摘要
局内进货管理问题是指在未来商品的需求不确定,对未来不作预测的情况下如何决策什么时候及购进多少货物的问题。如果我们用πODPT表示局外问题的最优解,πAD表示局内算法A的最优解,那么竞争比可以表示为sup(πODPT/πAD),其中D表示任意的需求序列。决策者的目标是使得竞争比尽可能的最小。本文首先建立了一个简化的局内库存管理模型,在知道M和m(未来需求最大值和最小值)基础上设计了两种局内策略FNA和PDBA。讨论并证明了对于固定购买数量的竞争策略,我们给出的FNA策略具有最优的竞争比。而后分析了策略PDBA在需求满足各种不同情况下的竞争比。
The theory of on-line inventory management is concerned with decision problems of when and how much to buy of certain commodities whose future demand for production or trade, is uncertain. The player＇s objective is to issue orders so that the competitive ratio, which is defined as sup（πD^OPT/πD^A）, where D is a random demand sequence, πD^OPT is the profit obtained by off-line optimal algorithm, and πD^A is the profit obtained by the on-line algorithm A, is minimized. This paper formulates a simplified on-line inventory model when M, m and n are known and devises two on-line adaptive algorithms FNA and PDBA. Furthermore, we prove that FNA has the optimal competitive ratio compared to decisions of fixed purchases. Several different cases of the demand sequence are discussed and different competitive ratios are presented according to PDBA algorithm.
出处
《运筹与管理》
CSCD
2005年第5期24-29,共6页
Operations Research and Management Science
关键词
局内问题
库存管理
竞争算法
竞争比
on-line problem
inventory management
competitive algorithm
competitive ratio
