Stok için üretim sisteminde dalgalanan talep ve yitik satışlarla envanter fiyatlandırması ve ikmali

In this thesis, a continuous-review, infinite horizon inventory pricing and replenishment problem with capacitated supply is analysed. Demand is modeled as a Markov-modulated Poisson process where the potential demand rate depends on an external environment process. The supply side is modeled by a single server with exponential processing times. The structures of the optimal replenishment policies are demonstrated for two pricing models applied in business. One of these is the static pricing method where the price of the item remains fixed over time, and the other is the dynamic pricing method where the price may change over time depending on the current inventory level and the external environment. It is found that the optimal replenishment policy is an environment-dependent base-stock policy for both pricing models. Moreover, these two methods are compared in a numerical study and it is concluded that the dynamic pricing method would result in a limited improvement on the firm's profit compared to static pricing when both methods are applied optimally, and the benefit of dynamic pricing tends to increase with the demand variability.