Optimal strategies for inventory control systems with a convex cost function

被引：4

作者：

Demchenko, SS ^{[1
]}

Knopov, AP ^{[1
]}

Pepelyaev, VA ^{[1
]}

机构：

[1] Natl Acad Sci Ukraine, Inst Cybernet, Kiev, Ukraine

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2000年 / 36卷 / 06期

关键词：

inventory control system; controlled Markovian process; optimization; convex cost function; Bellman equation;

D O I：

10.1023/A:1009413511883

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

Some controlled Markovian processes in discrete time in the context of optimization of inventory control systems are studied. Optimality of (s, S)-policies for the case of convex cost functions is proved using theorems on existence and uniqueness of a nonrandomized stationary optimal policy for Markovian processes with discrete time and a continuous control set for criteria characterizing mean costs per unit time and overestimated total costs and Bellman equations.

引用

页码：891 / 897

页数：7

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