一种不确定需求下库存定价模型的鲁棒优化方法

A Robust Optimization Approach to Inventory and Pricing Coordination Problems with Demand Uncertainty

本文研究了不确定需求下一种多阶段定价与库存控制相协调的供应链模型,把扰动参数的不确定性处理为在已知集合内变化扰动.针对不确定参数取值的几种集合情况下,应用鲁棒优化技术将不确定库存.定价模型转化为可求解的鲁棒模型.最后进行了数值实验,对结果进行了分析.

In this paper,we study the multiperiod inventory ＆ pricing coordination problem（IPC）with uncertain demand.We propose a way of expressing the disrupted parameters by restricting them to some given set.Then,applying the roust optimization techniques, we transform the uncertain IPC problem into a solvable robust counterpart,and present several different types of RCs.Finally,the numerical experiments were given out.