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

zbMATH Open1240.90003MaRDI QIDQ3170660FDOQ3170660

Authors: Qiulian Fang, Zaiming Liu 

Publication date: 29 September 2011

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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)

Cited In (6)

• 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
• Title not available (Why is that?)
• 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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