Filtering of an Inventory Model with a Multinomial Thinning Operator
In this paper a multivariate discrete-time, discrete-state stochastic inventory model for perishable items is discussed. This model draws on earlier works by the authors and the fractional thinning operator of Steutel and van Harn. Items in stock are assumed to belong to one of M possible categories...
Збережено в:
| Дата: | 2007 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут проблем моделювання в енергетиці ім. Г.Є. Пухова НАН України
2007
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| Назва видання: | Электронное моделирование |
| Теми: | |
| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/101621 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Filtering of an Inventory Model with a Multinomial Thinning Operator / Lakhdar Aggoun, Lakdere Benkherouf // Электронное моделирование. — 2007. — Т. 29, № 1. — С. 3-18. — Бібліогр.: 13 назв. — англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Резюме: | In this paper a multivariate discrete-time, discrete-state stochastic inventory model for perishable items is discussed. This model draws on earlier works by the authors and the fractional thinning operator of Steutel and van Harn. Items in stock are assumed to belong to one of M possible categories (representing qualities). At each time t items in the stock may stay in the same class, move to one of theÌ 1 classes or perish. The movement between classes is assumed to be regulated by a multinomial thining operator (to be defined below) which is dependent on some vector-valued parameter process. Recursive estimates for the parameter process are proposed for three possible scenarios. |
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