수요가 재생 도착과정을 따르는 (s, S) 재고 시스템에서 시뮬레이션 민감도 분석을 이용한 최적 전략

• 영문명: Optimal Policy for (s, S) Inventory System Characterized by Renewal Arrival Process of Demand through Simulation Sensitivity Analysis
• 발행기관: 한국시뮬레이션학회
• 저자명: 권치명(Chimyung Kwon)
• 간행물 정보: 『한국시뮬레이션학회 논문지』제12권 제3호, 31~40쪽, 전체 10쪽
• 주제분류: 공학 > 기타공학
• 파일형태: PDF
• 발행일자: 2003.09.30

영문 초록

This paper studies an optimal policy for a ceπain class of ( s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering nount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

목차

1. 서론

2. 퍼터베이션 분석법

3. 확률 최적화 기법

4. 예제

5. 결론

참고문헌

키워드

(s, S) 재고관리시스템 확률적화기법 퍼터베이션 분석 재생 도착과정