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中文摘要：
在连续盘点库存系统中应用零点订货库存（ZIO）策略，假设供应商工作和中断的持续时间分别服从独立的指数分布．首先，引入反S型权重函数刻画风险厌恶型决策者主观高估补货点供应商处于中断的小概率关键事件的行为偏好．其次，利用两个状态连续时间Markov链和更新报酬定理构建了长程平均成本模型，证明了成本函数的单峰性，对比讨论了结合数值算例与风险中性模型结论．最后，设计了近似条件得出最优订货量的解析表达式及成本的近似误差上界，配合基准集和随机数据集分别计算了160组和10000组数值实验样本，验证了近似方法的有效性．
英文摘要：
This paper considers a continuous-review inventory system which applies zero-inventory-order （ZIO） replenishment policy and which is subject to supply disruption risk. The supplier＇ s available and dis- rupted durations are assumed to follow two independent exponential distributions. A risk-averse manager is likely to overweigh the probability that the supplier is unavailable when the inventory level reaches the reorder point. An inverse-S shaped weighting function is used to describe the manager＇ s risk-aversion behavior. The supplier＇ s state transition process is modeled by a two-state continuous-time Markov chain, and the long-run average cost function is constructed according to renewal reward theorems. It is proved that the negative cost function is a unimodal function and that there exists a uniquely optimal inventory order quantity. An approxi- mation method along with an upper bound of the approximated cost function error is proposed which can give the analytic expression for the optimal order quantity. Numerical studies are presented to investigate the biases on optimal order quantities and system costs between risk-averse and risk-neutral managers. Also, with a sam- ple size of 160 benchmark sets and 1 000 random sets, the validity of approximation method is illustrated.
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