随机模糊需求报童问题  

Newsboy Problem with Random Fuzzy Demand

作　　者：胡劲松[1] 刘芳霞[1] 徐元吉[2] 徐如乾[1] 周岩[1] 

机构地区：[1]青岛大学管理科学与工程系,山东青岛266071 [2]浙江理工大学管理科学与工程系,浙江杭州310018

出　　处：《运筹与管理》2012年第3期67-71,共5页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(71071082);山东省自然科学基金项目(Y2008H07)

摘　　要：考虑到需求的随机模糊性,建立了随机模糊需求报童的利润模型。利用可信性测度理论给出了其期望利润模型,并揭示了期望利润函数的凹性,证明了最优订货量的存在性和唯一性。结合随机模糊模拟技术和随机扰动近似算法设计了求解最优订货量的混合算法。最后,通过数值算例说明了算法的有效性。Considering that demand takes on random fuzzy, a profit model under newsboy problem with random fuzzy demand is developed. By means of the credibility measure theory, its expected profit function is presented. Through the analysis of the expected profit function,the concavity of the function is reve, aled, and the existence and uniqueness of the optimal order quantity are also proved. A hybrid algorithm integrating the random fuzzy simulation and simultaneous perturbation stochastic approximation is designed to carry out the solution to the model. Finally,a numeral example is given to illustrate the validity of the hybrid algorithm.

关 键 词：库存 报童问题 随机模糊模拟 SPSA 随机模糊变量 

分 类 号：F274[经济管理—企业管理]