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Optimization and optimality of (<i>s</i>, <i>S</i>) stochastic inventory systems with non-quasiconvex costs

优化和 OPTIMALITY (s, S ) 随机的库存系统 WITHNON-QUASICONVEX 费用

作     者:Chen, FY Feng, Y 

作者机构:Chinese Univ Hong Kong Dept Syst Engn & Engn Management Shatin Hong Kong Peoples R China 

出 版 物:《PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES》 (工程与信息科学中的概率)

年 卷 期:2006年第20卷第2期

页      面:287-306页

核心收录:

学科分类:1201[管理学-管理科学与工程(可授管理学、工学学位)] 08[工学] 0714[理学-统计学(可授理学、经济学学位)] 

主  题:mathematical programming computational procedure LOSS FUNCTION parametric method infinite horizon Optimization algorithms optimality Policies 

摘      要:This article considers the optimization and optimality of single-item/location, infinite-horizon, (s, S) inventory models. Departing from the conventional approach, we do not assume the loss function describing holding and shortage costs per period to be quasiconvex. As the existing optimization algorithms have been established on the condition of quasiconvexity, our goal in this article is to develop a computational procedure for obtaining optimal (s,S) policies for models with general loss functions. Our algorithm is based on the parametric method commonly used in fractional programming and is intuitive, exact, and efficient. Moreover, this method allows us to extend the optimality of (s, S) policies to a broader class of loss functions that can be non-quasiconvex.

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