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2007_Benkherouf_European Journal of Operational Research_On a Stochastic Inventory Model With a Generalized Holding Costs

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www.elsevier.com/locate/ejor

holding costs

Lakdere Benkherouf *

Department of Statistics and Operations Research, College of Science, Kuwait University, P.O. Box 5969, Safat 13060, Kuwait

Available online 27 November 2006

Abstract

This paper is concerned with nding the optimal replenishment policy for an inventory model that minimizes the total

expected discounted costs over an innite planning horizon. The demand is assumed to be driven by a Brownian motion

with drift and the holding costs (inventory and shortages) are assumed to take some general form. This generalizes the

earlier work where holding costs were assumed linear. It turns out that problem of nding the optimal replenishment sche-

dule reduces to the problem of solving a Quasi-Variational Inequality Problem (QVI). This QVI is then shown to lead to an

(s, S) policy, where s and S are determined uniquely as a solution of some algebraic equations.

2006 Elsevier B.V. All rights reserved.

(A2) continuous and dierentiable except possibly

This paper is concerned with nding the optimal at zero with f 0 (x) > 0, if x > 0, and f 0 (x) < 0,

replenishment schedule for an innite horizon sto- if x < 0, R1

chastic inventory model. It is assumed that only a (A3) f(x) ! +1, as x ! +1, and 0 eax f 0 x

single product is held in stock. dx < 1, for all a > 0.

ax

Let x(t) refers to the level of stock at time t and (A4) fex ! 1, as x ! +1, and eaxf(x) < 1, as

assume that we are allowed to intervene at any time x ! 1, for all a > 0.

to increase stock to any level that we wish with set

up cost k > 0, unit cost c > 0, and holding costs Functions satisfying assumptions (A1)(A4)

given by some function f(x(t)). The function f is include power functions f(x) = O(jxjn). Further,

assumed to be: assume that costs are exponentially discounted at

a rate a > 0. Unmet demand is backlogged.

A replenishment policy consists of a sequence

(ti, Qi), i = 1, . . ., where ti represents the ith time of

*

Tel.: +965 4985387. ordering and Qi represents the quantity ordered at

E-mail address: Lakdereb@kuc01.kuniv.edu.kw time ti, where t1 < t2 < .

0377-2217/$ - see front matter 2006 Elsevier B.V. All rights reserved.

doi:10.1016/j.ejor.2006.08.042

L. Benkherouf / European Journal of Operational Research 182 (2007) 730737 731

of an (s, S) form and the pair (s, S) is determined

V n fti ; Qi gi1;...;n ; 1:1 as a unique solution of a system of a certain alge-

braic equation. This paper is an attempt to take

and set

the work of Sulem a step further generalizing the

V 1 lim V n V : function f(), while hoping to keep the nice structure

n!1

of the (s, S) policy.

Policies described by (1.1) are called impulse con- A variant of the model treated by Sulem was

trol policies. examined by Bather [1] where he showed that an

We shall assume that the dynamics of our inven- (s, S) policy is optimal for the case of minimizing

tory model is described by the following stochastic the total cost per unit time. His treatment was based

dierential equation: on a dynamic programming.

X In the next section, we formulate problem (1.4) as

dxt g dt r dwt Qi dt ti ; 1:2 a Quasi-Variational Inequality problem (QVI). Sec-

iP0 tion 3 is concerned with the solution of the (QVI)

problem.

where d is the Dirac function. The quantities g, and

r are strictly positive real-valued parameters, and wt

is a standard Brownian motion. 2. The quasi-variational problem and optimal (S, s)

