考虑风险偏好的动态生产库存问题的鲁棒优化模型

Robust Optimization Model of Dynamic Production and Inventory Management Considering Risk Preference

不同阶段需求不确定情况下,决策者的风险偏好和生产过程中的废品处理影响着供应链生产库存管理和供应链整体效益。本文考虑决策者风险偏好下,构建了包含I个生产者企业,一个库存点和一个废物处理基地的T阶段动态供应链生产库存框架,建立了椭球型需求不确定集下,以追求整体收益最大化为目标的不确定优化模型,并应用鲁棒优化理论得到了数据确定性线性鲁棒对应模型,讨论了模型解的可靠性和有效性。最后的算例表明,只有当决策者风险偏好参数在一定范围内时,才会存在满足条件且具有较高可靠性的鲁棒决策,验证了该鲁棒优化模型的合理性。

Under the circumstance of demand uncertainty in diverse stages , the production and inventory man-agement and the entire benefits of supply chain are affected by the risk preference of decision makers and the waste disposal during productive process .Taking the risk preference of decision makers into account , this paper constructs a framework of the T-stage dynamic production and inventory of the supply chain , and this framework contains I-producer enterprises , one warehouse and one Waste Disposal Site Base （ WDB）; then the uncertainty optimization model which aims at maximizing overall revenue is established based on the ellipsoidal set of uncer -tain demand.By using the robust idea , we translate the uncertain optimization model into one deterministic linear robust counterpart .We also discuss the reliability and validity of the model .The final numerical results show that there are robust strategies with high reliability only when the parameter of risk preference is valued in a particular range.It also proves the reasonability of this robust optimization model .