A Levy jump process is a continuous-time, real-valued stochastic process which has independent and stationary increments, with no brownian component. We study some of the fundamental properties of Levy jump processes and develop
@article{RO_2001__35_1_37_0,
author = {Roundy, Robin O. and Samorodnitsky, Gennady},
title = {Optimal and near-optimal ($s,S$) inventory policies for {Levy} demand processes},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {37--70},
publisher = {EDP-Sciences},
volume = {35},
number = {1},
year = {2001},
mrnumber = {1841813},
zbl = {0996.90003},
language = {en},
url = {https://numdam.org/item/RO_2001__35_1_37_0/}
}
TY - JOUR AU - Roundy, Robin O. AU - Samorodnitsky, Gennady TI - Optimal and near-optimal ($s,S$) inventory policies for Levy demand processes JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2001 SP - 37 EP - 70 VL - 35 IS - 1 PB - EDP-Sciences UR - https://numdam.org/item/RO_2001__35_1_37_0/ LA - en ID - RO_2001__35_1_37_0 ER -
%0 Journal Article %A Roundy, Robin O. %A Samorodnitsky, Gennady %T Optimal and near-optimal ($s,S$) inventory policies for Levy demand processes %J RAIRO - Operations Research - Recherche Opérationnelle %D 2001 %P 37-70 %V 35 %N 1 %I EDP-Sciences %U https://numdam.org/item/RO_2001__35_1_37_0/ %G en %F RO_2001__35_1_37_0
Roundy, Robin O.; Samorodnitsky, Gennady. Optimal and near-optimal ($s,S$) inventory policies for Levy demand processes. RAIRO - Operations Research - Recherche Opérationnelle, Tome 35 (2001) no. 1, pp. 37-70. https://numdam.org/item/RO_2001__35_1_37_0/
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