Sample Path Derivatives for (s, S) Inventory Systems
From MaRDI portal
Publication:4301299
DOI10.1287/OPRE.42.2.351zbMATH Open0805.90038OpenAlexW2042759799MaRDI QIDQ4301299FDOQ4301299
Authors: Michael C. Fu
Publication date: 21 July 1994
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.42.2.351
Recommendations
- Technical Note—Capacitated Serial Inventory Systems: Sample Path and Stability Properties Under Base-Stock Policies
- Sampling-based approximation schemes for capacitated stochastic inventory control models
- On Properties of Stochastic Inventory Systems
- Sample path approximation for a class of stochastic systems
- A sample-path approach to the optimality of echelon order-up-to policies in serial inventory systems
- Inventory systems with stochastic demand and supply: properties and approximations
- A new approach to (s, S) inventory systems
- Provably near-optimal sampling-based algorithms for stochastic inventory control models
- On \((s,S)\) inventory system with random lead time and repeated demands
infinite horizon\((s,S)\) inventory systemsnondiscounted periodic review systemsample path derivatives of performance measures
Cited In (20)
- Multi-location transshipment problem with capacitated transportation
- What you should know about simulation and derivatives
- INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION
- Solving a class of simulation-based optimization problems using ``optimality in probability
- Optimal and near-optimal \((s,S)\) inventory policies for Levy demand processes
- A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
- Title not available (Why is that?)
- Stability analysis and optimization of an inventory system with bounded orders
- A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
- IPA derivatives for make-to-stock production-inventory systems with backorders under the (\(\mathbf{R,r}\)) policy
- Average cost optimality in inventory models with Markovian demands
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Strong consistency of sample path derivative estimates
- Stochastic optimization in supply chain networks: averaging robust solutions
- A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network
- Approximate optimal order batch sizes in a parallel aisle warehouse
- The classical average-cost inventory models of Iglehart and Veinott-Wagner revisited
- IPA derivatives for a discrete model of make-to-stock production-inventory systems with backorders
- IPA derivatives for Make-to-Stock production-inventory systems with backorders
- Application of perturbation analysis to a class of periodic review (s, S) inventory systems
This page was built for publication: Sample Path Derivatives for (s, S) Inventory Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4301299)