易逝品随机生产库存模型动态定价、服务水平和生产控制策略

本文研究需求受价格和服务水平双重影响下的易逝品随机生产库存模型,探讨考虑外部随机扰动对库存变动影响下易逝品企业的最优联合动态定价、服务和生产策略,并基于随机最优控制理论,运用Hamilton-Jacobi-Bellman(HJB)方程对最优策略进行了求解.研究表明:最优动态价格、服务水平和生产速率是库存水平的线性反馈形式;外部随机扰动的大小对易逝品生产企业所获得的折现利润总期望会产生不同影响,在整个经营周期内外界不确定因素越大,易逝品生产企业所获得的折现利润总期望越小;价格敏感系数和服务敏感系数会影响易逝品企业生产、服务、价格策略.

Dynamic pricing,service and production control strategy of stochastic production-inventory models with perishable products

In this paper, a stochastic production-inventory model is made to explore the demand of perishable products under the dual influence of price and service level, which is also applied to discuss the optimal joint dynamic pricing, service and production strategies of perishable production enterprises considering the effect of external random stochastic disturbance on the inventory. Based on the theory of stochastic optimal control, we get the solution of the optimal strategy by using the Hamilton-Jacobi-Bellman (HJB) equation. The results reveal that the optimal dynamic price, service level and productivity are the linear state feedback forms of inventory level. Besides, the change of external random stochastic disturbance will affect the total expected discounted profit of perishable production enterprises. During the whole period of operating cycle, the greater the outside uncertainties are, the less expectation of discounted profit the perishable production enterprises can obtain. Finally, this article shows that the price-sensitive and service-sensitive coefficients will exert an influence on perishable production enterprises' production, service and price strategies.