Informatics and Applications
2019, Volume 13, Issue 3, pp 5057
ON THE SOLUTION OF THE OPTIMAL CONTROL PROBLEM OF INVENTORY OF A DISCRETE PRODUCT IN THE STOCHASTIC MODEL OF REGENERATION WITH CONTINUOUSLY OCCURING CONSUMPTION
 P. V. Shnurkov
 N. A. Vakhtanov
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.
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[+] About this article
Title
ON THE SOLUTION OF THE OPTIMAL CONTROL PROBLEM OF INVENTORY OF A DISCRETE PRODUCT IN THE STOCHASTIC MODEL OF REGENERATION WITH CONTINUOUSLY OCCURING CONSUMPTION
Journal
Informatics and Applications
2019, Volume 13, Issue 3, pp 5057
Cover Date
20190930
DOI
10.14357/19922264190308
Print ISSN
19922264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
inventory management of a discrete product; controlled regenerative process; stationary cost indicator ofcontrol efficiency
Authors
P. V. Shnurkov and N. A. Vakhtanov
Author Affiliations
National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian Federation
