A stochastic differential equation inventory model

DOI10.1007/s40819-018-0594-7zbMath1411.90042OpenAlexW2905772292WikidataQ115372418 ScholiaQ115372418MaRDI QIDQ1738663

A. Tsoularis

Publication date: 18 April 2019

Published in: International Journal of Applied and Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40819-018-0594-7

zbMATH Keywords

Fokker-Planck equationdiffusion processItô solutiontime-dependent Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (2)

Hedging portfolio for a market model of degenerate diffusions ⋮ A new approach based on inventory control using interval differential equation with application to manufacturing system

Cites Work

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• Inventory models with inventory-level-dependent demand: A comprehensive review and unifying theory
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Deterministic and stochastic optimal inventory control with logistic stock-dependent demand rate
• Stochastic processes and filtering theory
• A Deterministic Inventory System with an Inventory-Level-Dependent Demand Rate
• Diffusion Processes in One Dimension

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