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A Global Chance-Constraint for Stochastic Inventory Systems Under Service Level Constraints

机译:服务水平约束下的随机库存系统的全局机会约束

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摘要

We consider a class of production/inventory control problems that has a single product and a single stocking location, for which a stochastic demand with a known non-stationary probability distribution is given. Under the widely-known replenishment cycle policy the problem of computing policy parameters under service level constraints has been modeled using various techniques. Tarim and Kingsman introduced a modeling strategy that constitutes the state-of-the-art approach for solving this problem. In this paper we identify two sources of approximation in Tarim and Kingsman's model and we propose an exact stochastic constraint programming approach. We build our approach on a novel concept, global chance-constraints, which we introduce in this paper. Solutions provided by our exact approach are employed to analyze the accuracy of the model developed by Tarim and Kingsman.
机译:我们考虑一类具有单个产品和单个库存地点的生产/库存控制问题,针对这些问题给出了具有已知非平稳概率分布的随机需求。在广为人知的补货周期策略下,已经使用各种技术对在服务水平约束下计算策略参数的问题进行了建模。塔里木和金斯曼介绍了一种建模策略,该策略构成了解决此问题的最新方法。在本文中,我们确定了塔里木(Tarim)模型和金斯曼(Kingsman)模型中的两种近似源,并提出了一种精确的随机约束规划方法。我们在新概念(全球机会约束)的基础上构建方法,本文将对此进行介绍。我们精确方法提供的解决方案用于分析Tarim和Kingsman开发的模型的准确性。

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