带有多元马氏需求的多产品报童模型

发布时间：2018-07-15 07:25

【摘要】：考虑具有多元马氏需求特征的多产品库存报童模型的优化问题。本文利用多元马尔可夫过程描述多产品需求的内在运动的统计规律性,并根据其运动特征提出带有多元马氏需求的多产品报童模型。在新的多产品报童模型的理论框架下,研究了多产品库存系统的最优订购策略,并利用需求状态的截尾概率、双面因子及需求间关联性的强弱分析了该模型最优解的性质。模型的结论表明:最优订购策略和最优期望利润与截尾概率的关系为正相关,与双面因子的关系则具有正反的关联性;较于以往的多产品报童模型,新的模型具有独特的优越性,即充分考虑了需求间关联性的强弱对最优订购策略的影响。同时,通过数值算例验证了模型理论的可行性和有效性,并给出该模型在库存系统优化与控制中的重要管理启示。
[Abstract]:The optimization problem of multi-product inventory newsboy model with multiple Markov demand characteristics is considered. In this paper, the statistical regularity of the internal movement of multi-product requirements is described by means of multivariate Markov processes, and a multi-product newsboy model with multiple Markov requirements is proposed according to its motion characteristics. Under the framework of a new multi-product newsboy model, the optimal ordering strategy of multi-product inventory system is studied, and the properties of the optimal solution of the model are analyzed by using the truncation probability of demand state, the two-sided factor and the correlation between demand. The conclusion of the model shows that the relationship between optimal ordering strategy and optimal expected profit is positive correlation with truncation probability, and the relationship with double-sided factor is positive and negative, compared with the previous multi-product newsboy model, The new model has unique advantages, that is, the influence of the correlation between demand and demand on the optimal ordering strategy is fully considered. At the same time, the feasibility and validity of the model theory are verified by numerical examples, and the important management implications of the model in inventory system optimization and control are given.
【作者单位】：华南理工大学工商管理学院;中山大学管理学院;
【基金】：国家自然科学基金资助项目(71371076) 国家优秀青年科学基金项目(71522002) 教育部人文社会科学研究青年基金项目(15YJC630013)
【分类号】：F274

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