Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands
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Publication:378784
DOI10.1007/s10479-012-1130-5zbMath1274.90029OpenAlexW2058259834MaRDI QIDQ378784
Junmin Shi, Michael N. Katehakis, Benjamin Melamed
Publication date: 12 November 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1130-5
Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05)
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