控制与决策
控製與決策
공제여결책
CONTROL AND DECISION
2013年
5期
657-663
,共7页
库存控制%退货处理%更新过程%布朗运动%Kella-Whitt鞅
庫存控製%退貨處理%更新過程%佈朗運動%Kella-Whitt鞅
고존공제%퇴화처리%경신과정%포랑운동%Kella-Whitt앙
inventory control%returns disposal%renewal process%Brownian motion%Kella-Whitt martingale
随机退货会导致库存增加,为了控制库存位于某一合理区间内,在假设库存水平的动态变化由布朗运动描述条件下,利用更新过程和鞅理论构建了提前期为随机时系统的期望折扣总费用(包括库存、短缺、补货和处理费用)模型,并在此基础上,采用交叉熵法确定最优的产品补充和退货处理策略.最后通过仿真实验分析了系统参数变化对最优控制策略和期望折扣总费用的影响.
隨機退貨會導緻庫存增加,為瞭控製庫存位于某一閤理區間內,在假設庫存水平的動態變化由佈朗運動描述條件下,利用更新過程和鞅理論構建瞭提前期為隨機時繫統的期望摺釦總費用(包括庫存、短缺、補貨和處理費用)模型,併在此基礎上,採用交扠熵法確定最優的產品補充和退貨處理策略.最後通過倣真實驗分析瞭繫統參數變化對最優控製策略和期望摺釦總費用的影響.
수궤퇴화회도치고존증가,위료공제고존위우모일합리구간내,재가설고존수평적동태변화유포랑운동묘술조건하,이용경신과정화앙이론구건료제전기위수궤시계통적기망절구총비용(포괄고존、단결、보화화처리비용)모형,병재차기출상,채용교차적법학정최우적산품보충화퇴화처리책략.최후통과방진실험분석료계통삼수변화대최우공제책략화기망절구총비용적영향.
Stochastic returns can lead to the increase of inventory. In order to keep the inventory level between a reasonable interval, under the assumption that the inventory level is expressed as a Brownian motion(BM), the total expected discounted cost(including inventory, shortage, replenishment and disposal cost) model is established by utilizing renewal process and martingale theorems for some random lead times. Subsequently, the cross-entropy method is applied to obtain the optimal replenishment and disposal policies are returned. Numerical results illustrate the effect of system parameters on the optimal control policies and the total expected discounted cost.
