A continuous time inventory model
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Publication:5597348
DOI10.2307/3212137zbMATH Open0199.23202OpenAlexW4253453450MaRDI QIDQ5597348FDOQ5597348
Authors: John Bather 
Publication date: 1966
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212137
Cited In (37)
- Two-mode control of Brownian motion with quadratic loss and switching costs
- Dynamic Bertrand oligopoly
- Optimal inventory control with path-dependent cost criteria
- A continuous review model with general shelf age and delay-dependent inventory costs
- Optimal control of a Brownian storage system
- Continuous time inventory control for Wiener process demand
- A weak convergence approach to inventory control using a long-term average criterion
- An optimal pricing policy under a Markov chain model
- Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
- A diffusion inventory model for deteriorating items
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- Optimal spot market inventory strategies in the presence of cost and price risk
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend
- A stochastic inventory model for a random yield supply chain with wholesale-price and shortage penalty contracts
- Optimal control policy for a Brownian inventory system with concave ordering cost
- Monotonicity properties of a class of stochastic inventory systems
- Controlled one dimensional diffusions with switching costs - average cost criterion
- Brownian inventory models with convex holding cost. I: Average-optimal controls
- Controlling the running maximum of a diffusion process and an application to queueing systems
- A Method for Computing Double Band Policies for Switching between Two Diffusions
- Instantaneous control of Brownian motion with a positive lead time
- On a stochastic inventory model with a generalized holding costs
- Inventory management with stochastic lead times
- Steady state probabilistic characteristics of the on/off production rate control production-inventory system with MMPP demand arrivals
- On optimal correction problems with partial information
- Optimal policy for Brownian inventory models with general convex inventory cost
- A Double Band Control Policy of a Brownian Perishable Inventory System
- An (s,r,S) Diffusion Inventory Model with Exponential Leadtimes and Order Cancellations
- A generalized impulse control model of cash management
- On Benes' bang-bang control problem
- Impulse control with discontinuous setup costs: discounted cost criterion
- Diffusion appoximation in inventory management with examples of application
- Optimal replacement policies for two-unit machines with increasing running costs. I
- Impulse control of a brownian inventory system with supplier uncertainty
- The EOQ model with stochastic demand and discounting
- An inventory model with wiener demand process and positive lead time
- Base stock list price policy in continuous time
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