IMPULSE CONTROL WITH DISCONTINUOUS SETUP COSTS: DISCOUNTED COST CRITERION
文献类型：期刊论文
| 作者 | Xu, Fen1,2; Yao, Dacheng3 ; Zhang, Hanqin4
|
| 刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| 出版日期 | 2021 |
| 卷号 | 59期号:1页码:267-295 |
| 关键词 | inventory impulse control quantity-dependent setup cost (s, S) policy (s, S(x) : x <= s) policy |
| ISSN号 | 0363-0129 |
| DOI | 10.1137/19M1299244 |
| 英文摘要 | This paper studies a continuous-review backlogged inventory model considered by [K. L. Helmes, R. H. Stockbridge, and C. Zhu, SIAM J. Control. Optim., 53 (2015), pp. 2100-2140] but with discontinuous quantity-dependent setup cost for each order. In particular, the setup cost is characterized by a two-step function and a higher cost would be charged once the order quantity exceeds a threshold Q. Unlike the optimality of the (s, S)-type policy obtained by Helmes, Stockbridge, and Zhu for continuous setup cost with the discounted cost criterion, we find that, in our model, although some (s, S)-type policy is indeed optimal in some cases, the (s, S)-type policy cannot always be optimal. In particular, we show that there exist cases in which an (s, S) policy is optimal for some initial levels but it is strictly worse than a generalized (s, {S(x) : x <= s}) policy for the other initial levels. Under (s, {S(x) : x <= s}) policy, it orders nothing for x > s and orders up to level S(x) for x <= s, where S(x) is a nonconstant function of x. We further prove the optimality of such (s, {S(x) : x <= s}) policy in a large subset of admissible policies for those initial levels. Moreover, the optimality is obtained through establishing a more general lower bound theorem which will also be applicable in solving some other optimization problems by the lower bound approach. |
| 资助项目 | National Natural Science Foundation of China[11771432] ; National Natural Science Foundation of China[11871461] ; National Natural Science Foundation of China[11401566] |
| WOS研究方向 | Automation & Control Systems ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000623931700011 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58293]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Yao, Dacheng |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, MADIS, CEMS, Beijing 100190, Peoples R China 4.Natl Univ Singapore, Dept Analyt & Operat, Singapore 119245, Singapore |
| 推荐引用方式 GB/T 7714 | Xu, Fen,Yao, Dacheng,Zhang, Hanqin. IMPULSE CONTROL WITH DISCONTINUOUS SETUP COSTS: DISCOUNTED COST CRITERION[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2021,59(1):267-295. |
| APA | Xu, Fen,Yao, Dacheng,&Zhang, Hanqin.(2021).IMPULSE CONTROL WITH DISCONTINUOUS SETUP COSTS: DISCOUNTED COST CRITERION.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,59(1),267-295. |
| MLA | Xu, Fen,et al."IMPULSE CONTROL WITH DISCONTINUOUS SETUP COSTS: DISCOUNTED COST CRITERION".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 59.1(2021):267-295. |
入库方式： OAI收割
来源：数学与系统科学研究院
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