延迟交货时Bulinskaya库存管理问题中费用的中心极限定理
A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays
摘要：
在库存论中，考虑使订购和持有货物或材料的预期成本最小化的策略是很常见的。然而，实现成本是一个随机变量，正如圣彼得堡议会提醒我们的那样，期望值并不总是反映判定问题的全部经济现实。这里我们采用经典的Bulinskaya（1964）库存模型，通过证明一个适当的中心极限定理，我们在一个相当丰富的（和实际的）意义上表明，平均最优策略在经济上是适当的。本文的动机和工具适用于一大类马尔可夫判定问题。
英文摘要：
It is common in inventory theory to consider policies that minimize the expected cost of ordering and holding goods or materials. Nevertheless, the realized cost is a random variable, and, as the Saint Petersburg Paradox reminds us, the expected value does not always capture the full economic reality of a decision problem. Here we take the classic inventory model of Bulinskaya (1964), and, by proving an appropriate central limit theorem, we show in a reasonably rich (and practical) sense that the mean-optimal policies are economically appropriate. The motivation and the tools are applicable to a large class of Markov decision problems.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
