scientific article
From MaRDI portal
Publication:3100667
DOI10.3233/978-1-60750-770-3-izbMath1252.90001MaRDI QIDQ3100667
Publication date: 21 November 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal controldynamic programmingMarkov chainsstopping timeergodic theoryinventory controlimpulse controlrandom demand
Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items
Optimal inventory control with path-dependent cost criteria, On Some Ergodic Impulse Control Problems with Constraint, Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality, Model predictive control of cash balance in a cash concentration and disbursements system, A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts, On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes, Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs, Discrete-time switching control in random walks, Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function, Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand, On Some Impulse Control Problems with Constraint, Inventory Control for Spectrally Positive Lévy Demand Processes, Ergodic control for a mean reverting inventory model, Discrete-time control with non-constant discount factor, Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes, INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME, Optimal Stopping Problems for a Family of Continuous-Time Markov Processes, Discrete-time hybrid control in Borel spaces, Discrete-time hybrid control in Borel spaces: average cost optimality criterion, Optimality of \((s,S)\) policies with nonlinear processes, Base stock list price policy in continuous time, Impulse output rapid stabilization for heat equations, Order and exit decisions under non-increasing price curves for products with short life cycles, A weak convergence approach to inventory control using a long-term average criterion, Sequential Capacity Expansion Options, Ergodic impulse control with constraint: locally compact case, Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors, On the optimality equation for average cost Markov decision processes and its validity for inventory control
