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Controlled Stochastic Systems

  • P. S. Knopov,
  • T. V. Pepelyaeva

摘要

Controlled Markov and semi-Markov processes and systems are considered. The review of inventory control problems is provided. Single- and multi-product models with different types of cost function and optimality criteria are considered. The optimality conditions and structures of optimal strategies in these problems are investigated.