A step elimination method for the dynamic optimal inventory control problem

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Article ID:	iaor19931521
Country:	United Kingdom
Volume:	30
Start Page Number:	38
End Page Number:	46
Publication Date:	Nov 1990
Journal:	USSR Computational Mathematics and Mathematical Physics
Authors:	Rubalskii G.B.
Keywords:	inventory, control processes

Abstract:

An O(n) algorithm, where n is the length of the planning interval, is constructed for a special optimal control problem which is useful in some applications.

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