A ONE‐PERIOD STOCHASTIC INVENTORY PROBLEM WITH A LUMP‐SUM PENALTY COST
研究单期随机库存问题，允许需求为负且惩罚成本与缺货量无关，分析最优订货策略并给出两个算例。
ABSTRACT This paper presents an inventory problem related to the one‐period stochastic inventory (or “newsboy”) problem. In this problem, the firm has to decide how much product to order to meet a random one‐period demand. The version of the problem presented is novel in two respects. First, demand is explicitly permitted to be negative, and second, the penalty (or shortage) cost is assumed to be independent of the magnitude of the shortage. This situation is shown to change the form of the cost function and to complicate the determination of optimal policies. The form of the optimal policy is developed, and two example problems are presented in some detail.