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Inventory Models with Markovian Demands and Cost Functions of Polynomial Growth
8 references·10 citing·35 second hop
Inventory Models with Markovian Demands and Cost Functions of Polynomial Growth (1998)Inventory Models with Markovian Demands a…Stochastic Differential Equations (2006)Stochastic Differential Equat…The Optimality of (S,s) Policies in the Dynamic Inventory Problem (2005)The Optimality of (S,s) Polic…Optimality of ( s , S ) Policies in Inventory Models with Markovian Demand (1997)Optimality of ( s , S ) Polic…Average Cost Optimality in Inventory Models with Markovian Demands (1997)Average Cost Optimality in In…Inventory Control in a Fluctuating Demand Environment (1993)Inventory Control in a Fluctu…Mathematical Theory of Production Planning. (1984)Mathematical Theory of Produc…Stochastic Differential Equations (1972)Stochastic Differential Equat…Computing Optimal (s, S) Inventory Policies (1965)Computing Optimal (s, S) Inve…A survey of stochastic inventory models with fixed costs: Optimality of ( s , S ) and ( s , S )‐type policies—Discrete‐time case (2022)A survey of stochastic invent…A survey of stochastic inventory models with fixed costs: Optimality of ( s , S ) and ( s , S )‐type policies—Continuous‐time case (2022)A survey of stochastic invent…Optimal control of production-inventory systems with correlated demand inter-arrival and processing times (2020)Optimal control of production…Inventory Control for Spectrally Positive Lévy Demand Processes (2016)Inventory Control for Spectra…(s, S) Inventory Systems with Correlated Demands (2016)(s, S) Inventory Systems with…An asymptotic approach for a semi‐Markovian inventory model of type (s, S) (2012)An asymptotic approach for a …Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems (2006)Stochastic Processes, Optimiz…Optimality of Base-Stock and (s, S) Policies for Inventory Problems with Information Delays (2006)Optimality of Base-Stock and …Stochastic Multiproduct Inventory Models with Limited Storage (2001)Stochastic Multiproduct Inven…The Classical Average-Cost Inventory Models of Iglehart and Veinott–Wagner Revisited (1999)The Classical Average-Cost In…MATHEMATICAL METHODS IN THE SOCIAL SCIENCES, 1959 (1960)Average Cost Single-Stage Inventory Models: An Analysis Using a Vanishing Discount Approach (2010)An integrated data-driven method using deep learning for a newsvendor problem with unobservable features (2022)Optimal Inventory Policy (1951)On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof (1966)The Status of Mathematical Inventory Theory (1966)The Stabilizing Effect of Inventory in Supply Chains (1998)Analysis of Inventory Systems. (1964)Matrix-Geometric Solutions to Stochastic Models (1984)Customer-Order Information, Leadtimes, and Inventories (1995)Integrating Replenishment Decisions with Advance Demand Information (2001)Risk Aversion in Inventory Management (2007)Fractional Brownian Motions, Fractional Noises and Applications (1968)The Regulation of Queue Size by Levying Tolls (1969)Controlled Markov Processes and Viscosity Solutions (2005)A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (2012)Numerical schemes for pricing Asian options under state-dependent regime-switching jump–diffusion models (2015)Dynamic Version of the Economic Lot Size Model (1958)Production and inventory management (1983)Foundations of Inventory Management (2000)Ordering COVID-19 vaccines for social welfare with information updating: Optimal dynamic order policies and vaccine selection in the digital age (2023)Robust optimization approaches in inventory management: Part A—the survey (2024)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)Minimal Forecast Horizons and a New Planning Procedure for the General Dynamic Lot Sizing Model: Nervousness Revisited (1994)Periodic-Review Inventory Model with Three Consecutive Delivery Modes and Forecast Updates (2005)Supermodularity and Affine Policies in Dynamic Robust Optimization (2013)Inflation and Costs of Price Adjustment (1977)Flow Coordination and Information Sharing in Supply Chains: Review, Implications, and Directions for Future Research (2002)The Costs of Environmental Regulation in a Concentrated Industry (2012)Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Infinite Horizon Case (2004)A Partially Observed Markov Decision Process for Dynamic Pricing (2005)On the Structure of Lost-Sales Inventory Models (2008)Rational Momentum Effects (2002)
this work references cited by second hop

References

  • 2006Stochastic Differential Equations1,269 cited
  • 1972Stochastic Differential Equations977 cited
  • 2005The Optimality of (S,s) Policies in the Dynamic Inventory Problem711 cited
  • 1993Inventory Control in a Fluctuating Demand Environment373 cited
  • 1965Computing Optimal (s, S) Inventory Policies302 cited
  • 1997Optimality of ( s , S ) Policies in Inventory Models with Markovian Demand260 cited
  • 1984Mathematical Theory of Production Planning.126 cited
  • 1997Average Cost Optimality in Inventory Models with Markovian Demands60 cited

Cited by

  • 2006Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems44 cited
  • 2022A survey of stochastic inventory models with fixed costs: Optimality of ( s , S ) and ( s , S )‐type policies—Discrete‐time case39 cited
  • 2016Inventory Control for Spectrally Positive Lévy Demand Processes37 cited
  • 1999The Classical Average-Cost Inventory Models of Iglehart and Veinott–Wagner Revisited34 cited
  • 2001Stochastic Multiproduct Inventory Models with Limited Storage32 cited
  • 2022A survey of stochastic inventory models with fixed costs: Optimality of ( s , S ) and ( s , S )‐type policies—Continuous‐time case28 cited

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  • 2006Optimality of Base-Stock and (s, S) Policies for Inventory Problems with Information Delays28 cited
  • 2020Optimal control of production-inventory systems with correlated demand inter-arrival and processing times25 cited
  • 2012An asymptotic approach for a semi‐Markovian inventory model of type (s, S)24 cited
  • 2016(s, S) Inventory Systems with Correlated Demands19 cited