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根据产品的缺陷率程度,将质量水平划分为不同的状态,并利用马尔可夫链刻画其随机运动的统计规律性,进而在融资能力的约束条件下,结合CVa R(Conditional value-at-risk)准则构建多产品联合采购系统的库存优化与控制模型.在给定模型成本参数情况下,数值分析表明了质量水平的随机波动性、风险厌恶因子和融资能力等核心因素对模型的最优解具有重要的影响,三者的取值确定了多产品库存模型的最优解的运动趋势.
According to the degree of defect rate of products, the quality level is divided into different states, and Markov chain is used to characterize the statistical regularity of its stochastic motion. Then under the constraint of financing ability, combined with CVaR (Conditional value-at-risk ) Criterion to construct inventory optimization and control model of multi-product joint purchasing system.Considering the cost parameter of the model, numerical analysis shows that the optimal solution to the model is the core factors such as stochastic volatility of quality level, risk aversion factor and financing ability, Has the important influence. The three values confirm the movement tendency of the optimal solution of multi-product inventory model.