本文分析了随机供应下的单物品连续盘点库存模型，其中订单之间的库存动态由扩散过程描述，并使用长期平均成本准则来评估决策。这类模型具有一般的漂移和扩散系数，以及边界点，这些边界点与需求应趋于降低库存水平的概念相一致。随机产出通过一个（概率）转移函数来描述，该函数取决于现有库存和名义订购量；假设其分布的支持集位于由订单起始和名义订单目标库存水平所确定的区间内。利用涉及平均期望占用和订购测度的弱收敛论证，给出了在具有有限期望成本的一般策略类中，(s,S) 订购策略最优性的条件。将 (s,S) 策略的成本表征为两个变量的函数，自然导致关于库存水平 s 和 S 的非线性优化问题，并在弱条件下建立了优化对 (s*,S*) 的存在性。因此，随机供应库存模型的最优策略可以（容易地）数值计算。最优性结果的适用范围通过几个具有随机产出的库存模型加以说明。
英文摘要：
This paper analyzes single-item continuous-review inventory models with random supplies in which the inventory dynamic between orders is described by a diffusion process, and a long-term average cost criterion is used to evaluate decisions. The class of models have general drift and diffusion coefficients and boundary points that are consistent with the notion that demand should tend to reduce the inventory level. Random yield is described by a (probability) transition function which depends on the inventory-on-hand and the {\em nominal} amount ordered; it is assumed to be a distribution with support in the interval determined by the order-from and the nominal order-to locations of the stock level. Using weak convergence arguments involving average expected occupation and ordering measures, conditions are given for the optimality of an $(s,S)$ ordering policy in the general class of policies with finite expected cost. The characterization of the cost of an $(s,S)$-policy as a function of two variables naturally leads to a nonlinear optimization problem over the stock levels $s$ and $S$ and existence of an optimizing pair $(s^*,S^*)$ is established under weak conditions. Thus, optimal policies of inventory models with random supplies can be (easily) numerically computed. The range of applicability of the optimality result is illustrated on several inventory models with random yields.
Control of Dual-Sourcing Inventory Systems using Recurrent Neural Networks
Frankfurt School of Finance and Management（法兰克福金融管理学院）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；University of Zurich（苏黎世大学）；Erasmus University Rotterdam（鹿特丹伊拉斯姆斯大学）
Optimal and Order-optimal Gated Priority-based Greedy Policies for Two-layer Multi-item Order Fulfillment
Leonard N. Stern School of Business, New York University（纽约大学 Leonard N. Stern 商学院）；Qiuzhen College, Tsinghua University（清华大学邱泽学院）；Yau Mathematical Sciences Center & Department of Mathematical Sciences, Tsinghua University（清华大学姚数学科学中心及数学科学系）
A Simulation-Optimization Technique for Service Level Analysis in Conjunction with Reorder Point Estimation and Lead-Time consideration: A Case Study in Sea Port
