Exact distributions in a jump-diffusion storage model.

DOI10.1017/S026996480216102XMaRDI QIDQ2784120zbMATH OpenOpenAlexFDO

Authors David Perry, Wolfgang Stadje

Publication date 2002

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s026996480216102x

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

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Cited in

(5)

• Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost
• Optimal continuous production-inventory systems subject to stockout risk
• The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process
• International reserve management: a drift-switching reflected jump-diffusion model
• On busy periods of the unbounded Brownian storage

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