Let policy

Ft rfxs; s 6 tg; 1:3

In this section we shall be concerned with formu-

be the r-algebra generated by the history of the lating the problem given by (1.4) as a Quasi-Varia-

inventory level x(t) up to time t. tional inequality problem: see Benssousan and

Now, assume that for each n 2 N, Vn is Fn Lions [3]. The formulation is presented for the sake

measurable, then the problem of nding the replen- of completeness. It is based on the dynamic pro-

ishment schedule which minimizes to the total graming principle of optimality. For that we x t

discounted costs over the innite planning horizon and observe the inventory in a short interval of

reduces to the problem of nding a sequence V* that length s. Thus we have:

solves (i) If an order is made in the interval (t, t + s),

"Z then (1.4) means that

1

yx inf V Ex f xteat dt Z ts

0 yx 6 E f xseast ds

# !

X t

ati

k cQi e x0 x ; 1:4 xt seas X t x : 2:1

iP0

To make things simple, write

ization of the process x(t) under policy V.

Sulem [7] treated the problem described in (1.4) xt s xt Dxs :

with the function f() taking the form

Recall that E[wt] = 0, Ew2t t. The Taylor

px for x 6 0 shortage cost expansion of the right hand side of (2.1) with (1.2)

f x

qx for x > 0 holding cost; gives

with p > 0, and q > 0. It is clear that the class of yx 6 sf xt yxt EDxs y 0 xt

functions f satisfying assumptions (A1)(A4) above 1 2

is very large and contains Sulems model as a special EDxs y 00 xt asyxt

2

case.

1

In her paper Sulem showed that, under some asEDxs y 0 xt asEDxs 2 y 00 xt

2

conditions on the parameters on the model, a 2

unique solution to the (QVI) exists if and only if Os ;

732 L. Benkherouf / European Journal of Operational Research 182 (2007) 730737

tiable and continuity at the boundary point s gives

1

0 6 sf xt gsy 0 xt r2 sy 00 xt asyxt from (3.2) that

2

Os2 ; y 0 s c: 3:3

The innimum in (3.1) is attained at S. This

where y 0 () and y00 (x) stands for rst and the second

implies that

derivatives of y.

Dividing by s and letting s ! 0, gives y 0 S c: 3:4

r2 y 00 x gy 0 x ayx 6 f : (3.2) gives

2

yS ys k cS s: 3:5

(ii) Now, if an order of size Q is placed at time t,

then the inventory level jumps from x(t) to x(t) + Q. Also, we require some for some technical reasons

This means that see: Bensoussan and Lions [3] that

yx

yxt 6 k inf Q cQ yxt Q: lim < 1: 3:6

x!1 f x

Let A and M be two operators dened such that Condition (3.6) is known as the growth con-

1 dition.

Ayx r2 y 00 x gy 0 x ayx; 2:2

2 Remark 1. Our approach in showing that the (s, S)

Myx k inf Q cQ yxt Q: 2:3 policy is optimal starts by postulating that an (s, S)

policy satisfying requirements (3.1)(3.6). This solu-

Then, the optimal expected cost for the inventory

tion is then shown to be unique. Finally, the pair

model is given as a solution of the following (QVI)

(s, S) is shown to be lead to the optimal solution of

problem:

8 the (QVI).

>

< Ay 6 f;

Let

y 6 My; 2:4

>

: Lx yx cx;

Ay f y My 0:

then Ay = f reduces to

1

3. Solution of the QVI problem r2 L00 x gL0 x aLx

2

In our quest to solve the (QVI) given by (2.4) we f x acx gc: 3:7

shall initially follow Sulem [7] and divide the inven- It follows by (3.3) and (3.4) that L 0 (S) = L 0 (s) = 0.

tory space into two regions: the continuation region

C fx 2 R; yx < Myxg fx 2 R; x > sg; Lemma 1. The solution s satisfying (3.3)(3.6) if it

exists must be strictly negative.

where no order is made and

Ay f ; Proof. Assume that s > 0. Note that since S > s,

and f is an increasing function we have by (3.3),

where A is dened in (2.2). The complement

(3.4), and (3.7)

C fx 2 R; yx Myxg fx 2 R; x 6 sg; 1 1

r2 L00 S aLS > r2 L00 s aLs: 3:8

where M is given by (2.3), corresponds to the states 2 2

where an order is made. We call C the stopping We shall consider the possibilities

region.

