Optimal policy for two-stage Brownian inventory systems under the long-run average cost criterion
Author:
Affiliation:
1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China
2. Department of Analytics & Operations, National University of Singapore, 119245, Singapore
Publisher
American Institute of Mathematical Sciences (AIMS)
Reference37 articles.
1.
S. Asmussen, Applied Probability and Queues, $2^{nd}$ edition, Springer, New York, 2003.
2. Explicit Solution of Inventory Problems with Delivery Lags
3. Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
4.
D. Bertsekas, Nonlinear Programming, $3^{rd}$ edition, Athena Scientific, Belmont, Massachusetts, 2016.
5. 94%-Effective Policies for a Two-Stage Serial Inventory System with Stochastic Demand
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