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5. OPTIMAL INVENTORY CONTROL WITH PATH-DEPENDENT COST CRITERIA

OPTIMAL INVENTORY CONTROL WITH PATH-DEPENDENT COST CRITERIA

来源 :The 11th Workshop on Markov Processes and Related Topics(第十一 | 被引量 : 0次 | 上传用户：mm963258

【摘 要】

：

　　This work deals with a stochastic control problem arising from inventory control,in which the cost structure depends on the current position as well as the

【作 者】

：

Ananda Weerasinghe Chao ZHU 

【机 构】

：

WeerasingheIowaStateUniversity,USAUniversityofWisconsin-Milwaukee,USA

【出 处】

：

The 11th Workshop on Markov Processes and Related Topics(第十一

【发表日期】

：

2015年6期

【关键词】

：

Inventory control running maximum ergodic control constrained minimization regim 

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　　This work deals with a stochastic control problem arising from inventory control,in which the cost structure depends on the current position as well as the running maximum of the state process.

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