In C, we have (i) L00 (s) P 0, L00 (S) P 0,

(ii) L00 (s) P 0, L00 (S) < 0,

yx k inf Q cQ yx Q; 3:1 (iii) L00 (s) < 0, L00 (S) P 0,

k cS x yS: 3:2 (iv) L00 (s) < 0, L00 (S) < 0.

L. Benkherouf / European Journal of Operational Research 182 (2007) 730737 733

Expression (3.5) shows that L(S) < L(s). Clearly yx c1 sek1 x c2 sek2 x y p x; 3:12

possibility (iii) cannot hold since (3.8) will not be

valid. If (i) holds, this in turn implies that there exits where

some x* 2 (s, S) such that L 0 (x*) = 0, L00 (x*) 6 0 and Z x

2

y p x fek1 xt ek2 xt gf t dt;

1 1 r2 k1 k2

r2 L00 S aLS > r2 L00 x aLx ; 0

2 2

and c1(s) and c2(s) are parameters depending on s.

which also cannot be true. Now for (ii) to hold,

there must exists x1 2 s; S, and x2 2 s; S with 2

x1 < x2 , such that L0 x1 L0 x2 0, L00 x1 6 0, y p x

r2 k

1 k2

L00 x2 P 0, and Lx1 > Lx2 . Again we have Z x Z x

k1 xt k2 xt

1 1 e f t dt e f t dt :

r2 L00 x2 aLx2 > r2 L00 x1 aLx1 ; 0 0

2 2

which cannot be true. The possibility (iv) is treated Integrating by the parts the rst integral and using

in a similar fashion. Consequently a value of s > 0 lHopital rule for the second integral as x ! 1

cannot be accepted as a solution satisfying (3.3) yields

(3.6). h 2

y p x

Rewrite Ay = f in the form r2 k1 k2

Z x

2 2a 2 k2 k1 1

y 00 2 gy 0 2 y 2 f : 3:9 f x ek1 x ek1 t f 0 t dt :

r r r k1 k2 k1 0

A general solution of (3.9), for x < 0, is given by R x k t 0

But 0 e f t dt is bounded by assumption

1

where 1

y p x f x gek1 x ;

1 p a

k1 2 g g2 2ar2 ;

r

1 p for some strictly positive g. Hence, for (3.12) to be

k2 2 g g2 2ar2 valid as a solution of Ay = f with the growth con-

r

dition (3.6) and Assumption (A4) the coefcient

and yp is a particular solution. The values a1(s), and

c2(s) must vanish, in which case the value function

a2(s) are parameters (depending on s) which are ob-

in the continuation region is

tained by using the boundary condition y 0 (s) = c

and the value of y(s). yx a2 sek2 xs ~y p x;

The variation of the parameters method shows

that yp can be written as where ~y p x f x. This leads to the required

Z x result. h

2

y p x 2 fek2 xt ek1 xt gf t dt:

r k2 k1 s Now consider the dierential equation

3:11 Ay f ;

Lemma 2. Let y denotes the solution of the differen- where A is given by (2.2). Write

tial equation Ay = f in the interval (0, 1), where A is

y x; if x > 0;

given by (2.2). Then in order for hypothesis (3.6) to yx :

y x; if x 6 0:

hold

If x 6 0, then y coincides with the solution y

yx c2 sek2 x ~y p x;

given in (3.10) and yp given by (3.11). The coe-

as x ! 1 where ~y p x Of x, and c2(s) is some cients a1 and a2 can be found from solving the sys-

parameter depending on s. tem of equations:

y s ys;

Proof. In view of (3.10) and (3.11), the solution y

for x P 0 of Ay = f may be represented by y 0 s c;

734 L. Benkherouf / European Journal of Operational Research 182 (2007) 730737

a1 s a2 s ys; solution of (3.18) we have

k1 a1 s k2 a2 s c: Ls < k LS:

