Informatics and Applications
2018, Volume 12, Issue 1, pp 109117
DEVELOPMENT AND PRELIMINARY STUDY OF A STOCHASTIC SEMIMARKOV MODEL OF CONTINUOUS SUPPLY OF PRODUCT MANAGEMENT UNDER THE CONDITION OF CONSTANT CONSUMPTION
 P. V. Shnurkov
 A. Y. Egorov
Abstract
The paper deals with a discrete semiMarkov 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), Z(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 semiMarkov 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 semiMarkov 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.
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[+] About this article
Title
DEVELOPMENT AND PRELIMINARY STUDY OF A STOCHASTIC SEMIMARKOV MODEL OF CONTINUOUS SUPPLY OF PRODUCT MANAGEMENT UNDER THE CONDITION OF CONSTANT CONSUMPTION
Journal
Informatics and Applications
2018, Volume 12, Issue 1, pp 109117
Cover Date
20180330
DOI
10.14357/19922264180114
Print ISSN
19922264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
inventory management; semiMarkov stochastic process; stationary value functional; optimal control of stochastic systems
Authors
P. V. Shnurkov and A. Y. Egorov
Author Affiliations
National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian Federation
