A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion

DOI10.1137/140972640zbMath1317.93271MaRDI QIDQ5502183

Richard H. Stockbridge, Chao Zhu, Kurt Helmes

Publication date: 18 August 2015

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

Full work available at URL: https://doi.org/10.1137/140972640

zbMATH Keywords

linear programming; inventory; impulse control; occupation measures; \((s,S)\) policies

Mathematics Subject Classification ID

90C05: Linear programming

90B05: Inventory, storage, reservoirs

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)