Inventory Control for Spectrally Positive Lévy Demand Processes

DOI10.1287/moor.2016.0801zbMath1359.90012arXiv1303.5163OpenAlexW1843140841MaRDI QIDQ2976149

Kazutoshi Yamazaki

Publication date: 13 April 2017

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

Full work available at URL: https://arxiv.org/abs/1303.5163

zbMATH Keywords

inventory modelsscale functions\((s,S)\)-policyspectrally one-sided Lévy processesimpules control

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)

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