An EOQ model with time dependent deterioration under discounted cash flow approach when supplier credits are linked to order quantity
An EPLS Model for a Variable Production Rate With Stock-Price Sensitive Demand and Deterioration
An EPQ Model Under Cash Discount and Permissible Delay in Payments Derived Without Derivatives
An inflationary inventory model with time dependent demand with Weibull distribution deterioration and partial backlogging under permissible delay in payments
An Integrated Planning of Production and Distribution for Multiple Suppliers
An integrated supplier-buyer inventory model with conditionally free shipment under permissible delay in payments.
An Integration Strategy for Large Enterprises
An Inventory Model for Deteriorating Items Under the Condition of Permissible Delay in Payments
An Inventory Model for Deteriorating Items With Exponential Declining Demand and Partial Backlogging
An Optimization Procedure for Water Reservoirs in Cascade
Analyse de fabrications non linéaires et répétitives à l'aide de graphes d'événements temporisés
Analysis of a -out-of- system with spares, repairs, and a probabilistic rule.
Approximate evaluation of continuous review policies in two-echelon inventory systems with stochastic transportation times
This paper considers a distribution inventory system that consists of a single warehouse and several retailers. Customer demand arrives at the retailers according to a continuous-time renewal process. Material flow between echelons is driven by reorder point/order quantity inventory control policies. Our objective in this setting is to calculate the long-run inventory, backorder and customer service levels. The challenge in this system is to characterize the demand arrival process at the warehouse....
Approximation and estimation in Markov control processes under a discounted criterion
We consider a class of discrete-time Markov control processes with Borel state and action spaces, and -valued i.i.d. disturbances with unknown density Supposing possibly unbounded costs, we combine suitable density estimation methods of with approximation procedures of the optimal cost function, to show the existence of a sequence of minimizers converging to an optimal stationary policy
Asymptotic properties and optimization of some non-Markovian stochastic processes
We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.