예산 제약과 예약 정책이 있는 복수 제품 신문 배달 소년 문제 해결을 위한 효율적 방법론

• 영문명: An Efficient Method for Solving a Multi-Item Newsboy Problem with a Budget-Constraint and a Reservation Policy
• 발행기관: 한국산업경영시스템학회
• 저자명: 이창용(Chang-Yong Lee)
• 간행물 정보: 『산업경영시스템학회지』제37권 제1호, 50~59쪽, 전체 9쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2014.03.31

영문 초록

In this paper, we develop an efficient approach to solve a multiple-item budget-constraint newsboy problem with a reservation policy. A conventional approach for solving such problem utilizes an approximation for the evaluation of an inverse of a Gaussian cumulative density function when the argument of the function is small, and a heuristic method for finding an optimal Lagrangian multiplier. In contrast to the conventional approach, this paper proposes more accurate method of evaluating the function by using the normalization and an effective numerical integration method. We also propose an efficient way to find an optimal Lagrangian multiplier by proving that the equation for the budget-constraint is in fact a monotonically increasing function in the Lagrangian multiplier. Numerical examples are tested to show the performance of the proposed approach with emphases on the behaviors of the inverse of a Gaussian cumulative density function and the Lagrangian multiplier. By using sensitivity analysis of different budget constraints, we show that the reservation policy indeed provides greater expected profit than the classical model of not having the reservation policy.

목차

Abstract

1. 서론

2. 모형 정의

3. 기존의 해법과 제안하는 해법

4. 예제

5. 결론

References

키워드

Newsboy Problem Reservation Policy Numerical Integration Lagrange Multiplier