期刊
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
卷 298, 期 2, 页码 573-584出版社
ELSEVIER
DOI: 10.1016/j.ejor.2021.06.013
关键词
Inventory; (s, Q) Policy; Stochastic lot-sizing; Non-stationary demand
This paper addresses the single-item single-stocking location non-stationary stochastic lot-sizing problem under a reorder point - order quantity control strategy. The authors present stochastic dynamic programs (SDP) and mixed integer non-linear programming (MINLP) heuristics to determine optimal policy parameters and efficiently compute near-optimal parameters for a broad class of problem instances.
This paper addresses the single-item single-stocking location non-stationary stochastic lot-sizing problem under a reorder point - order quantity control strategy. The reorder points and order quantities are chosen at the beginning of the planning horizon. The reorder points are allowed to vary with time and we consider order quantities either to be a series of time-dependent constants or a fixed value; this leads to two variants of the policy: the (s(t), Q(t)) and the (s(t), Q) policies, respectively. For both policies, we present stochastic dynamic programs (SDP) to determine optimal policy parameters and introduce mixed integer non-linear programming (MINLP) heuristics that leverage piecewise-linear approximations of the cost function. Numerical experiments demonstrate that our solution method efficiently computes near-optimal parameters for a broad class of problem instances. Crown Copyright (C) 2021 Published by Elsevier B.V. All rights reserved.
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