Numerical research of the optimal control problem in the semi-Markov inventory model

Journal Article · Tue Mar 10 00:00:00 EDT 2015 · AIP Conference Proceedings

DOI:https://doi.org/10.1063/1.4912511· OSTI ID:22391063

Gorshenin, Andrey K. ^[1]; Belousov, Vasily V. ^[2]; Shnourkoff, Peter V.; Ivanov, Alexey V. ^[3]

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1. Institute of Informatics Problems, Russian Academy of Sciences, Vavilova str., 44/2, Moscow, Russia MIREA, Faculty of Information Technology (Russian Federation)
2. Institute of Informatics Problems, Russian Academy of Sciences, Vavilova str., 44/2, Moscow (Russian Federation)
3. National research university Higher school of economics, Moscow (Russian Federation)

This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented.

• OSTI ID: 22391063
• Journal Information: AIP Conference Proceedings, Vol. 1648, Issue 1; Conference: ICNAAM-2014: International Conference on Numerical Analysis and Applied Mathematics 2014, Rhodes (Greece), 22-28 Sep 2014; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 0094-243X
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
COMPUTER CODES
COMPUTERIZED SIMULATION
MARKOV PROCESS
NUMERICAL ANALYSIS
OPTIMAL CONTROL