Optimality of \((s, S)\) policies for jump inventory models

DOI10.1007/s00186-012-0411-8zbMath1270.49003OpenAlexW2152380563MaRDI QIDQ1935956

Lakdere Benkherouf, Michael J. Johnson

Publication date: 20 February 2013

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

Full work available at URL: https://doi.org/10.1007/s00186-012-0411-8

zbMATH Keywords

inventory controlimpulse controlquasi-variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand ⋮ Optimality of \((s,S)\) policies with nonlinear processes ⋮ A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion

Cites Work

• Inventory models with inventory-level-dependent demand: A comprehensive review and unifying theory
• On a stochastic demand jump inventory model
• Portfolio optimisation with strictly positive transaction costs and impulse control
• Some applications of impulse control in mathematical finance
• Optimal Control of a Mean-Reverting Inventory
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
• Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach
• Optimal Impulse Control When Control Actions Have Random Consequences
• Survey of Literature on Continuously Deteriorating Inventory Models
• Recent trends in modeling of deteriorating inventory

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