Asymptotically Optimal Inventory Control for Assemble-to-Order Systems with Identical Lead Times
研究了具有相同组件提前期的多产品按订单装配系统的库存控制问题，提出了一种基于两阶段随机规划的渐近最优策略，当提前期增大时平均成本与下界的百分比差距趋于零。
Optimizing multiproduct assemble-to-order (ATO) inventory systems is a long-standing difficult problem. We consider ATO systems with identical component lead times and a general “bill of materials.” We use a related two-stage stochastic program (SP) to set a lower bound on the average inventory cost and develop inventory control policies for the dynamic ATO system using this SP. We apply the first-stage SP optimal solution to specify a base-stock replenishment policy, and the second-stage SP recourse linear program to make allocation decisions. We prove that our policies are asymptotically optimal on the diffusion scale, so the percentage gap between the average cost from its lower bound diminishes to zero as the lead time grows.