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

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:
 [1] ;  [2] ; ;  [3]
  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)
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