开关式EOQ模型的最优控制策略研究

Optimal Stochastic Control Policy for on-off EOQ Model

研究了市场需求服从Wiener过程的开关式EOQ模型的最优存货策略问题。通过分析销售利润的构成因素,建立了企业的平均期望效益模型,运用随机分析的方法,得到了该效益的具体函数式,并进一步得出了最优控制策略及相应的最大效益。最后针对具体的市场参数进行了算例分析。

On-off EOQ model plays an important role in inventory problem of a sale firm.Traditional model only considers how to minimize the system costs,while neglicts how to maximizes its profits.On the basis of analyzing the system costs,this paper proposes a new form of the average expected profits.In order to obtain the maximum of this profits.by using optimal stochastic control theory,we get the optimal policy and its corresponding profits value.Furthermore,we present numerical examples for some concrete parameters.