Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach.
Alain BensoussanR. H. LiuSuresh P. SethiPublished in: SIAM J. Control. Optim. (2005)
Keyphrases
- variational inequalities
- sensitivity analysis
- complementarity problems
- variational inequality problems
- hilbert spaces
- nonlinear programming
- set valued
- convex sets
- fixed point
- primal dual
- average cost
- linear complementarity problem
- saddle point
- optimal policy
- boundary conditions
- lead time
- poisson process
- nash equilibrium
- optimal solution
- lipschitz continuity