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Ergodic inventory control with diffusion demand and general ordering costs

文献类型：期刊论文

作者Wei, Bo2; Yao, Dacheng1
刊名OPERATIONS RESEARCH LETTERS
出版日期2021-07-01
卷号49期号:4页码:578-585
关键词Stochastic inventory model General ordering costs Diffusion process (s, S) policy Impulse control
ISSN号0167-6377
DOI10.1016/j.orl.2021.06.007
英文摘要In this work, we consider a continuous-time inventory system where the demand process follows an inventory-dependent diffusion process. The ordering cost of each order depends on the order quantity and is given by a general function, which is not even necessarily continuous and monotone. By applying a lower bound approach together with a comparison theorem, we show the global optimality of an (s, S) policy for this ergodic inventory control problem. (C) 2021 Elsevier B.V. All rights reserved.
资助项目National Natural Science Foundation of China[11771432]
WOS研究方向Operations Research & Management Science
语种英语
WOS记录号WOS:000672850500023
出版者ELSEVIER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/58905]  
专题应用数学研究所
通讯作者Yao, Dacheng
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, MADIS, CEMS, Beijing 100190, Peoples R China
2.Natl Univ Singapore, Inst Operat Res & Analyt, Singapore 117602, Singapore
推荐引用方式
GB/T 7714		 Wei, Bo,Yao, Dacheng. Ergodic inventory control with diffusion demand and general ordering costs[J]. OPERATIONS RESEARCH LETTERS,2021,49(4):578-585.
APA Wei, Bo,&Yao, Dacheng.(2021).Ergodic inventory control with diffusion demand and general ordering costs.OPERATIONS RESEARCH LETTERS,49(4),578-585.
MLA Wei, Bo,et al."Ergodic inventory control with diffusion demand and general ordering costs".OPERATIONS RESEARCH LETTERS 49.4(2021):578-585.

入库方式： OAI收割

来源：数学与系统科学研究院

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