非时齐库存系统的最优存储/定价问题研究

存储和定价是企业的重要决策问题.以连续时间确定性非时齐库存系统为研究对象,建立存储/定价联合决策模型,分析最优策略下相邻订货周期之间的关系,将最优存储策略简化为第一次订购时间,并求得其上下界.在此基础上提出求解最优存储策略和最优价格的方法,并运用遗传算法进行数值计算和分析.     

Coordinating production and recycling decisions with stochastic demand and return

In this paper, the joint production and recycling problem is investigated for a hybrid manufacturing and remanufacturing system where brand-new products are produced in the manufacturing plant and recycled products are remanufactured into as-new products in the remanufacturing facility. Both the brand-new products and remanufactured products are used to satisfy customer demands. Returns of used products that are recycled from customers are assumed to be stochastic and nonlinearly price-dependent. A mathematical model is proposed to maximize the overall profit of the system through simultaneously optimizing the production and recycling decisions, subject to two capacity constraints — the manufacturing capacity and the remanufacturing capacity. Based on Lagrangian relaxation method, subgradient algorithm and heuristic algorithm, a solution approach is developed to solve the problem. A representative example is presented to illustrate the system, and managerial analysis indicates that the uncertainties in demand and return have much influence on the production and recycling policy. In addition, twenty randomly produced examples are solved, and computational results show that the solution approach can obtain very good solutions for all examples in reasonable time.     

存在库存管理成本的寡头集团转移定价研究

现有关于转移定价决策方法的研究文献中,大多忽略了中间产品流转过程中的库存管理成本问题.针对这种不足,在充分考虑中间产品流转过程中产生的库存持有成本、订货成本、订单处理成本和启动成本的基础上,研究了企业集团的转移定价决策问题.针对寡头竞争的企业集团转移定价决策问题进行分析,得出寡头竞争的企业集团最优转移价格为集团中间产品的边际成本与最终产品的利润加成,加成比例取决于最终产品市场的竞争强度.     

Production planning problem with pricing under random yield: CVaR criterion

In this paper, we address a basic production planning problem with price dependent demand and stochastic yield of production. We use price and target quantity as decision variables to lower the risk of low yield. The value of risk control becomes more important especially for products with short life cycle. This is because, the profit implications of low yield might be unbearable in the short run. We apply Conditional Value at Risk （CVaR） to model the, risk. CVaR measure is a coherent risk measure and thereby having nice conceptual and mathematical underpinnings. It is also widely used in practice. We consider the problem under general demand function and general distribution function of yield and find sufficient conditions under which the problem has a unique local maximum. We also both analytically and numerically analyze the impact of parameter change on the optimal solution. Among our results, we analytically show that with increasing risk aversion, the optimal price increases. This relation is opposite to that of in Newsvendor problem where the uncertainty lies in demand side.     

定价和库存联合策略研究

结合供应商的定价问题，分析以下3种情况下的报童问题：（1）供应商已知零售商的订货策略；（2）供应商由历史数据估计零售商的订货策略；（3）根据渠道最优原则确定渠道成员的订货策略和供应商的定价策略。由此分析了信息的作用及渠道协调的重要性，并对情形（1）证明了牛鞭效应。     

Optimal pricing and inventory policy with order cancelations under the cash-on-delivery payment scheme

Considering a periodic review system where the online seller allows the customers to pay when the products are delivered to them（referred as cash-on-delivery payment scheme in this paper）,the authors investigate the seller＇s joint pricing and inventory control policy with a finite planning horizon.In particular,the authors incorporate the customers＇ possible order cancellation behavior with the cash-on-delivery scheme.It can be proven that the base-stock list price policy is optimal under mild conditions.The authors also analyze the impact of the customers＇ forward looking behavior on the optimal policy.     

