A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion

DOI10.1137/140972640zbMath1317.93271OpenAlexW981235990MaRDI QIDQ5502183

Richard H. Stockbridge, Chao Zhu, Kurt Helmes

Publication date: 18 August 2015

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

Full work available at URL: https://doi.org/10.1137/140972640

zbMATH Keywords

linear programminginventoryimpulse controloccupation measures\((s,S)\) policies

Mathematics Subject Classification ID

Linear programming (90C05) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (6)

Stochastic impulse control problem with state and time dependent cost functions ⋮ On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes ⋮ A General Verification Result for Stochastic Impulse Control Problems ⋮ A solution technique for Lévy driven long term average impulse control problems ⋮ Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion ⋮ Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

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