Optimality of (σS)-type policies for a stationary multi-product inventory model with a canonical diffusion process as demand process

DOI10.1080/02331939208843847zbMath0817.90019OpenAlexW2086857898MaRDI QIDQ4327966

Volker Barche

Publication date: 27 March 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843847

zbMATH Keywords

impulse-controlcanonical diffusion processesmulti-product inventory problemtime-discrete, Markovian decision model

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Diffusion processes (60J60)

Related Items (1)

Optimal inventory policies for a two-dimensional stochastic inventory model: a numerical investigation

Cites Work

• Unnamed Item
• On the Optimality of (σ, S) Policies
• Discounted Dynamic Programming
• Optimality and Computation of (σ, S) Policies in the Multi-Item Infinite Horizon Inventory Problem

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