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This article is cited in 1 scientific paper (total in 1 paper)
On the solution of the optimal control problem of inventory of a discrete product in the stochastic model of regeneration
P. V. Shnurkov, N. A. Vakhtanov National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian
Federation
Abstract:
The article is the second and final part of the research of the optimal control problem of
inventory of a discrete product in a stochastic regeneration model. The main content of the work is the
derivation of analytical representations for the mathematical expectation of the increment of the
functional of profit obtained during the regeneration period. At the same time, these mathematical
expectations are determined under different conditions for decisions made during the regeneration
period. The obtained analytical representations enable one to explicitly determine the stationary cost
indicator of control efficiency, which was introduced in the first part of the research. Thus, it becomes
possible to numerically solve the optimal control problem of inventory in the model under
consideration.
Keywords:
inventory management of a discrete product, controlled regenerative process, stationary cost indicator of control efficiency.
Received: 01.07.2019
Citation:
P. V. Shnurkov, N. A. Vakhtanov, “On the solution of the optimal control problem of inventory of a discrete product in the stochastic model of regeneration”, Inform. Primen., 13:3 (2019), 50–57
Linking options:
https://www.mathnet.ru/eng/ia609 https://www.mathnet.ru/eng/ia/v13/i3/p50
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Abstract page: | 156 | Full-text PDF : | 43 | References: | 21 |
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