英文标题：
《Property Safety Stock Policy for Correlated Commodities Based on
Probability Inequality》
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作者：
Takashi Shinzato
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最新提交年份：
2017
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英文摘要：
Deriving the optimal safety stock quantity with which to meet customer satisfaction is one of the most important topics in stock management. However, it is difficult to control the stock management of correlated marketable merchandise when using an inventory control method that was developed under the assumption that the demands are not correlated. For this, we propose a deterministic approach that uses a probability inequality to derive a reasonable safety stock for the case in which we know the correlation between various commodities. Moreover, over a given lead time, the relation between the appropriate safety stock and the allowable stockout rate is analytically derived, and the potential of our proposed procedure is validated by numerical experiments.
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中文摘要：
求出满足顾客满意的最优安全库存量是库存管理中最重要的课题之一。然而，当使用在需求不相关的假设下开发的库存控制方法时，很难控制相关适销商品的库存管理。为此，我们提出了一种确定性方法，在我们知道各种商品之间的相关性的情况下，使用概率不等式推导出合理的安全库存。此外，在给定的提前期内，通过解析推导出了适当的安全库存与允许缺货率之间的关系，并通过数值实验验证了我们提出的方法的潜力。
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分类信息：

一级分类：Mathematics 数学
二级分类：Optimization and Control 优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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