(s, S ) Inventory policies for stochastic controlled system of Lindley-type with lost-sales

被引：0
作者：
Blancas-Rivera, Ruben [1 ]
Cruz-Suarez, Hugo [1 ]
Portillo-Ramirez, Gustavo [1 ]
Lopez-Rios, Ruy [1 ]
机构：
[1] Benemcrita Univ Autonoma Puebla, Fac Ciencias Fis Matemat, Ave San Claudio, San Manuel 72570, Puebla, Mexico
来源：
AIMS MATHEMATICS | 2023年 / 8卷 / 08期
关键词：
Markov control processes; Lindley random walk; inventory control system; (s; S ) policies; OPTIMALITY; MODELS;
D O I：
10.3934/math.2023997
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper presents a characterization of (s , S )-inventory policies for Lindley systems with possibly unbounded costs, where the objective is to minimize the expected discounted total cost by ordering (production) strategies. Moreover, the existence of a subsequence of minimizers of the value iteration functions that converge to a (s , S ) optimal inventory system policy is shown. A numerical example is given to illustrate the theory.
引用
收藏
页码：19546 / 19565
页数：20
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