{"title":"风险敏感型库存控制问题","authors":"G. Avila-Godoy, E. Fernández-Gaucherand","doi":"10.1109/CDC.2001.980925","DOIUrl":null,"url":null,"abstract":"Summary form only given. We study an inventory control problem, under a stochastic demand process and with risk (i.e., variance) sensitive optimality criteria. Using convexity and semimodularity-type arguments, we present sufficient conditions for an optimal base-stock policy to exist, in the finite horizon problem. For the infinite horizon case, we show that there exists an ultimately stationary base-stock optimal policy.","PeriodicalId":131411,"journal":{"name":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","volume":"44 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Risk-sensitive inventory control problems\",\"authors\":\"G. Avila-Godoy, E. Fernández-Gaucherand\",\"doi\":\"10.1109/CDC.2001.980925\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Summary form only given. We study an inventory control problem, under a stochastic demand process and with risk (i.e., variance) sensitive optimality criteria. Using convexity and semimodularity-type arguments, we present sufficient conditions for an optimal base-stock policy to exist, in the finite horizon problem. For the infinite horizon case, we show that there exists an ultimately stationary base-stock optimal policy.\",\"PeriodicalId\":131411,\"journal\":{\"name\":\"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)\",\"volume\":\"44 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-12-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.2001.980925\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.2001.980925","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Summary form only given. We study an inventory control problem, under a stochastic demand process and with risk (i.e., variance) sensitive optimality criteria. Using convexity and semimodularity-type arguments, we present sufficient conditions for an optimal base-stock policy to exist, in the finite horizon problem. For the infinite horizon case, we show that there exists an ultimately stationary base-stock optimal policy.
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