CAJ | 학술논문

研究了损失最小情况下的连锁店最优库存策略问题。考虑需求为一个常时间函数与一个复合Pois－son跳扩散随机过程之和，基于期望成本最小，建立了多种商品具有固定订购成本，且到货时间随机的最优库存模型。然后针对到货时间服从均匀分布的特殊情形，给出了一个算法，并且得到了用此算法求解的牛顿迭代公式。最后给出了此算法的模拟应用。
연구료손실최소정황하적련쇄점최우고존책략문제。고필수구위일개상시간함수여일개복합Pois－son도확산수궤과정지화，기우기망성본최소，건립료다충상품구유고정정구성본，차도화시간수궤적최우고존모형。연후침대도화시간복종균균분포적특수정형，급출료일개산법，병차득도료용차산법구해적우돈질대공식。최후급출료차산법적모의응용。
In this article, we discussed the optimize storage policy of multiple shops on the base of minimum cost.The store-house of which space is limited must be filled to the full when the products are carried at stochastic time.The demands are made up of a constant continuous demand and a compound Poisson jump diffusion demand process.Assuming the ordering cost is fixed, we construct the optimize inventory model of multi-merchandise under the condition of minimized expected cost and stochastic lead times.Then we give an algorithm when lead time is uniform distribution ,and we have the Newton iterative for-mula of the algorithm .Moreover, an example of two sorts of merchandise is given which verifies the feasibility of the algo-rithm.