Partially Observed Inventory Systems: The Case of Rain Checks

DOI10.1137/070688663zbMath1170.90003OpenAlexW3122532879MaRDI QIDQ3399253

J. Adolfo Minjárez-Sosa, Suresh P. Sethi, Alain Bensoussan, Metin Çakanyildirim, Ruixia Shi

Publication date: 29 September 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070688663

zbMATH Keywords

partial observationsstochastic inventory problemrain checkthe Zakai equation

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20)

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