Explicit Solution of Inventory Problems with Delivery Lags
From MaRDI portal
Recommendations
- A Solvable One-Dimensional Model of a Diffusion Inventory System
- Inventory management with stochastic lead times
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- Technical Note—Cost Formulas for Continuous Review Inventory Models with Fixed Delivery Lags
- Optimality of base-stock and (s,S) policies for inventory problems with information delays
Cited in
(40)- Impulse control problem on finite horizon with execution delay
- Optimal stochastic impulse control with delayed reaction
- Computational aspects in applied stochastic control
- An algorithm for evaluating the number of controls in trigger--target models
- Inventory systems for goods with censored random lifetimes
- A limited-feedback approximation scheme for optimal switching problems with execution delays
- Optimal policy for Brownian inventory models with general convex inventory cost
- Analysis of the optimal exercise boundary of American put options with delivery lags
- On the finite horizon optimal switching problem with random lag
- Irreversible investment with random delay and partial prepayment
- Investment flexibility as a barrier to entry
- On the problems of sequential statistical inference for Wiener processes with delayed observations
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- Optimal impulse and regular control strategies for proportional reinsurance problem
- Solving impulse-control problems with control delays
- Optimal policies for inventory systems with separate delivery-request and order-quantity decisions
- Managing Inventory with Multiple Products, Lags in Delivery, Resource Constraints, and Lost Sales: A Mathematical Programming Approach
- Inventory performance under staggered deliveries and autocorrelated demand
- Dynamic programming approach to optimal inventory processes with delay in delivery
- Technical Note—Cost Formulas for Continuous Review Inventory Models with Fixed Delivery Lags
- scientific article; zbMATH DE number 3874930 (Why is no real title available?)
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations
- Taut-string solution of the equilibrium no-lag Clark-Scarf serial inventory problem
- Delivery delay variation in multi-echelon inventory problems
- A stochastic inventory model for a random yield supply chain with wholesale-price and shortage penalty contracts
- OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES
- Infinite horizon stochastic impulse control with delay and random coefficients
- Optimal stochastic impulse control with random coefficients and execution delay
- Brownian inventory models with convex holding cost. I: Average-optimal controls
- Inventory management with stochastic lead times
- OPTIMAL STOPPING WITH DELAYED INFORMATION
- A class of recursive optimal stopping problems with applications to stock trading
- Stationary analysis of an (R, Q) inventory model with normal and emergency orders
- Time-to-build and capacity choice
- Finite Horizon Impulse control of Stochastic Functional Differential Equations
- Optimal policy for two-stage Brownian inventory systems under the long-run average cost criterion
- Some results on optimal stopping under phase-type distributed implementation delay
- Optimality of base-stock and (s,S) policies for inventory problems with information delays
- A generalized impulse control model of cash management
This page was built for publication: Explicit Solution of Inventory Problems with Delivery Lags
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864881)
