INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME

DOI10.11948/2018.805zbMath1458.90009OpenAlexW2891217568MaRDI QIDQ5147925

Sonny Skaaning, Janos Turi, Alain Bensoussan

Publication date: 29 January 2021

Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11948/2018.805

zbMATH Keywords

quasi-variational inequalitiesstochastic dynamic programmingstochastic inventory control\((s,S,p)\) policy

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20)

Uses Software

• bvp4c

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Base stock list price policy in continuous time
• On the optimality of \((s,S)\) inventory policies: A quasivariational approach
• Coordinating inventory control and pricing strategies: the continuous review model
• Combined Pricing and Inventory Control Under Uncertainty
• A CONTINUOUS REVIEW INVENTORY MODEL WITH STOCHASTIC PRICES PROCURED IN THE SPOT MARKET
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
• The Variability of Aggregate Demand with (S, s) Inventory Policies
• Solving ODEs with MATLAB
• Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case
• A BVP solver based on residual control and the Maltab PSE
• Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case
• Optimal Inventory Policy

This page was built for publication: INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME