摘要
对一类单一变质性物品扩散型随机库存系统的脉冲控制 ,在需求服从扩散型适应过程的前提下 ,我们分析了其最优订货策略。本文的目标是使一个无限长库存周期中包括固定订货费用 ,线性购货 ,贮存和短缺费用在内的总费用的贴现值最少。本文由动态规划的最优性原理导出了最优费用所满足的拟变分不等式 ,并最终得出了最优费用的解析表达式和确定出最优 (s,S)订货策略所满足的代数方程。
We analyze the optimal ordering policy for impulse control of a sort of one decomposable product stochastic diffusion inventory system subject to a demand modeled by a diffusion process. The purpose is to minimize the expected discounted cost that includes a fixed set up cost and linear costs of purchase,storage and shortage. The optimal cost is explicitly obtained as the smoothest solution of a Quasi Variational Inequality derived from the optimal principle of Dynamic Programming. The optimal (s,S) policy is determined as the unique solution of a system of algebraic equations.
出处
《系统工程》
CSCD
北大核心
2001年第3期11-15,共5页
Systems Engineering
基金
国家重点科技攻关项目!( 97-562 -0 3 -0 1 )
关键词
扩散型随机库存系统
动态规划
最优控制
最优策略
物品
Stochastic Diffusion Inventory System
Quasi Variational Inequality
Dynamic Programming
Optimal Control
Optimal Decision
