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双源采购跳跃-扩散库存控制模型

娄山佐 田新诚 吴颖颖

自动化学报2018,Vol.44Issue(2):270-279,10.
自动化学报2018,Vol.44Issue(2):270-279,10.DOI:10.16383/j.aas.2018.c160514

双源采购跳跃-扩散库存控制模型

A Jump-diffusion Inventory Control Model with Dual-sourcing

娄山佐 1田新诚 1吴颖颖1

作者信息

  • 1. 山东大学控制科学与工程学院 济南250061
  • 折叠

摘要

Abstract

Supply disruptions and returns may lead to stock shortage and fluctuation.So it is a very difficult problem for today's managers to mitigate their influence.Under the condition that a dual-sourcing strategy is utilized to tackle the stock shortage and a jump-diffusion process is adopted to express the inventory level process,the stationary distribution of the inventory level,as well as the expected cycle cost and time functions are derived by applying continuous-time Markov chain,level-crossing and martingale theorems.Subsequently,the functions are employed to develop a long-run average cost rate model.Finally,numerical results show that the suppliers' reliability and the nature of the disruptions have a big impact on the optimal policy and cost.Moreover,the dual-sourcing strategy can mitigate the influence of supply disruptions on inventory effectively,in particular,when the suppliers' reliability are lower or their disruptions are rare and long in nature.

关键词

库存控制/供应中断/双源采购/跳跃-扩散/水平穿越

Key words

Inventory control/supply disruption/dual sourcing/jump-diffusion/level-crossing

引用本文复制引用

娄山佐,田新诚,吴颖颖..双源采购跳跃-扩散库存控制模型[J].自动化学报,2018,44(2):270-279,10.

基金项目

国家自然科学基金(61703241),山东省重大科技创新工程(2017CXGC0601),山东省重点研究计划(2016ZDJS02B03)资助 Supported by National Natural Science Foundation of China (61703241),Major Science and Technology Innovation Project of Shandong Province (2017CXGC0601),and Key Research and Development Project of Shandong Province (2016ZDJS02B03) (61703241)

自动化学报

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