Optimal Strategies for Inventory Control Systems with a Convex Cost Function |
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Authors: | S. S. Demchenko A. P. Knopov V. A. Pepelyaev |
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Affiliation: | (1) Cybernetics Institute, National Academy of Sciences of Ukraine, Kiev, Ukraine |
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Abstract: | Some controlled Markovian processes in discrete time in the context of optimization of inventory control systems are studied. Optimality of (s, S)-policies for the case of convex cost functions is proved using theorems on existence and uniqueness of a nonrandomized stationary optimal policy for Markovian processes with discrete time and a continuous control set for criteria characterizing mean costs per unit time and overestimated total costs and Bellman equations. |
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Keywords: | inventory control system controlled Markovian process optimization convex cost function Bellman equation |
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