Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
Maria B. Chiarolla; Giorgio Ferrari; Gabriele Stabile
| Year of publication: |
2015
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|---|---|
| Authors: | Chiarolla, Maria B. ; Ferrari, Giorgio ; Stabile, Gabriele |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 247.2015, 3 (16.12.), p. 847-858
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| Subject: | Continuous time inventory | Lévy price process | Monotone follower problem | First order conditions for optimality | Base inventory level | Theorie | Theory | Stochastischer Prozess | Stochastic process | Lagerhaltungsmodell | Inventory model | Lagermanagement | Warehouse management | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011386333