Study on the (s,S) stochastic inventory control policy with jump diffusion demands

MaRDI QIDQ3170660zbMATH OpenFDO

Authors Qiulian Fang, Zaiming Liu

Publication date 29 September 2011

zbMATH Keywords

diffusionHamilton-Jacobi-Bellman equationcompound Poisson processstochastic inventory

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Inventory, storage, reservoirs (90B05)

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Cited in

(8)

• Optimal drift rate control and impulse control for a stochastic inventory/production system
• On a stochastic demand jump inventory model
• Optimal Control Policy for Stochastic Inventory Systems with Markovian Discount Opportunities
• Optimality of \((s, S)\) policies for jump inventory models
• Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
• scientific article; zbMATH DE number 6960641 (Why is no real title available?)
• Optimal stochastic inventory renewal policy of integer units with a demand queue
• Optimality of an \((s,S)\) policy with compound Poisson and diffusion demands: a quasi-variational inequalities approach

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