46210

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Тезисы доклада

Название: 

Diffusion Approximation in Inventory Management

ISBN/ISSN: 

978-618-80698-2-4

Наименование конференции: 

  • 15th International Conference on the Applied Stochastic Models and Data Analysis (ASMDA2013, Barselona)

Наименование источника: 

  • Book of Abstracts of the 15th Applied Stochastic Models and Data Analysis International Conference (ASMDA2013, Barselona)

Город: 

  • Barselona

Издательство: 

  • ISAST: International Society for the Advancement of Science and Technology

Год издания: 

2013

Страницы: 

115
Аннотация
Single-product inventory management model with both random and controllable demand and continuous input product flow with fixed uncontrolled rate under finite storage capacity is considered. It is shown that under some conditions we can consider the stock level process as asymptotically diffusion process and find its stationary distribution. The result permits us to solve the optimization problem and control the probabilities of the stock-out and overflow.

Библиографическая ссылка: 

Степанова Н.В., Китаева А.В. Diffusion Approximation in Inventory Management / Book of Abstracts of the 15th Applied Stochastic Models and Data Analysis International Conference (ASMDA2013, Barselona). Barselona: ISAST: International Society for the Advancement of Science and Technology, 2013. С. 115.