|
This article is cited in 1 scientific paper (total in 1 paper)
Development and preliminary study of a stochastic semi-Markov model of continuous supply of product management under the condition of constant consumption
P. V. Shnurkov, A. Y. Egorov National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian Federation
Abstract:
The paper deals with a discrete semi-Markov stochastic model describing the operation of a control system of continuous supply of product with constant consumption. The model is a couple of random processes $(x(t), \zeta(t))$ where the main process $x(t)$ describes the amount of stock in the system at time t and the accompanying random process is a semi-Markov process with a finite set of states. The optimal control problem is put in relation to the stationary indicators related to the accompanying process. This indicator is the average of the specific nature of the profits earned in the evolution of the initial inventory control system. An explicit analytical representation for the probability characteristics of semi-Markov models is obtained. In the future, the results will allow to find an explicit representation of the Quality Score and solving the problem of optimal control.
Keywords:
inventory management; semi-Markov stochastic process; stationary value functional; optimal control of stochastic systems.
Received: 31.05.2017
Citation:
P. V. Shnurkov, A. Y. Egorov, “Development and preliminary study of a stochastic semi-Markov model of continuous supply of product management under the condition of constant consumption”, Inform. Primen., 12:1 (2018), 109–117
Linking options:
https://www.mathnet.ru/eng/ia523 https://www.mathnet.ru/eng/ia/v12/i1/p109
|
Statistics & downloads: |
Abstract page: | 193 | Full-text PDF : | 54 | References: | 30 |
|