Instantaneous Control of Brownian Motion with a Positive Lead Time.
Zhen XuJiheng ZhangRachel Q. ZhangPublished in: Math. Oper. Res. (2019)
Keyphrases
- lead time
- brownian motion
- poisson process
- inventory level
- optimal control
- supply chain
- stochastic process
- infinite horizon
- service level
- differential equations
- lot sizing
- diffusion process
- queue length
- random variables
- control system
- arrival rate
- dynamic programming
- reinforcement learning
- gaussian process
- heavy traffic
- production system
- lost sales