随机中断环境下的库存控制研究

考虑一需求为复合Poisson分布、提前期为指数分布和短缺损失的连续检查库存系统. 在假设供应商和零售商工作和中断的持续时间服从独立指数分布条件下, 利用水平穿越法, 确定零售商库存水平的平稳分布函数, 在此基础上, 构建长程平均费用率模型, 并利用交叉熵法得到最优库存控制策略. 最后, 通过仿真实验, a分析了中断强度和系统参数对最优库存策略和平均费用率的影响.

Study on Inventory Control under Stochastic Disruptions

A continuous-review inventory system with compound Poisson demand, exponential lead time and lost sale are considered in this paper. Assuming that the durations of the available and unavailable periods at both the supplier and the retailer follow independently exponential distributions, the stationary distribution of the retailer's inventory level is derived by utilizing level crossing method. This distribution is then used to formulate the long-run average cost rate model and the cross-entropy approach is adopted to determine the optimal inventory control policy. Numerical results are provided to illustrate the effects of disruption intensity and system parameters on the optimal inventory policy and the average cost rate.