OPTIMALITY AND COMPUTATION OF THE STATIONARY (s,S) INVENTORY CONTROL PROBLEM.
Abstract
The single product periodic review inventory control problem operating under the (s,S) policy with the demand described by a continuous random variable, is analyzed as a Markov decision process. Necessary and sufficient conditions for the existence of an optimal stationary (s,S) policy are derived. Methods to determine the optimum values of s and Q = S-s using essentially Laplace transform expressions involving the conditional expected cost per period are analyzed. The existence problem associated with an (s-S) inventory policy is also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1968
- Accession Number
- AD0682003
Entities
People
- B. D. Sivazlian
Organizations
- University of Florida