关键词: 动态生产库存管理, 鲁棒优化, 风险偏好, 椭球不确定集

Abstract: Under the circumstance of demand uncertainty in diverse stages, the production and inventory management and the entire benefits of supply chain are affected by the risk preference of decision makers and the waste disposal during productive process. Taking the risk preference of decision makers into account, this paper constructs a framework of the T-stage dynamic production and inventory of the supply chain, and this framework contains I-producer enterprises, one warehouse and one Waste Disposal Site Base(WDB); then the uncertainty optimization model which aims at maximizing overall revenue is established based on the ellipsoidal set of uncertain demand. By using the robust idea, we translate the uncertain optimization model into one deterministic linear robust counterpart. We also discuss the reliability and validity of the model. The final numerical results show that there are robust strategies with high reliability only when the parameter of risk preference is valued in a particular range. It also proves the reasonability of this robust optimization model.

Key words: dynamic production and inventory management, robust optimization, risk preference, joint ellipsoid uncertainty set