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EOR
2010
87views more  EOR 2010»
13 years 5 months ago
Inventory systems with stochastic demand and supply: Properties and approximations
ic copy available at: http://ssrn.com/abstract=1115410 Inventory Systems with Stochastic Demand and Supply: Properties and Approximations Amanda J. Schmitt Center for Transportatio...
Amanda J. Schmitt, Lawrence V. Snyder, Zuo-Jun Max...
CORR
2012
Springer
235views Education» more  CORR 2012»
12 years 25 days ago
An Incremental Sampling-based Algorithm for Stochastic Optimal Control
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Vu Anh Huynh, Sertac Karaman, Emilio Frazzoli
CPAIOR
2007
Springer
13 years 11 months ago
Replenishment Planning for Stochastic Inventory Systems with Shortage Cost
One of the most important policies adopted in inventory control is the (R,S) policy (also known as the “replenishment cycle” policy). Under the non-stationary demand assumption...
Roberto Rossi, Armagan Tarim, Brahim Hnich, Steven...