Partially Observed Inventory Systems: The Case of Zero‐Balance Walk

DOI10.1137/040620321zbMath1190.90015OpenAlexW3123600823MaRDI QIDQ5444231

Metin Ąkanyildirim, Suresh P. Sethi, Alain Bensoussan

Publication date: 25 February 2008

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040620321

zbMATH Keywords

lost salespartial observationsstochastic inventory problemthe zakai equation

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20)

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