能源回购补偿机制下基于无限阶段折扣准则的最优生产与库存策略

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。为能够实现错峰用电和缓解能源需求的紧张,能源回购项目在每个阶段出现能源短缺时,将根据短缺的不同程度为限产(或停产)企业提供了金额不同的资金补偿。因此,在该能源回购补偿机制下,企业需要确定每个阶段是否参加能源回购项目及其相应的生产库存策略,来实现其期望折扣成本的最小化。本文研究了能源回购补偿机制下企业以最小化期望折扣成本为目标的无限阶段最优生产/库存策略。引入启动成本和多个能源需求状态的资金补偿水平后,在合理的假设条件下,证明了每个阶段生产商的最优生产/库存策略在高峰状态为(sⁱ,S)策略,在非高峰状态为(s⁰,S,A)策略。

Optimal Production-inventory Policy under an Energy Buy-back Program over an Infinite Planning Horizon

Due to the rising power demand with the rapid development of economics and enhancement of industrialization, the contradiction between supply and demand provides energy buy-back programs with great opportunities. Such programs, when activated, offer certain amount of financial compensations to participants for reducing their energy use, and aim to encourage participants to shift their electricity usage from peak to non-peak time. Hence, a manufacturer has to deal with the balance between receiving financial compensations from participation by reducing production and increasing sales from satisfying customers' demands through production/inventory. This paper studies a periodic review production/inventory control problem under an energy buy-back program over an infinite planning horizon. With the introduction of a fixed setup cost and compensation levels corresponding to different market states, we intend to identify the optimal production/inventory policy in order to minimize the discounted cost. Under mild assumptions, it is shown that such an optimal inventory policy is state dependent, and is of either an(sⁱ,S)or(s⁰,S,A)type by using Veinott's conditions.