原材料采购问题的占线竞争策略分析

Online competitive strategy for raw materials procurement

研究的是价格不确定条件下的原材料采购问题.在实际的原材料采购决策中,经常会遇到如下情形:特定时间内某原材料的价格随时间的变动具有不可预期性,同时该原材料具有固定的需求消耗.为了最小化采购费用,我们需要在满足需求的条件下确定在什么时间,以什么价格以及采购多少的决策问题.以往的研究一般都是假设采购价格是随机波动的,而实际情况中价格常常是不可随机观测的.本文从占线理论出发考虑了原材料占线采购问题,设计了一个竞争策略,证明了相应的竞争比,该竞争比结果优于已有结果.

This paper analyzes the problem of raw material procurement under the price uncertainty. The scenario that the price of some kinds of materials vary with time unexpectedly and the materials have the stable consumption of demand at the same time is encountered constantly in practical material procurement. Meanwhile, in order to minimizing the cost of procurement, we need to make the decisions of when we should procure and how much materials we should buy with how much price we should pay under the condition of meeting demand. A general hypothesis in the most previous studies is that the price of procurement follows a certain distribution. However, price mostly cannot be clearly described in practical situations. Considering the material online procurement problem from online theory in this paper, a competitive strategy is proposed and we prove the ratio is better than the existed results.