Technical Note—On the Optimality of Reflection Control

DOI10.1287/OPRE.2019.1935MaRDI QIDQ5144788zbMATH OpenOpenAlexFDO

Authors David D. Yao, Heng-Qing Ye, Jian-Kui Yang

Publication date 19 January 2021

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2019.1935

zbMATH Keywords

birth-death queueBrownian motiondiffusion limitproduction-inventory systemreflection control

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Variational principles of physics (49S05) Linear programming (90C05) Production theory, theory of the firm (91B38) Economic growth models (91B62) Problems related to evolution (92D15)

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Cites work

• A class of singular stochastic control problems
• A singular control problem with an expected and a pathwise ergodic performance criterion
• Average Optimal Singular Control and a Related Stopping Problem
• Brownian inventory models with convex holding cost. I: Average-optimal controls
• Brownian inventory models with convex holding cost. II: Discount-optimal controls
• Controlled Markov processes and viscosity solutions
• Decentralized control of service rates in a closed Jackson network
• Ergodic control of diffusion processes.
• scientific article; zbMATH DE number 1631026 (Why is no real title available?)
• scientific article; zbMATH DE number 3875117 (Why is no real title available?)
• Impulse Control of Brownian Motion
• Impulse Control of Brownian Motion: The Constrained Average Cost Case
• Instantaneous Control of Brownian Motion
• Optimal control of a Brownian production/inventory system with average cost criterion
• Optimal control policy for a Brownian inventory system with concave ordering cost
• Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
• Stationary stochastic control for Itô processes

Cited in

(3)

• Two-Sided Singular Control of an Inventory with Unknown Demand Trend
• On the long-run average cost minimization problem of the stochastic production-inventory models
• Asymptotically optimal routing of a many-server parallel queueing system with long-run average criterion

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