Discrete-item inventory control involving unknown censored demand and convex inventory costs
Discrete-item inventory control involving unknown censored demand and convex inventory costs
复制标题
离散项目库存控制涉及未知的审查需求和凸库存成本
DOI：
10.1111/poms.13824
复制
发表时间：
2022
影响因子：
5
通讯作者：
Jim Shi
中科院分区：
文献类型：
--
作者：
Jian Yang;Jim Shi
我们研究涉及到销售损失的库存控制，从而减少需求。在长期平均框架中，需求分布在很大程度上是未知的。只要固定库存成本严格凸到第二个丢失物品的成本严格大于第一个，则遗憾为Ω（T2/3）$\Omega (T^{2/3})$。我们的离散项目设置使得存在或不存在强有力的审查指标，或者同等地，在库存耗尽后了解或不了解另一个需求请求，这是一个关键问题，任何为连续项目情况设计的基于梯度的方法都无效。我们提出了一项政策，在指定的学习周期和剩余的工作周期中，故意订购非常高的水平，使用根据学习期间形成的近经验分布量身定制的基础库存水平。通过此策略可以得到一个匹配的O(T2/3)$O(T^{2/3})$上界。即使物品不易腐烂，结果也适用。数值实验进一步说明了我们的独立学习-实践政策的相对竞争力。
We study inventory control involving lost sales and hence censored demand. In a long‐run average framework, the demand distribution is largely unknown. As long as the stationary inventory costs are strictly convex to the extent that the second lost item costs strictly more than the first one, the regret would be Ω(T2/3)$\Omega (T^{2/3})$. Our discrete‐item setting has rendered the presence or absence of strong censoring indicators or equivalently, being knowledgeable or ignorant of one more demand request after the depletion of the inventory, a critical issue and any gradient‐based method designed for the continuous‐item case ineffective. We propose a policy that deliberately orders up to very high levels in designated learning periods and in the remaining doing periods, uses base‐stock levels tailored to near‐empirical distributions formed over the learning periods. A matching O(T2/3)$O(T^{2/3})$ upper bound can be achieved by this policy. The results can hold even when items are nonperishable. Numerical experiments further illustrate the relative competitiveness of our separate learning‐doing policy.