能力规划、促销与库存控制集成决策

研究了多周期联合能力规划、促销和库存管理集成决策问题．在每周期开始,决策者同时决定生产能力,促销水平和生产量．刻画了最优策略的结构以及能力与促销之间的关系,证明最优能力规划是目标区间策略,即在每一周期,存在一个最优能力区间,对生产能力做最少的调整,使生产能力落到这一区间．一旦生产能力确定,最优促销与库存策略是修正base-stock-target-promotion策略．促销是生产能力和初始库存的增函数．推广了前人的相关结果．     

Direct adaptive control for nonlinear uncertain system based on control Lyapunov function method

1 .INTRODUCTIONIn many applications , dynamics of the plant arepartially known,and esti mation is the key in de-signing a successful control . Adaptive control ,re-presents the means of achieving online esti mation,has been the focus of research in recent years .Classes of stabilizable uncertain systems have beenfound,and several adaptive control design proce-dures have been proposed[1 ~4].The purpose of this paper is to develop newsolutions tothe adaptive stabilization problemfor aclass …     

Information structures and pricing decisions in competing supply chains

The paper investigates the pricing decisions of two competing supply chains under the different information structures. Each retailer has private information about the market demand and has the right to decide whether or not to share the information with the manufacturer. Three demand-information structures, i.e., information sharing in both supply chains, information sharing in only one supply chain and information sharing in neither supply chain, are considered. We investigate the value of information by comparing the information structures, and find that the information value not only works in the channel directly, but also does in the competing channel indirectly. Information sharing in a supply chain always benefits its manufacturer, but hurts its retailer; while it benefits both the manufacturer and the retailer of competing supply chain, regardless of whether this competing supply chain has information sharing. From the perspective of channel, when the competition is more intense, information sharing in a supply chain makes this supply chain better off, and when the competition is less intense, the information sharing in a supply chain makes this supply chain worse off. However, it always makes the competing supply chain better off regardless of whether the competing supply chain has information sharing.     

不确定时滞反应扩散系统的滑动模控制

借助不等式分析方法研究一类不确定时滞反应扩散系统的滑动模控制问题,设计了滑模控制器。分析了在滑动模切换面上滑动模控制系统关于不确定量的不变性特征,为研究在系统工作环境的变化、降阶近似、线性化近似、测量误差等因素干扰下所建立的实际控制系统的数学模型———不确定时滞分布参数控制系统的鲁棒性问题奠定了理论基础。     

航空客运舱位控制和超售综合动态建模研究

研究航空公司舱位控制和超售的综合动态建模问题,试图为航空公司实现订座实时控制提供方法和技术支持.首先根据几个假设条件将航班订座过程模拟成马尔可夫生灭过程,建立了航班单一舱位订座的动态规划模型.然后将这一模型推广应用到多等级舱位订座控制中,提出了并行控制和串行控制两种动态控制模型.最后通过实例分析详细讨论了模型的实际应用效果,以验证建立的模型的正确性和计算方法的有效性.     

一类单一物品随机库存系统的最优控制模型

研究单一物品随机库存系统的最优控制问题，并借助于动态规划原理给出了了优控制律的表达式，以使在一个时间周期[0,T]内系统的费用总和的期望值最小。     

一类不确定时延网络控制系统的故障诊断

研究了具有不确定时延的网络控制系统的故障诊断问题。通过建模将一类具有不确定时延的网络控制系统等效为具有不确定性的离散线性系统,并构建了故障观测器对系统进行故障检测。基于线性矩阵不等式(LMI)的方法,将故障诊断问题转化为系统鲁棒性的设计问题,给出并证明了解存在的条件以及观测器增益矩阵的求解方法。最后通过仿真验证了该算法的有效性。     

A comparative study of the inventory system with service facility and postponed demands

In this article, we present a continuous review （s,S） inventory system with a service facility consisting of finite buffer （capacity N ） and a single server. The customers arrive according to a Poisson process. The individual customer＇s unit demand is satisfied after a random time of service, which is assumed to be exponential. When the inventory level drops to s＇an order for Q（= S-s） items is placed. The lead time of reorder is assumed to be exponential distribution. An arriving customer, who finds the buffer is full, enters into the pool of infinite size or leaves the system according to a Bernolli trial. At the time of service completion, if the buffer size drops to a preassigned level L （1 〈 L 〈 N） or below and the inventory level is above s, we select the customers from the pool according to two different policy ： in first policy, with probability p （0 〈 p 〈 1） we select the customer from the head of the pool and we place the customer at the end of the buffer; in the second policy, with p （0 〈 p 〈 1） the customer from the pool is transferred to the buffer for immediate service and after completion of his service we provide service to the customer who is in the buffer with probability one. If at a service completion epoch the buffer turns out to be empty, there is at least one customer in the pool and the inventory level is positive, then the one ahead of all waiting in the pool gets transferred to the buffer, and his service starts immediately. The joint probability distribution of the number of customers in the pool, number of customers in the buffer and the inventory level is obtained in the steady-state case. Various stationary system performance measures are computed and total expected cost rate is calculated. A comparative result of two models is illustrate numerically.     

