带两优先级需求的库存系统的最优策略

Optimal Policies for Inventory Systems with Two Priority Demand Classes

考虑带两优先级需求的周期检查库存:确定的高优先级需求,缺货部分按照缺货量实行赔偿;随机的低优先级需求,缺货部分视为需求损失.给出了有限周期下库存的动态规划模型,研究了最优策略的结构(即什么时候订货,订货量以及如何满足不同的需求),结果表明最优订货量和配给策略依赖于状态,不是简单的库存策略.

We consider a periodic review inventory system with two priority demand classes, one deterministic and other stochastic. The units of deterministic demand that are not satisfied will be punished in terms of the quantity, and the units of stochastic demand that are not satisfied are treated as lost sales. We propose a finite-horizon dynamic programming model, and characterize the structure of the optimal policy （include when to order, order quantity and how to fill the different demand）. We show that the optimal order quantity and rationing policy are state dependent and do not have a simple structure.