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Optimal (r, Q) policy in a stochastic inventory system with limited resource under incremental quantity discount

机译:数量减少的随机资源有限的随机库存系统中的最优(r,Q)策略

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摘要

Resource constraint such as constraint on purchasing budget, and quantity discount are two common characteristics of inventory systems. While interacting these characteristics in an actual inventory system is important in practice, most of the existing (r, Q) models in the literature have considered them separately. This paper investigates a single-item (r, Q) model with a limited resource and incremental quantity discount under perpetual review where demand is stochastic and discrete. The lead time is constant and unsatisfied demands are backordered. Most actual inventory systems tend to offset resource shortages by renting the missing amount of the resource, instead of keeping a surplus resource in the system. Therefore, considering a soft resource constraint, beside the incremental quantity discount where the resource is price-dependent, makes the model more practical. An optimization problem is formulated to find an optimal (r, Q) policy which minimizes the expected system costs. Based on the mathematical properties of the cost function, the search region for the optimal solution of the problem is reduced to a one-dimensional search region which is proven to be a finite enumerable set of order quantities. A one-dimensional search algorithm is presented to find the optimal (r, Q) policy through this region. Finally, some numerical examples are provided to demonstrate the algorithm performance and its sensitivity to parameters variation.
机译:采购预算约束和数量折扣等资源约束是库存系统的两个共同特征。尽管在实际的库存系统中相互作用这些特征在实践中很重要,但文献中大多数现有的(r,Q)模型已将它们分开考虑。本文研究了在需求随机且离散的永久评审下具有有限资源和增量折扣的单项目(r,Q)模型。交货时间是恒定的,未满足的需求有待补货。大多数实际的库存系统都倾向于通过租用丢失的资源量来弥补资源短缺,而不是在系统中保留多余的资源。因此,考虑到软资源约束,除了资源依赖价格的增量数量折扣外,该模型更加实用。制定了一个优化问题,以找到使预期系统成本最小化的最佳(r,Q)策略。基于成本函数的数学属性,用于问题最佳解决方案的搜索区域将缩小为一维搜索区域,该区域被证明是一组有限的可订购数量。提出了一种一维搜索算法以通过该区域找到最佳(r,Q)策略。最后,提供了一些数值示例来说明算法的性能及其对参数变化的敏感性。

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