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一类跳扩散需求存贮系统(s,S)库存控制策略研究
  • ISSN号：0254-3079
  • 期刊名称：应用数学学报
  • 时间：0
  • 页码：611-623
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]中南大学数学科学与计算技术学院,长沙410075
  • 相关基金：国家自然科学基金（10971230）资助项目在 此特别感谢编辑和评审的工作.
  • 相关项目：马尔可夫到达排队系统的建模分析及算法研究
作者： 方秋莲|刘再明|
关键词： 随机存贮, (s, S)策略, 复合泊松过程, 扩散, 哈密尔顿-雅可比-贝尔曼方程, stochastic inventory, （s, S） policies, compound poisson process, diffusion, Hamilton-Jacobi-Bellman equation（HJB）
中文摘要：

考虑的是连续检查库存,需求为一个常时间函数和一个复合Poisson跳扩散随机过程的和的存贮系统最优库存控制问题.基于期望折扣成本最小建立了无穷时间区间具有固定订购成本的最优库存模型,确定可采用（s,S）策略进行库存控制,给出了最优（s,S）策略的充要条件——HJB方程Ⅰ、Ⅱ.我们采用＂猜测＂的方法确定了最优（s,S）策略对应的值函数形式,建立了确定库存参数的最优化模型.

英文摘要：

We analyze an infinite horizon,single-item,continuous review inventory model with demands made up of a constant continuous demand,and a compound Poisson jump diffusion demand process.In the presence of a fixed ordering cost,we construct the optimal inventory model based on minimizing the total expected discounted cost,verify（s,S） inventory policy is feasible.We give the necessary and sufficient conditions the optimal（s,S） policies satisfies,that is the equations of HJBⅠ,Ⅱ.We identify the expression of the optimal value function by using guess technique and construct an optimal model to obtain the optimal control parameters.

同期刊论文项目
马尔可夫到达排队系统的建模分析及算法研究
期刊论文 61
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期刊信息
  • 《应用数学学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国数学会 中国科学院数学与系统科学研究院
  • 主编：丁夏畦
  • 地址：北京市海淀区中关村东路55号
  • 邮编：100190
  • 邮箱：
  • 电话：
  • 国际标准刊号：ISSN：0254-3079
  • 国内统一刊号：ISSN：11-2040/O1
  • 邮发代号:2-822
  • 获奖情况:
  • 1996、2000年获“中科院优秀科技期刊”三等奖,1997年获“第二届全国优秀科技期刊”三等奖,2001年入选“双效期刊”（中国期刊方阵）
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:6864