期刊文献+

基于多元马氏需求转移特征的多产品库存优化策略研究 被引量:4

Optimal Inventory Policy for Multiple Products with the Multivariate Markovian Demand Transition Characteristics
下载PDF
导出
摘要 本文研究具有多元马氏需求转移特征的多产品库存模型的优化问题。首先以多元马尔可夫模型为理论导向,建立多产品马尔可夫需求预测模型,并通过该模型确定了各种产品需求间的关系。进而在此关系的理论基础上,建立了多产品库存模型,并给出其最优(Q,R)策略。 This paper studies the optimal inventory policy for multiple products with multivariate Markovian demand transition characteristics. Based on the multivariate Markovian model, the paper first establishes the demand forecast model for multiple products, and constructs the demand relationships among multiple products. Then, based on these relationships proposes a multi-product inventory model and its optimal (Q,R) policy.
出处 《预测》 CSSCI 北大核心 2014年第6期54-59,共6页 Forecasting
基金 国家自然科学基金资助项目(71372154) 海南省高等学校科学研究基金资助项目(HJKJ2012-42)
关键词 随机需求 多元马氏链 需求预测模型 (Q R)库存策略 stochastic demand multivariate Markov chain demand forecasting model (Q,R) inventory policy
  • 相关文献

参考文献19

  • 1Dvoretzky A, Kiefer J, Wolfowitz J. The inventory prob- lem: case of known distributions of demand [ J ]. Econo- metrica: Journal of the Econometric Society, 1952, 20 (2) : 187-222.
  • 2Veinott A F. Optimal policy for a multi-product, dynamic, nonstationary inventory problem [ J ]. Management Science, 1965, 12(3) : 206-222.
  • 3Topkis D M. Optimal ordering and rationing policies in a nonstationary dynamic inventory model with n demand classes[J]. Management Science, 1968, 15(3): 160-176.
  • 4Lau H S, Lau A. The newsstand problem: a capacitated multiple-product single-period inventory problem [ J ]. European Journal of Operational Research, 1996, 94 (1) : 29-42.
  • 5Lau H S, Lau A. The multi-product multi-constraint newsboy problem: applications, formulation and solution [ J ]. Journal of Operations Management, 1995, 13 (2) : 153-162.
  • 6Ghalebsaz J B, Shuhes B C, Haji R. A multi-product continuous review inventory system with stochastic demand, backorders, and a budget constraint[ J]. Euro- pean Journal of Operational Research, 2004, 158 ( 2 ) : 456-469.
  • 7Shao Z, Ji X. Fuzzy multi-product constraint newsboy problem [ J]. Applied Mathematies and Computation, 2006, 180( 1 ) : 7-15.
  • 8Schrijver S K, Aghezzaf E H, Vanmaele H. Aggregate constrained inventory systems with independent multi- produet demand:control practices and theoretical limita- tions[J]. International Journal of Production Economics, 2013, 143(2) : 416-423.
  • 9段喆,朱道立.多阶段多产品供应量分配的综合模型[J].系统工程,2004,22(6):21-24. 被引量:27
  • 10秦进,史峰,缪立新,谈贵军.考虑随机需求和库存决策的多商品物流网络设计的优化模型与算法[J].系统工程理论与实践,2009,29(4):176-183. 被引量:20

二级参考文献78

共引文献73

同被引文献27

  • 1Raitery A E. A model ior high-order Markov chains[J]. Journal of the Royal Statistical Society Series B (Methodological), 1985,47(3) : 528-539.
  • 2Raftery A, Tavare S. Estimation and modeling repeated patterns in high order Markov chains with the mixture transition distribution model[J]. Applied Statistics,1994,43(1) :179-199.
  • 3Berchtold A, Raftery A E. The mixture transition distribution model for high-order Markov chains and non-Gaussian time series[J]. Sta- tistical Science, 2002,17(3) : 328-356.
  • 4Ching W K, Fung E S, Ng M K. A multivariate Markov chain model for categorical data sequences and its applications in demand predic- tions[J]. IMA Journal of Management Mathematics, 2002,13(3) : 187-199.
  • 5Yang H, Li Y, Lu L. First order multivariate Markov chain model for generating annual weather data for Hong Kong[J]. Energy and Buildings,2011,43(9) :2371-2377.
  • 6Siu T K, Ching W K, Fung S E. On a multivariate Markov chain model for credit risk measurement[J]. Quantitative Finance, 2005,5 (6):543-556.
  • 7Ching W K, Fung E S, Ng M K. Higher-order Markov chain models for categorical data sequences[J]. Naval Research Logistics (NRL) ,2004,51(4) :557-574.
  • 8Ching W K, Ng M K. Markov chains: Models, algorithms and applications[M]. New York: Springer,2006.
  • 9Ching W K, Ng M K, Fung E S. Higher-order multivariate Markov chains and their applications[J]. Linear Algebra and its Applica- tions,2008,428(2) :492-507.
  • 10Raftery A E. A model for high - order Markov chains [ J ]. Journal of the Royal Statistical Society. Series B(Methodological) , 1985,47 ( 3 ) : 528 - 539.

引证文献4

二级引证文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部