双渠道订货条件下基于预测更新过程的报童模型研究

零售商可以在整个计划时段内持续不断的收集市场需求信息,对市场需求进行预测.离销售季节开始越近,市场需求预测越准确,但采购成本会较高.零售商有两次订货机会.在计划时段开始通过正常渠道订货,单位采购成本最低.在计划时段内零售商还有一次紧急渠道订货机会,可以动态地根据市场需求预测更新结果决策是否订货.当市场需求预测更新过程为MMFE (martingale model of forecast evolution),且在各时点存在不同固定订货成本条件下,证明正常渠道和紧急渠道最优订货策略分别为状态相关的basestock和(s,S)策略,最优订货点与当前时点市场需求预测值线性相关.建立了最优订货策略的求解算法.分析了正常渠道和紧急渠道订货对库存管理的不同意义,结合敏感性分析说明零售商如何在正常渠道和紧急渠道,以及市场需求信息和采购成本间进行权衡.通过大量数值算例发现双渠道订货充分地进行了权衡.

A dual sourcing newsvendor model with forecast evolution process

Retailer can continuously gather market demand information during the planning horizon, and dynamically updates her demand forecast. The demand forecast is more precisely when it is nearer to the sales season, but the unit procurement cost is higher. The retailer has two order opportunities. She orders at the beginning of the planning horizon through normal channel with a low unit procurement cost. According to the demand forecast evolution process, she can also dynamically order once through emergency channel with a higher unit procurement cost at any time in the planning horizon. When the demand forecast evolution process is MMFE (martingale model of forecast evolution) and there's different fixed ordering costs at different time epochs, we prove the optimal policy is state dependent basestock and (s, S), and analytically characterize that the base-stock level depends on the market demand forecast at current time point in a linear fashion. The meaning of ordering thought normal and emergency channels is analyzed, and sensitive analyses are carried out to show how retailer tradeoffs between normal and emergency channels, market demand information and procurement cost. Using a lot of numerical examples, we find that full balance is made by dual souring.