Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands
From MaRDI portal
(Redirected from Publication:378784)
Recommendations
- A point process approach to inventory models
- Performance of an approximation to continuous review (s, S) policies under compound renewal demand†
- Pricing perishable products with compound Poisson demands
- Combined pricing and inventory control under uncertainty
- Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost
Cites work
- scientific article; zbMATH DE number 435515 (Why is no real title available?)
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- Foundations of inventory management
- MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
- On the Time Value of Ruin
- Optimal inventory policies under service-sensitive demand
- Products of trees for investment analysis
Cited in
(22)- A compound Poisson EOQ model for perishable items with intermittent high and low demand periods
- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs
- Inventory turns and finite-horizon Little's laws
- On the optimality equation for average cost Markov decision processes and its validity for inventory control
- Service with a queue and a random capacity cart: random processing batches and E-limited policies
- Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors
- Evaluating shortfall distributions in periodic inventory systems with stochastic endogenous demands and lead-times
- Surgical scheduling by fuzzy model considering inpatient beds shortage under uncertain surgery durations
- Optimal continuous production-inventory systems subject to stockout risk
- Capacity reallocation via sinking high-quality resource in a hierarchical healthcare system
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands
- A constrained integrated imperfect manufacturing-inventory system with preventive maintenance and partial backordering
- A road map to new product success: warranty, advertisement and price
- Joint pricing and inventory control for additive demand models with reference effects
- Inventory systems with stochastic and batch demand: computational approaches
- Optimal processing rate and buffer size of a jump-diffusion processing system
- On optimal bidding and inventory control in sequential procurement auctions: the multi period case
- Dynamic pricing and inventory control with delivery flexibility
- Performance analysis of a reflected fluid production/inventory model
- Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost
- Log-concavity of compound distributions with applications in operational and actuarial models
This page was built for publication: Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q378784)