Thus

Proof. Note that as s ! 0, (3.16) and (3.17)

1

a1 s fk2 ys cg; 3:13 become,

k2 k1

1 a1 s a2 s c2 s

a2 s fk1 ys cg: 3:14

k1 k2

k1 a1 s k2 a2 s k2 c2 s;

If x > 0, then the argument used in the proof of

Lemma 1 shows that from which we deduce that a1(s) ! 0 as s ! 0, and

y x c2 se k2 x

y p x; 3:15 a2(s) c2(s). It follows from (3.13) that

ys ; 3:20

Z x k2

2

y p x 2 ek2 xt f t dt:

r k2 0 and hence a2(s) = c/k2 by (3.14). Recalling (3.15)

Now, the matching conditions at the point means 0 we have

means that y(0) = y+(0), and y 0 0 y 0 0, which Z S

0 k2 S 2 k2 St

give since f(0) = 0 y S ce 2 f S k2 e f t dt

r k2 0

2

a1 sek1 s a2 sek2 s 2 c: 3:21

r k2 k1

Z 0 Clearly S = 0, is a solution to the above equation.

ek2 t ek1 t f t dt c2 s; 3:16 Also, (3.21) with (3.15) imply that

s

2 2

a1 sk1 ek1 s a2 sk2 ek2 s f S c k2 yS:

r2 k 2 k1

r 2 k2

Z 0

The left hand side of the above relation is strictly

k2 ek2 t k1 ek1 t f t dt k2 c2 s: 3:17 positive by Assumption (A1). This in turn implies

s

that yS > kc2 ys (by (3.20)). This leads to

It is clear, using (3.13) and (3.14), that y(s) and c2(s)

the required result. h

can be uniquely determined as a function of s from

the above system of equations. We shall not give

Lemma 4. As s ! 1, ys ! 1a f s.

the details of the algebra as it is straightforward.

Now, the problem of nding (s, S) satisfying (3.3)

and (3.4) may be restated as that of nding (s, S) Proof. Using (3.16) and (3.17) one can show that

such that R0

2 s ek1 t f t dt

L0 S 0; 3:18 a1 s 2 :

r k1 k2 ek1 s

and

Let s ! 1, and use lHopital rule to get that

Ls k LS: 3:19 a1 s r2 k1 k21 k2 f s.

We shall call the system of nonlinear equations This in turn leads using (3.13) after some simple

generated by Eqs. (3.18) and (3.19) system (E), algebra to the required result. h

and show that system (E) has a unique solution if

the function r dened by Lemma 5. Assume that r(x) ! +1, then as

rx : f x acx; s ! 1, the solution S to y 0 (S) = c exists and is

finite.

is decreasing for x < 0. The proof is long and is done

in stages. Proof. Let s ! 1, and use (3.16) and (3.17) to

We remark before we proceed to the proof that show that

r(0) = 0, and the requirement that r be decreasing

for x < 0 implies that r(x) > 0, for all x 2 R. c2 s a2 sek2 s :

L. Benkherouf / European Journal of Operational Research 182 (2007) 730737 735

Lemma 4 and (3.14) yield x ! +1, implies that there must exist an e S > S,

S 0, L00 e

with L e S P 0 and Lx > LS > L e

S .

1 k1

c2 s f s c ek2 s : For this Se

k1 k2 a

1 1

Clearly c2(s) must be bounded and positive by r2 L00 x aLx < r2 L00 e

S aL e

S;

Assumption (A4). Therefore, the term c2 sek2 x ! 2 2

0, as x ! +1 uniformly in s. It follows after some which leads to a contradiction. This completes the

computations similar to that of Lemma 2 that proof. h

y(x) ! +1, as x ! +1, uniformly in s. h

An argument similar to the one used in the proof

of Lemma 6 leads to the following result.

