Effect of the Return Policy in a Continuous-Time Newsvendor Problem

DOI10.1142/S0217595917500312zbMath1405.91087OpenAlexW2768232284MaRDI QIDQ4602330

Ke Fu, Fan Wang, Zhong-Fei Li, Wei-Wei Zhang

Publication date: 10 January 2018

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595917500312

zbMATH Keywords

Stackelberg equilibriumOrnstein-Uhlenbeck processreturn policycontinuous-time newsvendor model

Mathematics Subject Classification ID

Cites Work

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• A Maximum Principle for Stochastic Control with Partial Information
• Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information
• Coordinated stocking, clearance sales, and return policies for a supply chain

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