单一变质性物品扩散型随机库存系统的风险初探

Preliminary Insight into the Risk of One Decomposable Product Stochastic Diffusion Inventory System

分析了单一变质性物品扩散型随机库存系统的风险 ,并将系统风险的确定归结为转移概率密度的确定 ,然后借助于数学变换和数学物理方程中的特殊函数确定出转移概率密度 。

We analyze the risk of one decomposable product stochastic diffusion inventory system and then we attribute the computation of the risk to the determination of transition probability density. With the aids of a series of mathematical transformations and special functions of mathematical physics, we obtain the transition probability density finally. Consequently we calculate the risk of the inventory system.