Inventory management under highly uncertain demand

被引：35

作者：

Gallego, Guillermo

Katircioglu, Kaan

Ramachandran, Bala

机构：

[1] Columbia Univ, Dept Ind Engn & Operat Res, New York, NY 10027 USA

[2] IBM Corp, Thomas J Watson Res Ctr, Yorktown Hts, NY 10598 USA

来源：

OPERATIONS RESEARCH LETTERS | 2007年 / 35卷 / 03期

关键词：

inventory management; base-stock policy; risk management;

D O I：

10.1016/j.orl.2006.03.012

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We show that base-stock levels first increase and then decrease as the standard deviation increases for a variety of nonnegative random variables with a given mean and provide a distribution-free upper bound for optimal base-stock levels that grows linearly with the standard deviation and then remains constant. (C) 2006 Published by Elsevier B.V.

引用

页码：281 / 289

页数：9

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