INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION

DOI10.1081/STM-120014222zbMath1030.90004WikidataQ59255121 ScholiaQ59255121MaRDI QIDQ4794303

Georg Ch. Pflug, Reuven Y. Rubinstein

Publication date: 24 February 2004

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

change-of-measure methodresponse surface simulation

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05)

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Cites Work

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• On Properties of Stochastic Inventory Systems
• Application of perturbation analysis to a class of periodic review (s, S) inventory systems
• Sample Path Derivatives for (s, S) Inventory Systems

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