基于极大熵的单周期产品库存模型

An Inventory Model of Single Period Products Based on Maximum Entropy Formulism

研究具有自由需求分布的单周期问题。建立基本库存模型,给出期望利润表达式,运用极大熵准则确定需求的最可几分布,从而建立单周期产品库存模型,并得出最优订货批量。利用算例将该模型与Scarf订货规则和正态分布假设进行比较。结果表明,基于极大熵准则的库存模型能够获得更多的期望利润。

The single period product inventory problem is addressed under the assumptions that demand distribution is unknown, but its mean and standard deviation are known. To minimize the inventory cost, a basic inventory model for this problem is presented. By using the maximum entropy principle, the most probable demand distribution can be found. With the demand distribution found ,the basic inventory model can be solved by determining the most economical lot size. Numerical results show that more expected profit can be obtained by the proposed method than that by Scarf＇s ordering rule with normal distribution assumption.