Dynamic programming and inventory control / Alain Bensoussan.

This book presents a unified theory of dynamic programming and Markov decision processes and its application to a major field of operations research and operations management: inventory control.

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Bensoussan, Alain
Format: eBook
Language:English
Published: Amsterdam : IOS Press, 2011.
Series:Studies in probability, optimization, and statistics ; v. 3.
Subjects:
Table of Contents:
  • Static Problems
  • Markov Chains
  • Optimal Control in Discrete Time
  • Inventory Control Without Set Up Cost
  • Ergodic Control in Discrete Time
  • Optimal Stopping Problems
  • Impulse Control
  • Inventory Control With Set Up Cost
  • Ergodic Control of Inventories With Set Up Cost
  • Dynamic Inventory Models With Extensions
  • Inventory Control With Markov Demand
  • Lead Times and Delays
  • Continuous Time Inventory Control
  • Inventory Control With Diffusion Demand
  • Mean-Reverting Inventory Control
  • Two Band Impulse Control Problems.