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

## Abstract

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.

- Authors:

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

- Publication Date:

- OSTI Identifier:
- 22391063

- Resource Type:
- Journal Article

- Resource Relation:
- Journal Name: AIP Conference Proceedings; Journal Volume: 1648; Journal 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)

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; COMPUTER CODES; COMPUTERIZED SIMULATION; MARKOV PROCESS; NUMERICAL ANALYSIS; OPTIMAL CONTROL

### Citation Formats

```
Gorshenin, Andrey K., Belousov, Vasily V., Shnourkoff, Peter V., and Ivanov, Alexey V.
```*Numerical research of the optimal control problem in the semi-Markov inventory model*. United States: N. p., 2015.
Web. doi:10.1063/1.4912511.

```
Gorshenin, Andrey K., Belousov, Vasily V., Shnourkoff, Peter V., & Ivanov, Alexey V.
```*Numerical research of the optimal control problem in the semi-Markov inventory model*. United States. doi:10.1063/1.4912511.

```
Gorshenin, Andrey K., Belousov, Vasily V., Shnourkoff, Peter V., and Ivanov, Alexey V. Tue .
"Numerical research of the optimal control problem in the semi-Markov inventory model". United States.
doi:10.1063/1.4912511.
```

```
@article{osti_22391063,
```

title = {Numerical research of the optimal control problem in the semi-Markov inventory model},

author = {Gorshenin, Andrey K. and Belousov, Vasily V. and Shnourkoff, Peter V. and Ivanov, Alexey V.},

abstractNote = {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.},

doi = {10.1063/1.4912511},

journal = {AIP Conference Proceedings},

number = 1,

volume = 1648,

place = {United States},

year = {Tue Mar 10 00:00:00 EDT 2015},

month = {Tue Mar 10 00:00:00 EDT 2015}

}

DOI: 10.1063/1.4912511

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