Base stock list price policy in continuous time

DOI10.3934/dcdsb.2017001zbMath1360.93767OpenAlexW2559972921MaRDI QIDQ523990

Sonny Skaaning, Alain Bensoussan

Publication date: 25 April 2017

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2017001

zbMATH Keywords

quasi-variational inequalitiesstochastic dynamic programmingcontinuous timebase stock list pricestochastic inventory control

Mathematics Subject Classification ID

Variational inequalities (49J40) Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items

INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME

Uses Software

• Matlab
• bvp4c
• bvp5c

Cites Work

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