dc.contributor.author | Bensoussan, Alain | |
dc.contributor.author | Tapiero, C.S. | |
dc.date.accessioned | 2014-05-02T12:13:23Z | |
dc.date.available | 2014-05-02T12:13:23Z | |
dc.date.issued | 1982 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/13216 | |
dc.language.iso | en | en |
dc.subject | Optimal stochastic control | en |
dc.subject | impulsive control | en |
dc.subject | management | en |
dc.subject | dynamic programming | en |
dc.subject.ddc | 519 | en |
dc.title | Impulsive control in management: Prospects and applications | en |
dc.type | Article accepté pour publication ou publié | |
dc.description.abstracten | An outline of impulsive control and its applications in management is reviewed. Conditions for optimal impulsive controls when the dynamic process is given by a stochastic differential equation with Wiener and jump processes are given. Applications to inventory control, capacity expansion, vehicle dispatching, maintenance-replacement-inspection, and pricing problems are formulated, and optimality conditions found. Although there are many other applications that can be outlined, these provide some motivation for further study in this emerging field. | en |
dc.relation.isversionofjnlname | Journal of Optimization Theory and Applications | |
dc.relation.isversionofjnlvol | 37 | en |
dc.relation.isversionofjnlissue | 4 | en |
dc.relation.isversionofjnldate | 1982 | |
dc.relation.isversionofjnlpages | 419-442 | en |
dc.relation.isversionofdoi | http://dx.doi.org/10.1007/BF00934950 | en |
dc.relation.isversionofjnlpublisher | Springer | en |
dc.subject.ddclabel | Probabilités et mathématiques appliquées | en |
dc.relation.forthcoming | non | en |
dc.relation.forthcomingprint | non | en |