Base stock list price policy in continuous time
DOI10.3934/DCDSB.2017001zbMATH Open1360.93767OpenAlexW2559972921MaRDI QIDQ523990FDOQ523990
Authors: Alain Bensoussan, Sonny Skaaning 
Publication date: 25 April 2017
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2017001
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continuous timequasi-variational inequalitiesstochastic dynamic programmingbase stock list pricestochastic inventory control
Dynamic programming (90C39) Stochastic programming (90C15) Variational inequalities (49J40) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)
Cites Work
- Solving ODEs with MATLAB
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- A continuous time inventory model
- The newsvendor problem: review and directions for future research
- Combined pricing and inventory control under uncertainty
- Optimal Auctioning and Ordering in an Infinite Horizon Inventory-Pricing System
- A continuous review inventory model with stochastic prices procured in the spot market
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- Inventory models with continuous, stochastic demands
- Optimal control of a Brownian storage system
- Continuous time inventory control for Wiener process demand
- Optimal Pricing and Inventory Control Policy with Quantity-Based Price Differentiation
- Are Base-Stock Policies Optimal in Inventory Problems with Multiple Delivery Modes?
Cited In (1)
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