Dynamic programming and inventory control.
From MaRDI portal
dynamic programmingergodic theoryimpulse controlinventory controlMarkov chainsoptimal controlrandom demandstopping time
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)
Recommendations
Cited in
(34)- Ergodic control for a mean reverting inventory model
- Discrete-time hybrid control in Borel spaces: average cost optimality criterion
- Discrete-time hybrid control in Borel spaces
- Impulse output rapid stabilization for heat equations
- Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors
- On the optimality equation for average cost Markov decision processes and its validity for inventory control
- Discrete-time control with non-constant discount factor
- Order and exit decisions under non-increasing price curves for products with short life cycles
- Optimal inventory control with path-dependent cost criteria
- Inventory Control for Spectrally Positive Lévy Demand Processes
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
- On some ergodic impulse control problems with constraint
- Model predictive control of cash balance in a cash concentration and disbursements system
- scientific article; zbMATH DE number 1026454 (Why is no real title available?)
- A stochastic inventory model for a random yield supply chain with wholesale-price and shortage penalty contracts
- Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
- Sequential capacity expansion options
- Ergodic impulse control with constraint: locally compact case
- On an approximation of average cost per unit time impulse control of Markov processes
- Optimal periodic replenishment policies for spectrally positive Lévy demand processes
- Inventory control with fixed cost and price optimization in continuous time
- Optimal stopping problems for a family of continuous-time Markov processes
- A weak convergence approach to inventory control using a long-term average criterion
- Optimality of \((s,S)\) policies with nonlinear processes
- Base stock list price policy in continuous time
- Degenerate first-order quasi-variational inequalities: an approach to approximate the value function
- On some impulse control problems with constraint
- Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs
- Discrete-time switching control in random walks
- Discrete-time hybrid control processes with unbounded costs
- Continuity of filters for discrete-time control problems defined by explicit equations
- Single-item continuous-review inventory models with random supplies
- Discrete-time hybrid control with risk-sensitive discounted costs
- Certified inventory control of critical resources
This page was built for publication: Dynamic programming and inventory control.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3100667)
