随机多级库存成本管理的风险建模与优化方法及其应用

项目名称： 随机多级库存成本管理的风险建模与优化方法及其应用

项目编号： No.61273233

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 自动化技术、计算机技术

项目作者： 宋士吉

作者单位： 清华大学

项目金额： 83万元

中文摘要： 本项目背景为大型钢铁原料采购复杂物流过程的多级库存成本风险运作管理.在原料运输时间、原料需求等多种随机因素并存的环境下，考虑决策者的风险偏好和风险度量理论，研究随机多级库存的成本控制及其协同配送优化调度问题。针对远洋采购过程，利用前景理论和风险度量理论，基于库存各节点的资源容量约束和时间约束，分别建立随机多级库存总成本前景值优化模型和条件风险值优化模型，分析这些模型的数学性质，利用模型分解与化简、随机模拟等技术，设计多种启发式智能算法对模型求解，给出各库存节点的安全库存控制策略。针对远洋卸载-减载过程和国内配送过程，基于各节点库存能力约束、资源平衡约束、安全库存约束和时间约束，分别建立随机多级库存总成本的前景值和条件风险值优化模型，设计大规模随机优化模型基于分解协调技术的多种混合智能优化算法，给出各库存节点之间的协同配送调度策略。项目成果将在宝钢原料采购物流成本风险运作管理中实施应用验证。

中文关键词： 多级库存；前景理论；风险度量；随机优化；

英文摘要： The background of this project is the operation and management of complex logistics of large-scale iron and steel raw materials procurement processes and multi-echelon inventory cost risk control. Facing the random uncertain transportation time, the demand for raw materials and other factors, we will investigate the problem of random multi-echelon inventory cost control and collaborative distribution scheduling, by considering decision-makers' risk preferences and risk measurement theory. For the ocean-going procurement process，applying prospect theory and the risk measurement theory, we will establish the prospect value optimization model and the conditional value at risk optimization model of random multi-echelon inventory total cost respectively, each subjected to the resource capacity constraints and time constraints of each inventory node. By analyzing the mathematical properties of these two types of model, a variety of heuristic intelligent algorithms based on model decomposition and simplification, stochastic simulation techniques will be designed for solving these models, the safety inventory control strategy of every inventory node are then given. For the ocean-going unloading and load shedding process and the domestic distribution process, the prospect value optimization model and the conditional valu

英文关键词： multi-echelon inventory；prospect theory；risk measurement；stochastic optimization；