Distribution Free Procedures for Some Inventory Models
研究了在只知道提前期需求的前两阶矩、不知道其概率分布时，如何用极小极大无分布方法求解连续审查和定期审查库存模型，对库存管理者有用。
Stochastic inventory models, such as continuous review models and periodic review models, require information on the lead time demand. However, information about the form of the probability distribution of the lead time demand is often limited in practice. We relax the assumption that the cumulative distribution function, say F, of the lead time demand is completely known and merely assume that the first two moments of F are known and finite. The minmax distribution free approach for the inventory model consists of finding the most unfavourable distribution for each decision variable and then minimizing over the decision variable. We solve both the continuous review model and the periodic review model with a mixture of backorders and lost sales using the minmax distribution free approach.