On the optimal control of partially observed inventory systems

DOI10.1016/J.CRMA.2005.08.003MaRDI QIDQ2570041zbMATH OpenOpenAlexFDO

Authors Metin Çakanyildirim, Suresh P. Sethi, Alain Bensoussan

Publication date 26 October 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.08.003

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Inventory, storage, reservoirs (90B05)

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Cites work

• Dynamical equations for optimal nonlinear filtering
• scientific article; zbMATH DE number 3130649 (Why is no real title available?)
• scientific article; zbMATH DE number 49106 (Why is no real title available?)
• On the optimal filtering of diffusion processes
• The Censored Newsvendor and the Optimal Acquisition of Information

Cited in

(23)

• Optimal inventory decisions in a multiperiod newsvendor problem with partially observed Markovian supply capacities
• Inventory control under speculation: Myopic heuristics and exact procedures
• Inventory policies for a partially observed supply capacity model
• Dynamics and control on a discrete multi-inventory system
• Optimal policies for inventory systems with finite capacity and partially observed Markov-modulated demand and supply processes
• Dynamic pricing with Bayesian demand learning and reference price effect
• An integrated data-driven method using deep learning for a newsvendor problem with unobservable features
• Partially Observed Inventory Systems: The Case of Rain Checks
• Technical note: Managing nonperishable inventories with learning about demand arrival rate through stockout times
• Optimal control of continuous-time Markov chains with noise-free observation
• A partial fill problem in Inventory Control
• Robust Inventory Management: An Optimal Control Approach
• Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation
• On a stochastic inventory system with partially observed level and demand
• Optimal inventory control with shrinkage and observed sales
• Partially Observed Inventory Systems: The Case of Zero‐Balance Walk
• Inventory control with modulated demand and a partially observed modulation process
• An incomplete information inventory model with presence of inventories or backorders as only observations
• Technical Note—Average Cost Optimality in Partially Observable Lost-Sales Inventory Systems
• Computation of approximate optimal policies in a partially observed inventory model with rain checks
• Optimality of base-stock and (s,S) policies for inventory problems with information delays
• Inventory problems with partially observed demands and lost sales
• Inventory management with partially observed nonstationary demand

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