NSF Young Investigator: Analysis and Simulation of Multi-Stage Inventory Systems

小行星9457189 本研究针对有限生产能力下之多阶段存货系统进行分析与模拟。 重点和共同的主题是使用新技术的边界和近似的性能，这样的系统。 该方法涉及利用技术分析概率的罕见事件，其中，在一个适当设计的系统，对应于库存缺货，最后销售，长响应时间等不同的子类问题进行研究，包括能力限制的多阶段系统，能力分配之间的多个产品，库存水平的存在下，组件的共性，循环时间表的多个产品，以及对罕见事件的有效模拟。 在多阶段系统中，研究的重点是研究许多行业的装配和供应链的特征，目的是开发设计和控制工具，以协调各个阶段，以满足外部需求的服务水平，并限制库存成本。 对能力分配问题的研究将寻求将解决方案扩展到订单生产库存环境下涉及多个产品的能力分配问题。 库存水平研究的目的是为多种产品所需的零部件制定库存水平的问题提供解决方案。 本研究还将考虑循环计划的研究，其中产品按固定计划生产，每次访问产品时，产品库存将恢复到预设的目标水平，这取决于干预需求。 在复杂的库存系统中，诸如缺货、销售损失等事件的罕见性使得使用仿真作为此类系统的评估工具变得非常困难。 本研究也将集中在方差减少技术的发展，基于重要性抽样，以提高模拟分析的效率。 本研究的预期成果包括表征用于控制容量受限库存系统的渐进最优基本库存水平、识别产品之间的渐进最优容量分配，以及更好地分析、理解和设计多个产品的循环计划。 此外，还将开发通过模拟更好地分析库存系统的工具。 这将使它更容易，更有吸引力，更有效的计算分析复杂的库存系统，通过模拟技术。

9457189 Glasserman This research is focused on the analysis and simulation of multi-stage inventory systems with limited production capacity. The emphasis and common theme is on the use of new techniques for bounding and approximating the performance of such systems. The methodologies involve draw upon techniques for analyzing probabilities of rare events, which, in a properly designed system, correspond to inventory stockouts, last sales, long response times, etc. The different subclasses of problems to be studied include capacitated multi-stage systems, capacity allocation among multiple products, stocking levels in the presence of component commonality, cyclic schedules for multiple products, and efficient simulation of rare events. In capacitated multi-stage systems, the research emphasis is on the study of features of the assembly and supply chains of many industries with the objective of developing design and control tools to coordinate the various stages to meet service levels for external demands and to limit inventory costs. Research in capacity allocation problems will seek to extend the solution to capacity allocation problems that involve multiple products in make-to-order stock environment. Research in stocking levels is aimed at developing solution to the problem of setting stock levels for components that are required by multiple products. The study of cyclic schedules in which products are made in a fixed schedule and each visit to a product restores its inventory to a preset target level that depends on intervening demand will also be considered in this research. The rarity of events such as stockouts, lost sales, etc. in complex inventory systems make the use of simulation as an evaluation tool of such systems very difficult. This research will also focus on the development of variance reduction techniques, based on importance sampling, to increase the efficiency of simulation analysis. Expected outcomes of this research inclu de the characterization of asymptotically optimal base-stock levels for control of capacitated inventory systems, identification of asymptotically optimal capacity allocation among products, and better analysis, understanding, and design of cyclic schedules for multiple products. Furthermore, tools to better analyze inventory systems through simulation will be developed. This will make it easier, more attractive, and computationally more efficient to analyze complex inventory systems through simulation technique.