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EXACT DISTRIBUTIONS IN A JUMP-DIFFUSION STORAGE MODEL

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Publication:2784120
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DOI10.1017/S026996480216102XzbMath1048.90025OpenAlexW2113415405MaRDI QIDQ2784120

Wolfgang Stadje, David Perry

Publication date: 2002

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026996480216102x



Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)


Related Items (3)

INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL ⋮ Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost ⋮ Optimal continuous production-inventory systems subject to stockout risk




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