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.
出处
《运筹与管理》
CSSCI
CSCD
北大核心
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)
关键词
库存
报童问题
随机模糊模拟
SPSA
随机模糊变量
inventory
newsboy problem
stochastic fuzzy simulation
simultaneous perturbation stochastic approximation（SPSA）
random fuzzy variable
