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Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 7, 页码: 3235-3248
Authors:  Yao, Dacheng;  Chao, Xiuli;  Wu, Jingchen
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
Brownian inventory system  general ordering cost  optimal control  (s, S) policy  singular control policy  
OPTIMAL CONTROL POLICY FOR A BROWNIAN INVENTORY SYSTEM WITH CONCAVE ORDERING COST 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2015, 卷号: 52, 期号: 4, 页码: 909-925
Authors:  Yao, Dacheng;  Chao, Xiuli;  Wu, Jingchen
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Brownian inventory system  (s, S) policy  concave ordering cost