Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach.
Lakdere BenkheroufAlain BensoussanPublished in: SIAM J. Control. Optim. (2009)
Keyphrases
- variational inequalities
- sensitivity analysis
- complementarity problems
- nonlinear programming
- set valued
- hilbert spaces
- convex sets
- variational inequality problems
- linear complementarity problem
- primal dual
- fixed point
- nash equilibrium
- optimal policy
- average cost
- linearly constrained
- optimal solution
- saddle point
- boundary conditions
- lead time
- finite number
- infinite horizon
- poisson process
- lower bound
- lipschitz continuity
- image segmentation