原材料价格波动下的库存与生产联合决策  

Joint inventory and production decisions under fluctuating material costs

作　　者：傅科[1] 梁桂添 王夏阳[1] 

机构地区：[1]中山大学岭南学院,广州510275 [2]香港中文大学商学院

出　　处：《管理科学学报》2016年第12期47-58,共12页Journal of Management Sciences in China

基　　金：国家自然科学基金资助项目(71222105;71671192;71431007)

摘　　要：价格波动的情况下如何进行原材料采购,并在产品的生产决策中如何权衡市场需求、产品价格以及采购与库存成本等问题是当前很多企业面临的普遍难题.对此类问题,假定原材料的价格波动服从马尔可夫过程,成品的市场需求为与价格相关的随机变量,进而建立了多周期库存采购与生产联合决策模型,并分析了系统的动态最优策略.模型同时考虑了原材料买进或者卖出决策和成品生产决策.研究结果表明,模型的最优策略,即原材料库存决策与成品生产决策均满足动态基库存策略.同时证明了一系列性质,这些性质展示了原材料价格波动下最优库存策略的特征.数值实验进一步验证了模型的最优策略,并研究了参数变化时最优策略的变化.Manufacturing firms are often faced with frequent price fluctuations of both raw materials and the fi- nal products. Therefore, it has become increasingly difficult for the firms to make proper procurement and pro- duction decisions. This paper studies the inventory and production decisions for a manufacturer who is faced with fluctuating material costs. A multi-period inventory and production decision model is developed based on the assumptions that the fluctuation of material costs follows the Markov process and the market demand for the final product is a price-dependent random variable. The optimal dynamic inventory and production policies are then analyzed. One unique feature of the model is that the manufacturer can sell raw materials. Meanwhile, the manufacturer has to make inventory decisions of the final product. It is shown that the optimal production and inventory decisions are of base-stock type. Furthermore, several structural properties are developed to fur- ther characterize the detailed policy structure. Extensive numerical studies verify the optimal policies and dem- onstrate how the model parameters affect the optimal decisions.

关 键 词：价格波动 采购管理 库存决策 基库存策略 

分 类 号：F273[经济管理—企业管理]