| 马氏过程的随机库存路径问题模型与算法 |
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| 引用本文： | 武秀焕,李延晖.马氏过程的随机库存路径问题模型与算法[J].工业工程与管理,2009,14(1). |
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| 作者姓名： | 武秀焕 李延晖 |
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| 作者单位： | 华中师范大学,信息管理系,湖北,武汉,430079 |
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| 基金项目： | 教育部人文社会科学研究项目，国家自然科学基金 |
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| 摘 要： | 考虑到随机需求库存路径问题(Inventory Routing Problem,IRP)本身所具有的马尔可夫、随机等特性,从其现实意义出发,将IRP描述为一个马尔可夫决策过程(Markov decision process,MDP).在运用非线性背包问题的求解方法得到初始策略并构成直接配送线路的基础上,提出一种本地搜索算法对其进行优化.通过实例演算.结果表明了该算法的实用性和有效性.
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| 关 键 词： | 随机需求 库存路径问题 马尔可夫决策过程 本地搜索 |
Model and Algorithm Based on Markov Decision Process for Stochastic Inventory Routing Problem |
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| WU Xiu-huan,LI Yan-hui.Model and Algorithm Based on Markov Decision Process for Stochastic Inventory Routing Problem[J].Industrial Engineering and Management,2009,14(1). |
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| Authors: | WU Xiu-huan LI Yan-hui |
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| Affiliation: | Department of Information Management;Huazhong Normal University;Wuhan 430079;China |
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| Abstract: | Considering the Markovian and stochastic characteristics of the stochastic inventory routing problem and according to its reality,it is described as a Markov decision process.Based on the direct distribution routing that constitutes the original strategy and gained by solving a nonlinear knapsack problem,a local search algorithm to optimize the original strategy is proposed.The algorithm is validated by instance,and the result indicates it is practicability and validity. |
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| Keywords: | stochastic demand inventory routing problem Markov decision process local search |
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