Optimal Strategies for Inventory Control Systems with a Convex Cost Function

被引：0

作者：

S. S. Demchenko

A. P. Knopov

V. A. Pepelyaev

机构：

[1] National Academy of Sciences of Ukraine,Cybernetics Institute

来源：

Cybernetics and Systems Analysis | 2000年 / 36卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

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：6

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