IPA derivatives for Make-to-Stock production-inventory systems with backorders

DOI10.1007/s11009-006-8548-7zbMath1130.90302OpenAlexW2039131207MaRDI QIDQ2433260

Yao Zhao, Benjamin Melamed

Publication date: 27 October 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-8548-7

zbMATH Keywords

IPAstochastic fluid modelsproduction-inventory systemsmake-to-StockSFMIPA derivativesinfinitesimal Perturbation AnalysisIPA gradients

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Exact distribution theory in statistics (62E15) Inventory, storage, reservoirs (90B05) General theory of stochastic processes (60G07)

Related Items (3)

IPA derivatives for a discrete model of make-to-stock production-inventory systems with backorders ⋮ Simulation of IPA gradients in hybrid network systems ⋮ IPA derivatives for make-to-stock production-inventory systems with backorders under the (\(\mathbf{R,r}\)) policy

Cites Work

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• Sample Path Derivatives for (s, S) Inventory Systems
• Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems
• Perturbation analysis for online control and optimization of stochastic fluid models
• Variational bounds and sensitivity analysis of traffic processes in continuous flow models

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