动态输出反馈网络控制系统鲁棒控制器设计

研究了具有不确定时延的动态输出反馈网络控制系统鲁棒控制器设计问题.考虑小于等于一个采样周期的不确定时延,将动态输出反馈网络控制系统建模为含有不确定性的离散时变系统.利用Lyapunov理论和矩阵不等式方法,推导出系统鲁棒控制律存在的条件,并转化为矩阵不等式表示的可行性问题,从而可利用Matlab LMI工具箱来求解,以便构造鲁棒控制律.Matlab仿真算例说明分析方法和结果是有效可行的.     

基于制造商竞争的再制造系统定价与协调决策

针对竞争型制造商和单一零售商构成的再制造系统,考虑新产品与再制造产品的差异性,基于博弈理论构建了利润最大化的价格-产量决策模型.通过分析和比较集中化决策和分散化决策对再制造回收努力、批发价格、零售价格、系统成员利润以及系统总利润的影响,发现分散化决策会导致整个再制造系统的效率损失.为此,以集中化的最优决策结果作为基准,设计了一种改进的“通道费”契约以实现再制造系统的协调运作.最后,通过算例分析了所设计的协调机制的有效性.     

一类不确定线性系统容错保成本控制器设计

考虑了具有参数不确定性的线性定常系统,研究了带有执行器故障和不确定性扰动的保成本容错控制问题。在考虑更一般、更实际的执行器故障模型的基础上,给出了系统鲁棒稳定及容错保成本控制器存在的充分条件。通过求解代数Ricatti方程完成动态反馈控制器的设计。仿真实例验证了所得结果的可行性。比较不考虑故障的控制器与考虑故障的容错控制器的控制效果,进一步说明了对系统进行容错控制的必要性。     

不确定时滞系统的指数稳定保代价可靠控制

针对一类含有时变时滞的不确定参数系统,研究了在执行器发生故障情况下系统指数稳定保代价可靠控制器设计问题。系统的性能函数是含有指数项和故障输入项的积分二次型函数。经过适当的状态变换,将原系统的指数稳定保代价可靠控制问题转化为另一个等价系统的保代价可靠控制问题。根据Lyapunov稳定性理论,得到了系统存在指数稳定保代价可靠控制器应满足的一个矩阵不等式,进一步将这个矩阵不等式转化为线性矩阵不等式(LMI),并给出了系统的保代价表达式。利用论文方法设计的控制器能够使得时滞系统对于任意允许的不确定量以及执行器故障都保持鲁棒可靠指数稳定,并且使系统具有保代价的性能指标。仿真结果表明了该控制器设计方法的有效性。     

需求随机情形下时效性物品的随机存储策略

针对具有固定存储寿命、并且批量补充与批量随机需求情形下一类时效性产品的随机存储问题，应用排队论的思想和方法给出了其排队论模型，将状态概率方程组转化为可用数学软件求解的形式并给出了一般的算法，从而在货物需求强度已知的情况下可以得到近似最优的货物补充强度，最后给出实际算例，得到了三种情况下近似最优的货物补充强度。     

Cooperative advertising and pricing models in a dynamic marketing channel

This paper studies dynamic pricing and cooperative advertising strategies in a two-member channel of distribution. We propose differential game models that incorporate the carryover effects of advertising over time for both manufacturer and retailer. Two different models are studied. Firstly, we discussed a non-cooperative differential game which the manufacturer supports partially the cost of the promotion activities. Secondly, both channel members cooperatively determine their respective strategies. In these two cases, dynamic cooperative advertising and pricing strategies are characterized. Then numerical simulation method is applied to analyze the sensitivity of main model parameters and compare the main results of the two models. The simulation results show that the cooperative model achieves better coordination than the non-cooperative model with the following features： all channel members achieve higher advertising efforts and profit level in the cooperative case rather than in the non-cooperative case.