Art

J-GLOBAL ID：201902239051386999   Reference number：19A0843056

Optimal control in an inventory management problem considering replenishment lead time based upon a non-diffusive stochastic differential equation

非拡散確率微分方程式に基づく補充リードタイムを考慮した在庫管理問題における最適制御

Author (2)： T.-KANEKIYO Hiroaki (Dept. of Civil, Environmental and Systems Engineering, Kansai University) ,  AGATA Shinjiro (Agata Iron Works Co., Ltd.)
Material： Journal of Advanced Mechanical Design, Systems, and Manufacturing (Web)  (J Adv Mech Des Syst Manuf (Web))
Volume： 13  Issue： 1  Page： JAMDSM0008(J-STAGE)  Publication year： 2019 
JST Material Number： U0027A  ISSN： 1881-3054  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *stochastic differential equation ,  *inventory control ,  *optimum control ,  stochastic model ,  Markov process ,  formulation ,  evaluation function ,  material accounting
Semi thesaurus term： inventory variation

Author keywords (5)： Inventory ,  Optimal control ,  Lead time ,  Stochastic differential equation ,  Stochastic control

JST classification (1)： Inventory control  (KB05030D)

Reference (19)：

• Applebaum, D., Lévy Processes and Stochastic Calculus (2009), Cambridge Univ. Press.
• Bellman, R., Dynamic programming (1957), Princeton Univ. Press.
• Chen, L., Feng, Y. and Ou, J., Joint Management of Finished Goods Inventory and Demand Process for a Make-to-Stock Product: A Computational Approach, IEEE Transactions on Automatic Control, Vol.52, No.2 (2006), pp.258-273.
• Fatrias, D. and Y. Shimizu, Multi-objective analysis of periodic review inventory problem with coordinated replenishment in two-echelon supply chain system through differential evolution, J. of Advanced Mechanical Design, Systems, and Manufacturing, Vol.4, No.3 (2010), pp.637-650.
• Feng, K. and Rao, U. S., Echelon-stock (R,nT) control in two-stage serial stochastic inventory systems, Operations Research Letters, Vol.35 (2007), 95-104.

Terms in the title (6)： 拡散 ,  確率微分方程式 ,  補充 ,  リードタイム ,  在庫管理 ,  最適制御