Inventory management with partially observed nonstationary demand
نویسندگان
چکیده
منابع مشابه
Inventory management with partially observed nonstationary demand
We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the world is unobserved and must be inferred by the manager. We also assume that demands are observed only when they are completely met. We first derive the explicit filtering equations and pass to an equivalent fully observed impu...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2009
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-009-0513-8