随机供应中断和退货环境下库存的应急控制

娄山佐; 田新诚

doi:10.16383/j.aas.2015.c140140

随机供应中断和退货环境下库存的应急控制

doi: 10.16383/j.aas.2015.c140140

娄山佐^,,
田新诚

1.
山东大学控制科学与工程学院济南 250061

基金项目:

国家高技术研究发展计划(863计划)(2012AA041307);国家科技重大专项(2010ZX04001-161);"泰山学者"建设工程专项经费资助

详细信息

作者简介:
田新诚山东大学控制科学与工程学院教授.主要研究方向为运动控制,机电一体化,智能控制和优化. E-mail:txch@sdu.edu.cn

通讯作者:
娄山佐山东大学控制科学与工程学院副教授.主要研究方向为复杂系统建模与仿真,库存控制,优化算法.本文通信作者.E-mail:Lshanzuo@163.com

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出版历程
- 收稿日期: 2014-03-11
- 修回日期: 2014-07-31
- 刊出日期: 2015-01-20

Contingent Control of Inventory under Stochastic Supply Disruptions and Returns

LOU Shan-Zuo^,,
TIAN Xin-Cheng

1.
School of Control Science and Engineering, Shandong University, Jinan 250061

Funds:

Supported by National High Technology Research and Development Program of China (863 Program) (2012AA041307), National Science and Technology Major Project (2010ZX04001-161), and Research Fund for the Taishan Scholar Project of Shandong Province of China

摘要

摘要: 随机供应中断和退货环境下库存变化, 失去传统上的单调性, 呈现复杂的随机波动状态, 从而, 极大地增加了控制难度. 为解决系统库存的短缺和超储问题, 本文提出一个应急控制(包括应急采购和应急处理)策略. 在库存水平的动态变化表示为Lévy过程条件下, 利用连续时间Markov链、更新过程和鞅理论, 构建了系统期望折扣总利润模型, 并设计了交叉熵法确定最优控制策略. 仿真结果表明, 中断强度和类型及退货批次和批量, 对最优应急处理水平和应急采购量均有较大影响. 而退货类型仅影响最优应急处理水平, 对最优应急采购量影响较小.
- 库存 /
- 应急控制 /
- 中断 /
- 退货 /
- Lé /
- vy过程
Abstract: The evolution of the inventory level under stochastic supply disruptions and returns no longer varies monotonically but fluctuates stochastically, which makes it very difficult to control the inventory level. In order to solve the inventory shortage and overstock problems, a contingent control (including contingent sourcing and contingent disposal) policy is proposed in this paper. Under the condition that the inventory level process is expressed as a Lévy process, the expected total discounted profit model is derived by utilizing continuous-time Markov chain, renewal process and martingale theorems. Subsequently, the cross-entropy method is designed to obtain the optimal control policy. Numerical results show that the intensity and the types of disruptions, as well as the arrival rates and the batch sizes of returns are critical determinants of the optimal contingent disposal level and contingent sourcing size. However, the types of returns have big impacts on the optimal contingent disposal level, but little impacts on the optimal contingent sourcing size.
- Inventory /
- contingent control /
- disruption /
- return /
- Lé /
- vy process

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