A nonparametric asymptotic analysis of inventory planning with censored demand
WT Huh, P Rusmevichientong - Mathematics of Operations …, 2009 - pubsonline.informs.org
We study stochastic inventory planning with lost sales and instantaneous replenishment
where, contrary to the classical inventory theory, knowledge of the demand distribution is not …
where, contrary to the classical inventory theory, knowledge of the demand distribution is not …
A fully polynomial-time approximation scheme for single-item stochastic inventory control with discrete demand
N Halman, D Klabjan, M Mostagir… - Mathematics of …, 2009 - pubsonline.informs.org
The single-item stochastic inventory control problem is to find an inventory replenishment
policy in the presence of independent discrete stochastic demands under periodic review …
policy in the presence of independent discrete stochastic demands under periodic review …
An optimal approximate dynamic programming algorithm for the lagged asset acquisition problem
JM Nascimento, WB Powell - Mathematics of Operations …, 2009 - pubsonline.informs.org
We consider a multistage asset acquisition problem where assets are purchased now, at a
price that varies randomly over time, to be used to satisfy a random demand at a particular …
price that varies randomly over time, to be used to satisfy a random demand at a particular …
[PDF][PDF] Robust inventory optimization
SEEC TECK - 2009 - core.ac.uk
This thesis proposes methodologies to optimize uncertain inventory in a robust manner for
two important settings. The first is a multiperiod inventory control problem where we trade-off …
two important settings. The first is a multiperiod inventory control problem where we trade-off …