Impulse control of a brownian inventory system with supplier uncertainty

DOI10.1080/07362999308809298zbMath0781.90028OpenAlexW1969592305MaRDI QIDQ4036132

Shaul K. Bar-Lev, Mahmut Parlar, David Perry

Publication date: 16 May 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809298

zbMATH Keywords

sensitivity analysisBrownian motiontotal expected discounted costexpected discounted cost

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Lost-sales inventory theory: a review ⋮ A lost sales inventory system with supply uncertainty

Cites Work

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• Impulse Control of Brownian Motion
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• Reliability and Inventory in a Production-Storage System
• A diffusion process model for the optimal investment strategies of an R & D project
• Optimal Control of Production Sequences: A Continuous Parameter Analysis
• Two-stage output procedure of a finite dam
• A continuous time inventory model

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