• 제목/요약/키워드: Sample Path Coupling Argument

검색결과 1건 처리시간 0.1초

제한된 주문허용 수준을 갖는 주문공산 재고시스템을 위한 민감도 분석 (Sensitivity Analysis for a Make-to-Order Inventory-Production System with Limited Order Acceptance Level)

  • 김은갑;김지승
    • 한국경영과학회지
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    • 제30권2호
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    • pp.117-129
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    • 2005
  • This paper considers a make-to-order inventory-production system in which customer orders are admitted only when the number of outstanding customer orders is below a value committed by the system. We deal with general distributions for the customer order Inter-arrival, production, and replenishment lead time processes. Monotonicities of the optimal average cost with respect to these distribution parameters are established using sample path coupling arguments. When distributions are given as an exponential one, we implement a sensitivity analysis on the optimal inventory policy and show that it has monotonicities with respect to system costs using dynamic programming.