随机订货成本扰动下零售商鲁棒与机会约束订货策略

Stochastic Order Cost Disturbance

文章在随机需求环境下考虑了企业的融资难现状,研究了资金约束零售商在突发事件影响下的随机订货成本分布不确定且发生扰动时的多产品订货行为。构建了资金约束零售商受随机订货成本扰动情形下的多产品鲁棒订货模型与机会约束订货模型,将含扰动项的多产品订货资金约束问题转化为可求解的SOCP锥约束问题,结合算例求解分析了上述两种模型中零售商的最优策略,并与随机订货成本分布已知但无扰动情形下资金约束零售商的订货行为进行了比较。

Considering the enterprises＇ financing difficulties under stochastic demand environment, we study the retailer＇s multi- products order behavior with budget constrained, given ordering cost is a random variable has uncertainty distribution and disturbance affected by the event of an emergency. This paper constructs robust order model and Chance Constrained ordering model with stochastic order cost disturbance, and convert these constrained problem into a SOCP cone constrained problem can be solved. At last, we analyze the optimal strategies of retailers in the above two model combined with example, comparing the result with no disturbance case. This study provides a basis for enterprises to make optimal decision under the double constraints of stochastic order cost disturbance and the budget constrained.