Inventory-production Theory: A Linear Policy Approach

approximation assumption balance equation Berlin C₁ Chap Chapter conditional mean cost criterion cost functions cost parameters costs are given defined demand sequence derive deterministic dynamic certainty equivalents dynamic programming Edited Ek+1 exponential smoothing Fachrichtung Operations Research Gauss-Markov Gauss-Markov process Gaussian H. P. Künzi Hence Herausgegeben inspection period inventory costs inventory problem Inventory-Production Theory investigated K₁ Kalman filter Karl Inderfurth linear decision rule linear policy linear-nonquadratic approach linear-quadratic models LNQ-approach Mathematical Systems non-quadratic Numerical results obtains Operations Research optimal costs optimal policy optimal safety stock p-matrix Piecewise linear costs probability distribution procedure production policy pure inventory quadratic quadratic functions S,S)-policy safety stock Schneeweiß Seiten sequence of demand set-up costs space representation Springer-Verlag stationary stochastic sequence suboptimal values variables variance VIII white noise xk+1 Xx+1 z-transform Εκ ас