The capacitated newsboy problem with revenue sharing.
Pasternack, Barry A. (2001)
Journal of Applied Mathematics and Decision Sciences
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Displaying similar documents to “Optimal control of an inventory system with ameliorating and deteriorating items.”
The capacitated newsboy problem with revenue sharing.
A method solving optimal control problems.
Popoviciu, Ioan (2002)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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(s,S)-type policy for a production inventory problem with limited backlogging and with stockouts
Ryszarda Rempała (1997)
Applicationes Mathematicae
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A production inventory problem with limited backlogging and with stockouts is described in a discrete time, stochastic optimal control framework with finite horizon. It is proved by dynamic programming methods that an optimal policy is of (s,S)-type. This means that in every period the policy is completely determined by two fixed levels of the stochastic inventory process considered.
Guaranteed control policy with arbitrary set of correction points for linear-quadratic system with delay
Kil Chong, Olga Kostyukova, Mariya Kurdina (2010)
Control and Cybernetics
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On numerical approximation of an optimal control problem in linear elasticity.
Rincon, A., Liu, I-Shih (2003)
Divulgaciones Matemáticas
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A one dimensional deterministic free boundary problem.
Ferreyra, Guillermo, Pascal, Jesus A. (2002)
Divulgaciones Matemáticas
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Algorithm for turnpike policies in the dynamic lot size model
Stanisław Bylka (1996)
Applicationes Mathematicae
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This article considers optimization problems in a capacitated lot sizing model with limited backlogging. Nothing is assumed about the cost function in the case of finite restrictions of the size on the stock and backlogs. The holding and backlogging costs are functions assumed to be stationary or nearly stationary in time. In both cases, it is shown that there exists an optimal infinite inverse policy and a periodical turnpike policy. Some forward and backward procedures are adopted...
On the development of Pontryagin's Maximum Principle in the works of A. Ya. Dubovitskii and A. A. Milyutin
Andrei Dmitruk (2009)
Control and Cybernetics
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Dynamic portfolio optimization with risk management and strategy constraints
Csilla Krommerová, Igor Melicherčík (2014)
Kybernetika
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We investigate the problem of power utility maximization considering risk management and strategy constraints. The aim of this paper is to obtain admissible dynamic portfolio strategies. In case the floor is guaranteed with probability one, we provide two admissible solutions, the option based portfolio insurance in the constrained model, and the alternative method and show that none of the solutions dominate the other. In case the floor is guaranteed partially, we provide one admissible...