Inventory management with partially observed nonstationary demand

DOI10.1007/s10479-009-0513-8zbMath1194.90008arXiv1206.6283MaRDI QIDQ993707

Erhan Bayraktar, Michael Ludkovski

Publication date: 20 September 2010

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.6283

zbMATH Keywords

hidden Markov model; Markov modulated Poisson process; inventory management; censored demand; partially observable demand

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

90B05: Inventory, storage, reservoirs

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

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