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ERROR ANALYSIS OF AN APPROXIMATE OPTIMAL POLICY FOR AN INVENTORY SYSTEM WITH STOCHASTIC AND CONTINUOUS DEMANDS

GENG, WEI; LIU, JIANYONG; ZHAO, XIAOBO - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 06, pp. 1250039-1

For a periodic-review inventory system with stochastic and continuous demands and without setup costs, it is known that there exists a base-stock policy to be optimal. For a finite-horizon system with non-stationary parameters, it is essential to find approximate optimal policies because of the...

Persistent link: https://www.econbiz.de/10010602023

Zero-sum stochastic games with the average-value-at-risk criterion

Liu, Qiuli; Ching, Wai Ki; Guo, Xianping - In: Top : an official journal of the Spanish Society of … 31 (2023) 3, pp. 618-647

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Optimality of mixed policies for average continuous-time markov decision processes with constraints

Guo, Xianping; Zhang, Yi - In: Mathematics of operations research 41 (2016) 4, pp. 1276-1296

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Nonzero-sum stochastic games with probability criteria

Huang, Xiangxiang; Guo, Xianping - In: Dynamic games and applications : DGA 10 (2020) 2, pp. 509-527

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Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates

Huang, Yonghui; Guo, Xianping - In: Mathematics of operations research 45 (2020) 2, pp. 641-659

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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes

Huang, Yonghui; Lian, Zhaotong; Guo, Xianping - In: Operations research letters 48 (2020) 1, pp. 96-103

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Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes

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Zero-sum infinite-horizon discounted piecewise deterministic Markov games

Huang, Yonghui; Lian, Zhaotong; Guo, Xianping - In: Mathematical methods of operations research : ZOR 97 (2023) 2, pp. 179-205

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Optimal dynamic pricing problem considering patient and impatient customers' purchasing behaviour

Cao, Ping; Fan, Mengmeng; Liu, Ke - In: International journal of production research 53 (2015) 21/22, pp. 6719-6735

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Optimal selection and release problem in software testing process : a continuous time stochastic control approach

Cao, Ping; Yang, Ke; Liu, Ke - In: European journal of operational research : EJOR 285 (2020) 1, pp. 211-222

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