摘要
净现值是企业决策中需要考虑的重要宏观经济因素。本文建立了考虑成本和收益净现值的连续时间有限时段确定性库存系统的最优存储和定价决策模型,证明了给定价格下最优策略中任意两个相邻订货周期之间的递推关系,分析了该关系的解析性质,并得出订货周期长度的上下限。在此基础上提出求解最优存储策略和最优价格的两步优化算法。最后通过数值算例对本文模型及结果做出说明。
The net present value is an economic factor which is necessary considered during the decision processes.This paper formulates a continuous time deterministic inventory/pricing model with net present value of the costs and benefits for finite horizon.With a given price,a relationship between two adjacent order periods under the optimal policy is obtained and analyzed,and the bounds of the period length are obtained.Based on it,an algorithm for solving the optimal inventory and pricing policy is presented.Finally,some numerical examples are given to illustrate the models and results in this paper.
出处
《管理工程学报》
CSSCI
2008年第1期93-97,共5页
Journal of Industrial Engineering and Engineering Management
基金
国家自然科学基金资助项目(70271021)
关键词
存储策略
确定性需求
最优定价
净现值
inventory policy
deterministic demand
optimal price
net present value
