Optimality of (s,S) policies with nonlinear processes
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Cites work
- scientific article; zbMATH DE number 4013689 (Why is no real title available?)
- scientific article; zbMATH DE number 3166701 (Why is no real title available?)
- scientific article; zbMATH DE number 3205069 (Why is no real title available?)
- A Continous-Review (s, S) Inventory System with Arbitrary Interarrival Distribution between Unit Demand
- A Solvable One-Dimensional Model of a Diffusion Inventory System
- A simple proof for optimality of (s, S) policies in infinite-horizon inventory systems
- Analysis of optimal opportunistic replenishment policies for inventory systems by using a \((s,S)\) model with a maximum issue quantity restriction
- Average cost optimality in inventory models with Markovian demands
- Controlled Markov processes and viscosity solutions
- Dynamic programming and inventory control.
- Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
- Foundations of inventory management
- Impulse Control of Brownian Motion: The Constrained Average Cost Case
- Inventory control. Models and methods
- Inventory models with Markovian demands and cost functions of polynomial growth
- Optimal control of a mean-reverting inventory
- Optimal inventory control of lumpy demand items using (s,S) policies with a maximum issue quantity restriction and opportunistic replenishments
- Optimal investment with a value-at-risk constraint
- Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains
- Optimal portfolios with regime switching and value-at-risk constraint
- Optimality of \((s, S)\) policies for jump inventory models
- Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
Cited in
(7)- Computing non-stationary \((s, S)\) policies using mixed integer linear programming
- Optimal control of a mean-reverting inventory
- Analytical and numerical solutions to ergodic control problems arising in environmental management
- Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach
- Financially optimal inventory policies with non-linear replenishment costs
- Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
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