论文标题
带有扩散需求和一般订购成本的奇异库存控制
Ergodic inventory control with diffusion demand and general ordering costs
论文作者
论文摘要
在这项工作中，我们考虑了一个连续的库存系统，在该系统中，需求过程遵循库存依赖性扩散过程。每个订单的订购成本取决于订单数量，并由一般函数给出，这甚至不一定是连续且单调的。通过应用下边界的方法以及比较定理，我们显示了此Ergodic库存控制问题的$（s，s）$策略的全局最优性。
In this work, we consider a continuous-time inventory system where the demand process follows an inventory-dependent diffusion process. The ordering cost of each order depends on the order quantity and is given by a general function, which is not even necessarily continuous and monotone. By applying a lower bound approach together with a comparison theorem, we show the global optimality of an $(s,S)$ policy for this ergodic inventory control problem.
