考虑库存能力约束的批量问题与定价的联合决策

Joint Optimal Dynamic Pricing and Lot Sizing Problem with Inventory Capacities

针对多周期离散时间情形,研究了库存能力约束下如何有效地协调定价决策与批量决策,使得企业利润最大化。建立了非线性混合整数规划模型。分析了最优解的特征,详细讨论了子问题的求解方法。提出了基于动态规划的精确算法,可以在多项式时间内求解出联合决策问题的最优定价与最优生产计划。实验结果分析了库存能力与最优利润、最优生产计划之间的关系。

This paper studies coordination of dynamic pricing and lot-sizing problem with inventory capacities for a single product over a finite horizon.The problem is formulated as a non-linear mixed-integer model in which demands are price-sensitive.By introducing the concept of sub-plan,a dynamic programming algorithm is proposed,in which all possible sub-plans are first solved,and then the optimal combination of sub-plans can be obtain by dynamic programming.The optimal pricing and production plan can be obtained in polynomial time.The results show the effect of inventory capacities on the optimal profit or the optimal production plan.