Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems
开发了基于仿真的方法，用于估计多层级生产库存系统中库存成本对基础库存水平参数的灵敏度，帮助将简化模型预测的最优参数调整到更贴近实际系统的复杂情况。
Effective management of inventories in large-scale production and distribution systems requires methods for bringing model solutions closer to the complexities of real systems. Motivated by this need, we develop simulation-based methods for estimating sensitivities of inventory costs with respect to policy parameters. These sensitivity estimates are useful in adjusting optimal parameters predicted by a simplified model to complexities that can be incorporated in a simulation. We consider capacitated, multiechelon systems operating under base-stock policies and develop estimators of derivatives with respect to base-stock levels. We show that these estimates converge to the correct value for finite-horizon and infinite-horizon discounted and average cost criteria. Our methods are easy to implement and experiments suggest that they converge quickly. We illustrate their use by optimizing base-stock levels for a subsystem of the PC assembly and distribution system of a major computer manufacturer.