On the optimality of (s, S)-strategies in a minimax inventory model with average cost criterion

DOI10.1080/02331939108843651zbMath0729.90034OpenAlexW1986587370MaRDI QIDQ3354441

Heinz-Uwe Küenle

Publication date: 1991

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939108843651

zbMATH Keywords

(s,S)-strategyK-convex functionsstochastic dynamic one-commodity inventory problemtwo-person Markov game

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Other game-theoretic models (91A40) Stochastic games, stochastic differential games (91A15)

Related Items

Non zero-sum stochastic games in admission, service and routing control in queueing systems, Semi-Markov control models with partially known holding times distribution: discounted and average criteria, On a Discounted Inventory Game, Stochastic scheduling games with Markov decision arrival processes

Cites Work

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• The optimal reward operator in dynamic programming
• Über die optimalität von strategien in stochastischen dynamischen minimax-entscheidungsmodellen I
• A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem
• Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control