Dynamic programming and inventory control.
DOI10.3233/978-1-60750-770-3-IzbMATH Open1252.90001MaRDI QIDQ3100667FDOQ3100667
Authors: Alain Bensoussan 
Publication date: 21 November 2011
Recommendations
dynamic programmingstopping timeMarkov chainsergodic theoryoptimal controlinventory controlimpulse controlrandom demand
Dynamic programming (90C39) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)
Cited In (30)
- Optimal inventory control with path-dependent cost criteria
- Discrete-time hybrid control in Borel spaces: average cost optimality criterion
- Discrete-time hybrid control in Borel spaces
- Ergodic impulse control with constraint: locally compact case
- A weak convergence approach to inventory control using a long-term average criterion
- Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
- Optimal periodic replenishment policies for spectrally positive Lévy demand processes
- On some impulse control problems with constraint
- Discrete-time hybrid control processes with unbounded costs
- On some ergodic impulse control problems with constraint
- On an approximation of average cost per unit time impulse control of Markov processes
- Impulse output rapid stabilization for heat equations
- A stochastic inventory model for a random yield supply chain with wholesale-price and shortage penalty contracts
- Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality
- Inventory control with fixed cost and price optimization in continuous time
- Discrete-time switching control in random walks
- Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs
- Model predictive control of cash balance in a cash concentration and disbursements system
- Order and exit decisions under non-increasing price curves for products with short life cycles
- Degenerate first-order quasi-variational inequalities: an approach to approximate the value function
- Discrete-time control with non-constant discount factor
- Optimal stopping problems for a family of continuous-time Markov processes
- Title not available (Why is that?)
- Sequential capacity expansion options
- Inventory Control for Spectrally Positive Lévy Demand Processes
- On the optimality equation for average cost Markov decision processes and its validity for inventory control
- Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors
- Ergodic control for a mean reverting inventory model
- Base stock list price policy in continuous time
- Optimality of \((s,S)\) policies with nonlinear processes
This page was built for publication: Dynamic programming and inventory control.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3100667)
