A characterization of optimal base-stock levels for a multistage serial supply chain
提出一个多级模型来优化随机需求下的库存控制决策，通过分解方法将问题拆解为可顺序求解的单单元子问题，并扩展到离散阶段以高效计算最优解。
In this article, we present a multistage model to optimize inventory control decisions under stochastic demand and continuous review. We first formulate the general problem for continuous stages and use a decomposition solution approach: since it is never optimal to let orders cross, the general problem can be broken into a set of single-unit subproblems that can be solved in a sequential fashion. These subproblems are optimal control problems for which a differential equation must be solved. This can be done easily by recursively identifying coefficients and performing a line search. The methodology is then extended to a discrete number of stages and allows us to compute the optimal solution in an efficient manner, with a competitive complexity. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 32–46, 2016