Skip to main content
SpringerLink
Log in

A partially observed inventory problem

  • Part III : Stochastic Control Theory
  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 43))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. A. Bensoussan and J.L. Lions, "Control Impulsionnel et Temps d'Arret: Inequations Variationnelles et Quasi-Variationnelles d'Evolution," Cahlur de Mathematiques de la Decision #7523, University de Dauphine — Paris IX, (1975).

    Google Scholar 

  2. A. Bensoussan and J.L. Lions, "Applications des Inequations Variationnelles en Controle Stochastique," Dunod, Paris, (1978).

    Google Scholar 

  3. D. Bertsekis, "Dynamic Programming and Stochastic Control," Academic Press, (1976).

    Google Scholar 

  4. H. Kushner, "Introduction to Stochastic Control," Holt, Rinehart, Winston, (1971).

    Google Scholar 

  5. J. Lepeltier and B. Marchal, "Techniques Probabilistes dans le Controle Impulsionnel," Stochastics, 2 (1979), pp. 243–286.

    Google Scholar 

  6. A. Makowski, "Dynamic Programming for Problems of Impulse Control," University of Kentucky, Ph.D. Thesis, (1981).

    Google Scholar 

  7. M. Robin, "Controle Impulsionnel des Processus de Markov," These de Doctorat d'Etat, (1978), University de Dauphine — Paris IX.

    Google Scholar 

  8. S. Ross, "Applied Probability Models with Optimization Applications," Holden-Day, 1970.

    Google Scholar 

  9. A.N. Shiryayev, "Optimal Stopping Rules," Springer-Verlag, 1978.

    Google Scholar 

  10. J. Zabczyk, "Introduction to the Theory of Optimal Stopping," in Stochastic Control Theory and Stochastic Differential Systems, Lecture Notes in Control and Information Sciences, Vol.16, pp. 227–250, Springer-Verlag, (1979).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics, University of Kentucky, 40506, Lexington, KY

    Raymond Rishel

Authors
  1. Raymond Rishel
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

M. Kohlmann N. Christopeit

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Rishel, R. (1982). A partially observed inventory problem. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044315

Download citation

  • DOI: https://doi.org/10.1007/BFb0044315

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12061-2

  • Online ISBN: 978-3-540-39518-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation