Capacitated inventory problems with fixed order costs: Some optimal policy structure

Capacitated inventory problems with fixed order costs: Some optimal policy structure
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DOI:
10.1016/s0377-2217(99)00314-8
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发表时间:
2000-11-01
影响因子:
6.4
通讯作者:
Scheller-Wolf, A
Scheller-Wolf, A
中科院分区:
管理学2区
文献类型:
--
作者:
Gallego, G;Scheller-Wolf, A

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近40年前,H.斯卡夫((S,S)策略在动态库存问题中的最优性,在K.Arrow,S.Karlin,P.Suppe(编辑),数学模型in the Social Science,斯坦福大学出版社,斯坦福大学出版社,1960年)为固定订货成本和无能力约束的定期回顾库存问题建立了最优IS,S策略结构。从那时起,能力限制问题就一直在抵制定性。在本文中,我们部分地弥补了这一差距;利用推广的SCARF K-凸性,我们证明了最优容量限制策略具有类似(S,S)的结构。为此,我们将参数空间划分为四个区域:在其中两个区域中,完全指定最优策略,而在其他两个区域中,部分指定最优策略。我们用一项计算研究来补充这些发现。这项研究表明,存在一个更简单的最优政策结构。(C)2000 Elsevier Science B,V.保留所有权利。
Almost 40 years ago, H. Scarf (The optimality of (s,S) policies in dynamic inventory problems, in: K. Arrow, S. Karlin, P. Suppes (Eds.), Mathematical Models in the Social Sciences, Stanford University Press, Stanford, 1960) established the optimal is, S) policy structure for the periodic review inventory problem with fixed ordering costs and no capacity constraint. Since then, the capacitated problem has resisted characterization. In the present paper we partially bridge this gap; using a generalization of Scarfs K-convexity we show that the optimal capacitated policy has an (s, S)like structure. To do so we divide the parameter space into four regions: In two of these regions the optimal policy is completely specified, while in the other two, it is partially specified. We complement these findings with a computational study. This study suggests that a still simpler optimal policy structure exists. (C) 2000 Elsevier Science B,V. All rights reserved.