A SINGLE-PERIOD INVENTORY SYSTEM WITH A GENERAL S-SHAPED UTILITY AND EXPONENTIAL DEMAND

作     者：Wei GENG1 Xiaobo ZHAO2 Deng GAO3 Department of Industrial Engineering,Tsinghua University,Beijing 100084,China 

作者机构：Department of Industrial Engineering Tsinghua University Beijing China 

出 版 物：《Journal of Systems Science and Systems Engineering》 (系统科学与系统工程学报（英文版）)

年 卷 期：2010年第19卷第2期

页      面：227-236页

核心收录：

学科分类：0810[工学-信息与通信工程] 12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 081001[工学-通信与信息系统] 0701[理学-数学] 

基　　金：supported in part by NSF of China under grants 70971072 and 70871066 

主　　题：Inventory S-shaped utility function order-up-to policy 

摘      要：We discuss a single-period inventory system with a general S-shaped utility function and exponential demand. It is shown that there exists a state-dependent order-up-to policy to be optimal. Behaviors of optimal policy are illustrated by a numerical example.