Corollary 1. Under the hypothesis of Lemma 5, we

have as s ! 1 Lemma 7. Assume that r is decreasing for x < 0 and

Ls > k LS: increasing for x > 0 and that (s, S) is the solution of

system (E), then

Proof. Under the hypothesis of Lemma 5, and using L0 x 6 0; s6x6S

Lemma 4 we have L(s) ! +1, as s ! 1. Also, 0

L x P 0; x P S:

we have L(x) ! +1, as x ! +1, uniformly in s.

Therefore there exists a nite S 2 R such that

Theorem 1. If r is decreasing for x < 0, and that (s, S)

L 0 (S) = 0. For this particular S, we have as s ! 1

is the solution of system (E), then this solution is also

Ls > k LS; optimal for the (QVI) problem (2.4).

which leads to the required result. h

Proof. We need to show that y < My, for x P s

The next step is to show that if the function r is and Ay 6 f, for x 6 s. To show Ay 6 f for x 6 s.

decreasing for x < 0, then the (s, S) policy prescribed Let x 6 s, then (3.2) gives

is indeed the optimal and unique solution of the

(QVI) (2.4). This will be done in a number of steps. yx k cS x yS ys cs x:

x < 0 and that (s, S) is the solution of system (E), then gc ays acs 6 f x acx rx

L00 (s) 6 0.

But r is decreasing for x < 0, and x 6 s < 0, then it is

00 enough to show that

Proof. Assume that L (s) > 0. The fact that

L(S) < L(s), implies there exists some x* 2 (s,S) such gc ays acs 6 f s acs;

that L 0 (x*) = 0, L00 (x*) 6 0, and L(x*) > L(S).

Assume rst that x* < 0, then straight application which is equivalent to

of (3.7) with the hypothesis that r is decreasing for gc ays 6 f s:

x < 0, yields to

But (3.7) leads to

1 1

r2 L00 x aLx < r2 L00 s aLs; 1

2 2 r2 y 00 s gc ays f s;

which leads to a contradiction. 2

If x* > 0, then we get by (3.7) that and y00 (s) < 0, by Lemma 6, hence Ay 6 f. To show

that y < My for x P s, note that

1 1

r2 L00 x aLx < r2 L00 S aLS: Myx k cS x yS; for s 6 x 6 S;

2 2

We get a number of possible scenarios as in the Myx k yx; for x P S:

proof of Lemma 1 On the interval (s, S) the function y My whose

values

(i) L00 (x*) < 0, L00 (S) P 0,

yx Mx yx cx cS yS k;

(ii) L00 (x*) < 0, L00 (S) < 0.

is decreasing by Lemma 7, from 0 to k and is equal

Clearly scenario (i) cannot happen. If scenario to k for x > S, which leads to the required

(ii) happens, then the fact that L(x) ! +1, as result. h

736 L. Benkherouf / European Journal of Operational Research 182 (2007) 730737

A0 4 ! 1; as x ! 1; and

ing for x < 0, then the solution (s, S) is the solution f x

of system (E) is unique. The argument for showing ek2 x f x < 1; as x ! 1:

this follows along the same lines of the proofs

of Lemma 6 where if another solution of (E) is

Remark 3. Note that if you let the discount factor a

assumed then this solution leads to some con-

goes to zero and consider replenishment schedule

tradiction.

that minimizes the average expected costs per unit

Theorem 2. If the function r is increasing for x time, then a similar (QVI) approach to the problem

< 0, then there is no solution to the (QVI) problem of minimizing the total expected costs can be

(2.4). adopted. As before one may consider impulse con-

trol policies of the form V = {(ti, Qi)}i=1,. . ., where

Proof. Assume that there is a solution (s, S) to the tis represents the ordering times and Qis the quan-

(QVI) problem. Then tity ordered. Write

Ay 6 f ; for all x 6 s; y V x

hR P i

which is equivalent to T

f X tdt

Ex 0 ti 6T K cQi jX 0 x

1 gc lim ;

