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Optimal inventory policy with fixed and proportional transaction costs under a risk constraint.
S. Y. Wang
Ka Fai Cedric Yiu
Kai-Ling Mak
Published in:
Math. Comput. Model. (2013)
Keyphrases
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inventory policy
transaction costs
ordering cost
portfolio management
service level
supply chain
infinite horizon
finite horizon
expert systems
production system
multi item
inventory control
data mining
machine learning
optimal control
expected profit