随机扰动下的库存投资决策模型(英文)

Inventory Investment Decision Model with Stochastic Disturbance

本文讨论的是库存投资的最优决策问题.不同于确定性q理论,对于引入了市场不确定性扰动的库存控制系统,文章建立了库存投资随机优化决策模型.从市场利率波动的角度对库存决策模型进行分析,得出的结论是:小的市场利率的扰动能够提高企业折现利润的预期,进而导致公司库存投资的上升.

In this paper,the problem of decision-making of inventory investment is discussed. Different from the classical deterministic q model.stochastic optimal decision-making models are established in dealing with inventory decision-making when market indeterminate disturbance is introduced into inventory control system. Then we look at the problem from an indeterminate interest rate point of view and derive the conclusion that small indeterminacy of market interest rate will enhance expectancy of firm＇s profit and bring consequently increased inventory investment.