Ls 6 f x acx : 3:22 T !1 T

a a

where the dynamics of the process are given by (1.2)

(i) If f(x) + acx is strictly increasing, then clearly and the expectation is taken with respect to all real-

inequality (3.22) is violated when x ! 1. ization of the process. Then, we say that V* is aver-

Hence (s, S) cannot be a solution. age cost optimal if

(ii) If f(x) + acx = 0, then (3.22) gives y V x inf V y V x: 3:23

gc Let l y V x. Then, it is known: see Lions and

Ls 6 ;

a Perthame [5],

that the optimal cost y in ((1.4)) be-

which in turn leads by (3.19) to haves like la y 0 where y0 satises the following

(QVI) problem:

gc 8

LS 6 k: e

a >

< Ay 0 6 f

Now, using the fact that AL(S) = f(S) + acS + gc, y0 6 Mu;

>

: e

and L 0 (S) = 0, we get Ay 0 f y 0 My 0 0

1

r2 L00 S f S acS gc aLS: with

2

e 1

Therefore Ayx r2 y 00 x gy 0 x l; 3:24

2

1 gc ak; if S < 0

r2 L00 S P and M is dened in (2.3). The optimal (s, S) policy

2 f S acS gc ak; if S > 0: obtained from (2.4) converges to the optimal policy

minimizing the expected average future costs.

Note that the right-hand side of the above inequal-

ity is strictly positive while the left hand-side is neg- This paper was concerned with the problem of

ative since S is the minimum of the function L, nding the optimal replenishment policy for an

which leads to a contradiction. h inventory model that minimizes the total expected

discounted costs over an innite planning horizon.

Remark 2. Note that, by going through the proofs The demand is assumed to be driven by a Brownian

of the results of the paper, assumptions (A3) and motion with drift and the holding costs (inventory

(A4) can be weakened and replaced by and shortages) are assumed to take some general

form. This generalizes the earlier work where hold-

A0 3 f x ! 1; as x ! 1; and

Z 1 ing costs were assumed linear. It turns out that

ek1 x f 0 x dx < 1; problem of nding the optimal replenishment sche-

0 dule reduces to the problem of solving a Quasi-Var-

L. Benkherouf / European Journal of Operational Research 182 (2007) 730737 737

shown to lead to an (s, S) policy, where s and S

are determined uniquely as a solution of some alge- [1] J.A. Bather, A continuous time inventory model, Journal of

Applied Probability 3 (1966) 538549.

braic equations. The structure of the (s, S) we think

[2] L. Benkherouf, L. Aggoun, On a stochastic inventory model

should hold for inventory models for deteriorating with deteriorating and stochastic-dependent demand items,

items or (and) stock dependent items. The analysis Probability in the Engineering and Informational Sciences 16

might be slighter harder than the one of the present (2002) 151165.

paper and should be similar to Benkherouf and [3] A. Bensoussan, J.L. Lions, Impulse Control and Quasi-

Aggoun [2]. For examples of treatments of deter- variational Inequalities, Gauthier Villars, Paris, 1984.

[4] S.K. Goyal, B.C. Giri, Recent trends in modeling of deteri-

ministic models with deteriorating items, interested orating inventory, European Journal on Operational and

readers may consult the reviews of Raafat [6] and Research 134 (2001) 116.

Goyal and Giri [4] and the references therein. [5] P.L. Lions, B. Perthame, Quasi-variational inequality and

ergodic impulse control, SIAM Journal of Control Optimi-

zation 24 (1986) 605615.

Acknowledgement [6] F. Raafat, Survey of literature on continuously deteriorating

inventory models, Journal of Operational Research Society

42 (1991) 2737.

The author would like to thank Brian Gilding [7] A. Sulem, A solvable-one dimensional model of a diusion

from Sultan Qaboos University for valuable discus- inventory system, Mathematics of Operations Research 11

sions on the problem of the paper. (1986) 125133.

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