随机退货环境下最优补货和处理控制策略被引量：2

Optimal replenishment-disposal control policy under stochastic returns

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摘要随机退货会导致库存增加,为了控制库存位于某一合理区间内,在假设库存水平的动态变化由布朗运动描述条件下,利用更新过程和鞅理论构建了提前期为随机时系统的期望折扣总费用(包括库存、短缺、补货和处理费用)模型,并在此基础上,采用交叉熵法确定最优的产品补充和退货处理策略.最后通过仿真实验分析了系统参数变化对最优控制策略和期望折扣总费用的影响. Stochastic returns can lead to the increase of inventory. In order to keep the inventory level between a reasonable interval, under the assumption that the inventory level is expressed as a Brownian motion（BM）, the total expected discounted cost（including inventory, shortage, replenishment and disposal cost） model is established by utilizing renewal process and martingale theorems for some random lead times. Subsequently, the cross-entropy method is applied to obtain the optimal replenishment and disposal policies are returned. Numerical results illustrate the effect of system parameters on the optimal control policies and the total expected discounted cost.

作者娄山佐田新诚吕文

机构地区山东大学控制科学与工程学院烟台大学数学与信息科学学院

出处《控制与决策》 EI CSCD 北大核心 2013年第5期657-663,670,共8页 Control and Decision

基金国家科技重大专项基金项目(2010ZX04001-161) 国家863计划项目(2012AA041307) "泰山学者"建设工程专项经费项目济南市高校自主创新计划基金项目

关键词库存控制退货处理更新过程布朗运动 Kella-Whitt鞅 inventory control： returns disposal renewal process： Brownian motion： Kella-Whitt martingale

分类号 F253.4 [经济管理—国民经济] N945.12 [自然科学总论—系统科学]

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