马氏需求和随机供应下的订货和定价问题

被引：2

作者：

言小明

刘克

机构：

[1] 中国科学院数学与系统科学研究院

来源：

系统科学与数学 | 2008年 / 28卷 / 11期

关键词：

库存; 定价; 订货; 马氏链;

D O I：

暂无

中图分类号：

O211.62 [马尔可夫过程];

学科分类号：

摘要：

考虑到零售商的固定订货费用以及在供应商供货不确定因素的影响下,研究了零售商的联合定价和订货问题.在一定的条件下,以极大化销售周期中的利润为准则,证明了零售商联合订货和定价最优策略的存在性,并且得到了最优策略具有(s,S,p)的结构.分析了供货的不确定性对最优策略的影响,特别是零售商所获得的最大利润与得到供货的概率成正比的关系,即每阶段得到货的概率越大,零售商获得的利润越多.

引用

页码：1346 / 1353

页数：8

共 17 条

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