenishment and pricing policy. Under mild conditions,it is shown that the form of the optimal ordering and pricing policyhas an $(s,S,p)$-type. Moreover, the operational effectsof random supply on the optimal policy is analyzed, and it is proven that the optimalprofit is increasing with the probability of receiving the orders.