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The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity

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  • Iida, Tetsuo

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  • Iida, Tetsuo, 1999. "The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity," European Journal of Operational Research, Elsevier, vol. 116(2), pages 405-422, July.
    • Handle: RePEc:eee:ejores:v:116:y:1999:i:2:p:405-422
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    1. Samuel Karlin, 1960. "Dynamic Inventory Policy with Varying Stochastic Demands," Management Science, INFORMS, vol. 6(3), pages 231-258, April.
    2. William S. Lovejoy, 1990. "Myopic Policies for Some Inventory Models with Uncertain Demand Distributions," Management Science, INFORMS, vol. 36(6), pages 724-738, June.
    3. William S. Lovejoy, 1992. "Stopped Myopic Policies in Some Inventory Models with Generalized Demand Processes," Management Science, INFORMS, vol. 38(5), pages 688-707, May.
    4. Thomas E. Morton, 1978. "The Nonstationary Infinite Horizon Inventory Problem," Management Science, INFORMS, vol. 24(14), pages 1474-1482, October.
    5. James C. Bean & Robert L. Smith, 1984. "Conditions for the Existence of Planning Horizons," Mathematics of Operations Research, INFORMS, vol. 9(3), pages 391-401, August.
    6. Wallace J. Hopp & James C. Bean & Robert L. Smith, 1987. "A New Optimality Criterion for Nonhomogeneous Markov Decision Processes," Operations Research, INFORMS, vol. 35(6), pages 875-883, December.
    7. Thomas E. Morton & David W. Pentico, 1995. "The Finite Horizon Nonstationary Stochastic Inventory Problem: Near-Myopic Bounds, Heuristics, Testing," Management Science, INFORMS, vol. 41(2), pages 334-343, February.
    8. Paul Zipkin, 1989. "Critical Number Policies for Inventory Models with Periodic Data," Management Science, INFORMS, vol. 35(1), pages 71-80, January.
    9. Thomas E. Morton & William E. Wecker, 1977. "Discounting, Ergodicity and Convergence for Markov Decision Processes," Management Science, INFORMS, vol. 23(8), pages 890-900, April.
    10. Jeffrey M. Alden & Robert L. Smith, 1992. "Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes," Operations Research, INFORMS, vol. 40(3-supplem), pages 183-194, June.
    11. Ravi Anupindi & Thomas E. Morton & David Pentico, 1996. "The Nonstationary Stochastic Lead-Time Inventory Problem: Near-Myopic Bounds, Heuristics, and Testing," Management Science, INFORMS, vol. 42(1), pages 124-129, January.
    12. Arthur F. Veinott, Jr., 1965. "Optimal Policy for a Multi-Product, Dynamic, Nonstationary Inventory Problem," Management Science, INFORMS, vol. 12(3), pages 206-222, November.
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    1. Iida, Tetsuo, 2001. "The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies," European Journal of Operational Research, Elsevier, vol. 134(3), pages 525-539, November.
    2. Yee, Hannah & van Staden, Heletjé E. & Boute, Robert N., 2024. "Dual sourcing under non-stationary demand and partial observability," European Journal of Operational Research, Elsevier, vol. 314(1), pages 94-110.
    3. Iida, Tetsuo, 2002. "A non-stationary periodic review production-inventory model with uncertain production capacity and uncertain demand," European Journal of Operational Research, Elsevier, vol. 140(3), pages 670-683, August.
    4. Tetsuo Iida & Paul H. Zipkin, 2006. "Approximate Solutions of a Dynamic Forecast-Inventory Model," Manufacturing & Service Operations Management, INFORMS, vol. 8(4), pages 407-425, October.
    5. Strijbosch, Leo W.G. & Syntetos, Aris A. & Boylan, John E. & Janssen, Elleke, 2011. "On the interaction between forecasting and stock control: The case of non-stationary demand," International Journal of Production Economics, Elsevier, vol. 133(1), pages 470-480, September.

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