A continuous time inventory model
From MaRDI portal
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)
- Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems
- Two-mode control of Brownian motion with quadratic loss and switching costs
- Dynamic Bertrand oligopoly
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
- Optimal inventory control with path-dependent cost criteria
- Optimal control of a Brownian storage system
- Continuous time inventory control for Wiener process demand
- Instantaneous Control of Brownian Motion with a Positive Lead Time
- Diffusion Appoximation in Inventory Management with Examples of Application
- Steady State Probabilistic Characteristics of the On/Off Production Rate Control Production-Inventory System with MMPP Demand Arrivals
- A weak convergence approach to inventory control using a long-term average criterion
- Inventory Management with Stochastic Lead Times
- An optimal pricing policy under a Markov chain model
- 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
- Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion
- 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
- A Method for Computing Double Band Policies for Switching between Two Diffusions
- On a stochastic inventory model with a generalized holding costs
- 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
- A CONTINUOUS REVIEW MODEL WITH GENERAL SHELF AGE AND DELAY-DEPENDENT INVENTORY COSTS
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand
- 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
- A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts
- An inventory model with wiener demand process and positive lead time
- Base stock list price policy in continuous time
This page was built for publication: A continuous time inventory model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5597348)
