具有不确定性产出库存系统的随机比较

研究离散时间、单类产品、周期盘点的具有不确定性产出和不确定性需求库存系统的优化与设计问题,主要目的在于分析产出和需求的可变性对系统最优策略和最优费用的影响.对于单周期情形利用随机序的性质我们给出了最优库存水平和最优费用的随机比较结果.对于多周期具有独立产出率和独立需求的库存系统,利用动态规划方法证明了在一定的条件下最优库存水平关于时间具有随机单调性;对于多周期具有相关产出率和相关需求的库存系统,给出了系统最优费用的随机比较结果.

Stochastic Comparison on a Inventory System with Yield Uncertainty

In this paper we discuss the optimal problem on a discrete-time,single item, periodic review inventory system with yield and demand uncertainty, the main objective is to analyze how the uncertainty of yield rate and demand affect the optimal policy and cost in the system. For the single period case, by using the properties of stochastic ordering, the stochastic comparison results on the optimal inventory level and optimal expected cost are obtained. For the system with multi-period and with independent yield rates and demands in each period, by using the dynamic programming method, we show that the optimal inventory level is stochastic monotone in time period under a certain condition. The stochastic comparison results on the optimal cost for the inventory system with dependent yield rates and demands are also provided.