Search Results - subject:"Continuous time inventory"

A novel mixed-integer linear programming formulation for continuous-time inventory routing

Wang, Akang; Li, Xiandong; Arbogast, Jeffrey E.; … - In: Computers & operations research : an international journal 174 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015330235

A survey of stochastic inventory models with fixed costs : optimality of (s, S) and (s, S)-type policies : continuous-time case

Perera, Sandun C.; Sethi, Suresh P. - In: Production and operations management : the flagship … 32 (2023) 1, pp. 154-169

Persistent link: https://www.econbiz.de/10014265980

Optimal entry to an irreversible investment plan with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - 2016

A problem of optimally purchasing electricity at a real-valued spot price (that is, with potentially negative cost) has been recently addressed in De Angelis, Ferrari and Moriarty (2015) [SIAM J. Control Optim. 53(3)]. This problem can be considered one of irreversible investment with a cost...

Persistent link: https://www.econbiz.de/10011582532

Optimal entry to an irreversible investment plan with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - 2016

Persistent link: https://www.econbiz.de/10011517478

Optimal entry to an irreversible investment plan with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - In: Mathematics and financial economics 11 (2017) 4, pp. 423-454

Persistent link: https://www.econbiz.de/10011900577

Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs

Chiarolla, Maria B.; Ferrari, Giorgio; Stabile, Gabriele - In: European journal of operational research : EJOR 247 (2015) 3, pp. 847-858

Persistent link: https://www.econbiz.de/10011386333