Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion

DOI10.1137/19M1299244zbMath1455.90017arXiv1911.05308OpenAlexW3120005744MaRDI QIDQ5145605

Fen Xu, Da-Cheng Yao, Han-Qin Zhang

Publication date: 21 January 2021

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

Full work available at URL: https://arxiv.org/abs/1911.05308

zbMATH Keywords

inventoryimpulse control\((s,S)\) policy\((s,S(x):x\leq s)\) policyquantity-dependent setup cost

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Impulsive optimal control problems (49N25)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a stochastic inventory model with a generalized holding costs
• Continuous inventory models of diffusion type: long-term average cost criterion
• Optimal control policy for a Brownian inventory system with concave ordering cost
• Inventory Control for Spectrally Positive Lévy Demand Processes
• Impulse Control of Brownian Motion
• Impulse Control of Multidimensional Jump Diffusions
• Optimal Control of a Mean-Reverting Inventory
• Ordering Policies for Periodic-Review Inventory Systems with Quantity-Dependent Fixed Costs
• Optimal Policy for a Periodic-Review Inventory System Under a Supply Capacity Contract
• Impulse Control of Brownian Motion: The Constrained Average Cost Case
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
• Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach
• A Solvable One-Dimensional Model of a Diffusion Inventory System
• Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
• Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand
• Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case
• Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion
• A weak convergence approach to inventory control using a long-term average criterion
• Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost
• Brownian Models of Performance and Control
• A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion
• On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof
• Optimal Inventory Policy with Subadditive Ordering Costs and Stochastic Demands
• A continuous time inventory model
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion