We study a robust rolling horizon model for a periodically reviewed inventory system with multiple supply sources with general lead times. We restrict the demands in an uncertainty set without knowing the distributions. We prove that under some appropriate conditions, the robust optimal policy for multiple sourcing is a combination of the base-stock policy and a gap-of-base-stock policy with capping effect on supply sources except the fastest source. In particular, the structure of this policy is not a natural extension of the robust optimal policy for the system with two supply sources, for which the recent literature shows that the robust optimal policy is a dual-index, dual-base-stock policy that caps the slow order. We also derive closed-form expressions of the robust optimal policy for the central limit theorem (CLT) uncertainty set. We numerically testify to the effectiveness of the structure of the robust optimal policy for more than two supply sources using both simulation demand and real sales data. The computational results are promising.

我们研究了一个稳健的滚动周期模型，用于定期审查的库存系统，该系统具有多个供应源，具有一般提前期。我们在不知道分布的情况下限制不确定性集合中的需求。我们证明，在一些适当的条件下，多重采购的稳健最优策略是基础油策略和基础油缺口策略的组合，对除最快源外的供应源具有上限效应。特别是，对于具有两个供给源的系统，该策略的结构并不是鲁棒最优策略的自然延伸，最近的文献表明，鲁棒最优策略是一种双指数、双基础存量的策略。限制了缓慢的顺序。我们还推导出了中心极限定理 (CLT) 不确定性集的稳健最优策略的闭式表达式。我们使用模拟需求和实际销售数据，通过数值证明了针对两个以上供应源的稳健最优策略结构的有效性。计算结果很有希望。