具有多元马氏需求特征的多产品定价和库存问题及其最优(s,S,p)策略  

Optimality of (s,S,p) Policies in Pricing and Inventory of Multi-product with Multivariate Markovian Demand

作　　者：陈杰[1,2] 陈志祥[1] 邢灵博[2] 陈崇萍[1] 

机构地区：[1]中山大学管理学院,广东广州510275 [2]琼州学院理工学院,海南三亚572022

出　　处：《系统工程》2015年第11期46-52,共7页Systems Engineering

基　　金：国家自然科学基金资助项目(71372154);海南省自然科学基金资助项目(20151008;114011);琼州学院校级青年基金资助项目(QYQN201446)

摘　　要：多产品的最优(s,S,p)策略受系统的初始周期的库存水平和需求状态的影响,对多产品的需求状态做出合理的预测是优化库存和定价的关键问题。以多元马尔可夫模型为理论导向,建立了多产品的需求预测模型,并通过该模型确定了各种产品的需求之间的关系。同时,进一步证明了多产品的最优(s,S,p)策略的存在性,进而结合算例给出模型的最优策略的数值解。Optimality of （s,S ,p） policies in multi-product inventory system would be affected by inventory level and demand states of the system in the initial horizon. A key problem in the optimization of inventory and pricing of this kind system is to make scientific prediction for multi-product demand states. In this paper, we address the theoretical analysis model of inventory and pricing for multi-product with markovian demand based on markovian theory, determine the relationship of demand states between all kinds of products. Further, we prove the exist of an optimality of （s,S,p） policies in multi- product inventory system with markovian demand, and give a numerical solution of optimal policy to the model through a numerical example.

关 键 词：定价 库存 多元马尔可夫模型 最优(s S p)策略 

分 类 号：O211[理学—概率论与数理统计] F253[理学—数学]