价格随机变化的企业原料采购库存模型研究

摘要

The paper supposes that the purchasing cost is stochastic, which follows Brownian Motions and in finite horizon , the objective of the firm is to maximize the profit. When considering the factors of price fluctuating, the decision -maker will choose the optimal inventory widdershins. When the elasticity of production elements of the output is large, the enterprise will also reduce the elements of the inventory. The price of product is positively related to the optimal inventory - production.%假设在有限期内企业以利润最大化为目标函数,原材料采购价格的随机变化服从布朗运动,研究企业原料采购的最优库存决策问题.当考虑到要素价格变动时,决策人的最优库存优化决策是反向的；当生产要素的产出弹性比较大时,企业也会减少该要素的库存；产品价格波动与最优库存呈正相关关系.