Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan
| Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan |
| Autore | Bensoussan Alain |
| Pubbl/distr/stampa | Washington, D.C., : IOS Press, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 500 |
| Collana | Studies in probability, optimization, and statistics |
| Soggetto topico |
Dynamic programming
Inventory control - Data processing Markov processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
6613289833
1-283-28983-0 9786613289834 1-60750-770-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Static Problems; Newsvendor Problem; EOQ Model; Price Considerations; Several Products With Scarce Resource; Continuous Production of Several Products; Lead Time; Random Demand Rate: Unsatisfied Demand Lost; Markov Chains; Notation; Chapman-Kolmogorov Equations; Stopping Times; Solution of Analytic Problems; Ergodic Theory; Examples; Optimal Control in Discrete Time; Deterministic Case; Stochastic Case: General Formulation; Functional Equation; Probabilistic Interpretation; Uniqueness; Inventory Control Without Set Up Cost; No Shortage Allowed.
Backlog AllowedDeterministic Case; Ergodic Control in Discrete Time; Finite Number of States; Ergodic Control of Inventories With no Shortage; Ergodic Control of Inventories With Backlog; Deterministic Case; Optimal Stopping Problems; Dynamic Programming; Interpretation; Penalty Approximation; Ergodic Case; Impulse Control; Description of the Model; Study of the Functional Equation; Another Formulation; Probabilistic Interpretation; Inventory Control With Set Up Cost; Deterministic Model; Inventory Control With Fixed Cost and no Shortage; Inventory Control With Fixed Cost and Backlog Ergodic Control of Inventories With Set Up CostDeterministic Case; Ergodic Inventory Control With Fixed Cost and no Shortage; Ergodic Inventory Control With Fixed Cost and Backlog; Dynamic Inventory Models With Extensions; Capacitated Inventory Management; Multi Supplier Problem; Inventory Control With Markov Demand; Introduction; No Backlog and no Set-Up Cost; Backlog and no Set Up Cost; No Backlog and Set Up Cost; Backlog and Set Up Cost; Learning Process; Lead Times and Delays; Introduction; Models With Inventory Position; Models Without Inventory Position; Information Delays Ergodic Control With Information DelaysContinuous Time Inventory Control; Deterministic Model; Ergodic Problem; Continuous Rate Delivery; Lead Time; Newsvendor Problem; Poisson Demand; Ergodic Case for the Poisson Demand; Poisson Demand With Lead Time; Ergodic Approach for Poisson Demand With Lead Time; Poisson Demand With Lead Time: Use of Inventory Position; Ergodic Theory for Lead Time With Inventory Position; Inventory Control With Diffusion Demand; Introduction; Problem Formulation; s, S Policy; Solving the Q.V.I; Ergodic Theory; Probabilistic Interpretation Mean-Reverting Inventory ControlIntroduction; Description of the Problem; s, S Policy; Solution of the Q.V.I; Two Band Impulse Control Problems; Introduction; The Problem; a, A, b, B Policy; Solution of the Q.V.I.; Computational Aspects; Bibliography; Appendix A; Proof of Lemmas; Proof of Measurable Selection; Extension to U non Compact; Compactness Properties |
| Record Nr. | UNINA-9910457591703321 |
Bensoussan Alain
|
||
| Washington, D.C., : IOS Press, 2011 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan
| Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan |
| Autore | Bensoussan Alain |
| Pubbl/distr/stampa | Washington, D.C., : IOS Press, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 500 |
| Collana | Studies in probability, optimization, and statistics |
| Soggetto topico |
Dynamic programming
Inventory control - Data processing Markov processes |
| ISBN |
6613289833
1-283-28983-0 9786613289834 1-60750-770-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Static Problems; Newsvendor Problem; EOQ Model; Price Considerations; Several Products With Scarce Resource; Continuous Production of Several Products; Lead Time; Random Demand Rate: Unsatisfied Demand Lost; Markov Chains; Notation; Chapman-Kolmogorov Equations; Stopping Times; Solution of Analytic Problems; Ergodic Theory; Examples; Optimal Control in Discrete Time; Deterministic Case; Stochastic Case: General Formulation; Functional Equation; Probabilistic Interpretation; Uniqueness; Inventory Control Without Set Up Cost; No Shortage Allowed.
Backlog AllowedDeterministic Case; Ergodic Control in Discrete Time; Finite Number of States; Ergodic Control of Inventories With no Shortage; Ergodic Control of Inventories With Backlog; Deterministic Case; Optimal Stopping Problems; Dynamic Programming; Interpretation; Penalty Approximation; Ergodic Case; Impulse Control; Description of the Model; Study of the Functional Equation; Another Formulation; Probabilistic Interpretation; Inventory Control With Set Up Cost; Deterministic Model; Inventory Control With Fixed Cost and no Shortage; Inventory Control With Fixed Cost and Backlog Ergodic Control of Inventories With Set Up CostDeterministic Case; Ergodic Inventory Control With Fixed Cost and no Shortage; Ergodic Inventory Control With Fixed Cost and Backlog; Dynamic Inventory Models With Extensions; Capacitated Inventory Management; Multi Supplier Problem; Inventory Control With Markov Demand; Introduction; No Backlog and no Set-Up Cost; Backlog and no Set Up Cost; No Backlog and Set Up Cost; Backlog and Set Up Cost; Learning Process; Lead Times and Delays; Introduction; Models With Inventory Position; Models Without Inventory Position; Information Delays Ergodic Control With Information DelaysContinuous Time Inventory Control; Deterministic Model; Ergodic Problem; Continuous Rate Delivery; Lead Time; Newsvendor Problem; Poisson Demand; Ergodic Case for the Poisson Demand; Poisson Demand With Lead Time; Ergodic Approach for Poisson Demand With Lead Time; Poisson Demand With Lead Time: Use of Inventory Position; Ergodic Theory for Lead Time With Inventory Position; Inventory Control With Diffusion Demand; Introduction; Problem Formulation; s, S Policy; Solving the Q.V.I; Ergodic Theory; Probabilistic Interpretation Mean-Reverting Inventory ControlIntroduction; Description of the Problem; s, S Policy; Solution of the Q.V.I; Two Band Impulse Control Problems; Introduction; The Problem; a, A, b, B Policy; Solution of the Q.V.I.; Computational Aspects; Bibliography; Appendix A; Proof of Lemmas; Proof of Measurable Selection; Extension to U non Compact; Compactness Properties |
| Record Nr. | UNINA-9910781754803321 |
Bensoussan Alain
|
||
| Washington, D.C., : IOS Press, 2011 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||