Technical Note—Production Management with General Demands and Lost Sales
References
- (2006) A unified framework for numerically inverting Laplace transforms. INFORMS J. Comput. 18(4):408–421.Link, Google Scholar
- (2022) On the profitability of selfish blockchain mining under consideration of ruin. Oper. Res. 70(1):179–200.Link, Google Scholar
- (2014) Power identities for Lévy risk models under taxation and capital injections. Stochastic Systems 4(1):157–172.Link, Google Scholar
- (2009) Lévy Processes and Stochastic Calculus (Cambridge University Press, Cambridge, UK).Crossref, Google Scholar
- (2017) Managing production-inventory systems with scarce resources. Manufacturing Service Oper. Management 19(2):216–229.Link, Google Scholar
- (2005) Optimality of an (s, S) policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. SIAM J. Control Optim. 44(5):1650–1676.Crossref, Google Scholar
- (1996) Lévy Processes, vol. 121 (Cambridge University Press, Cambridge, UK).Google Scholar
- (2010) Markovian Demand Inventory Models (Springer, New York).Crossref, Google Scholar
- (2013) Two coupled Lévy queues with independent input. Stochastic Systems 3(2):574–590.Link, Google Scholar
- Boyd JP (1996) The erfc-log filter and the asymptotics of the Euler and Vandeven sequence accelerations. Houston J. Math. 22:267–276.Google Scholar
- (2021) A computational approach to first passage problems of reflected hyperexponential jump diffusion processes. INFORMS J. Comput. 33(1):216–229.Link, Google Scholar
- (2020) Regime classification and stock loan valuation. Oper. Res. 68(4):965–983.Link, Google Scholar
- (2002) Forecast, solution, and rolling horizons in operations management problems: A classified bibliography. Manufacturing Service Oper. Management 4(1):25–43.Link, Google Scholar
- (2019) Stockout risk of production-inventory systems with compound Poisson demands. Omega 83(March):181–198.Crossref, Google Scholar
- (2005) An optimal production and shutdown strategy when a supplier offers an incentive program. Manufacturing Service Oper. Management 7(2):130–143.Link, Google Scholar
- (2015) Inventory-based dynamic pricing with costly price adjustment. Production Oper. Management 24(5):732–749.Crossref, Google Scholar
- (2005) Limit behavior of fluid queues and networks. Oper. Res. 53(6):933–945.Link, Google Scholar
- (2021) What’s behind the semiconductor shortage and how long could it last? Brookings (March 24), https://www.brookings.edu/podcast-episode/whats-behind-the-semiconductor-shortage-and-how-long-could-it-last.Google Scholar
- (2015) An excursion-theoretic approach to regulator’s bank reorganization problem. Oper. Res. 63(3):527–539.Link, Google Scholar
- (2022) Epidemic control with endogenous treatment capability under popular discontent and social fatigue. Production Oper. Management 31(4):1734–1752.Crossref, Google Scholar
- Environmental Protection Agency (2009) Mandatory reporting of greenhouse gases, part III of IX. Federal Register 74(68):56260–56519.Google Scholar
- (2019) A fixed rate production problem with Poisson demand and lost sales penalties. Production Oper. Management 28(3):516–534.Crossref, Google Scholar
- (2009a) A novel pricing method for European options based on Fourier-cosine series expansions. SIAM J. Sci. Comput. 31(2):826–848.Crossref, Google Scholar
- (2009b) Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions. Numerische Mathematik 114(1):27–62.Crossref, Google Scholar
- (2021) A discussion of non-Gaussian price processes for energy and commodity operations. Production Oper. Management 30(1):47–67.Crossref, Google Scholar
- (1998) On the time value of ruin. North Amer. Actuarial J. 2(1):48–72.Crossref, Google Scholar
- (2007) Supply optimization for the production of raw sugar. Internat. J. Production Econom. 110(1–2):224–239.Crossref, Google Scholar
- (2010) Capacitated serial inventory systems: Sample path and stability properties under base-stock policies. Oper. Res. 58(4 part 1):1017–1022.Google Scholar
- (2011) Average cost single-stage inventory models: An analysis using a vanishing discount approach. Oper. Res. 59(1):143–155.Link, Google Scholar
- (2011) Stockouts in online retailing. J. Marketing Res. 48(2):342–354.Crossref, Google Scholar
- (2020) Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process. Finance Stochastics 24(1):39–69.Crossref, Google Scholar
- (2013) Gerber–Shiu Risk Theory (Springer Science & Business Media, New York).Crossref, Google Scholar
- (2021) A Fourier-cosine method for finite-time ruin probabilities. Insurance Math. Econom. 99(July):256–267.Crossref, Google Scholar
- (2021) Fourier-cosine method for finite-time Gerber–Shiu functions. SIAM J. Sci. Comput. 43(3):B650–B677.Crossref, Google Scholar
- (2023) On the area in the red of Lévy risk processes and related quantities. Insurance Math. Econom. 111(July):257–278.Crossref, Google Scholar
- (2018) Approximation approaches for inventory systems with general production/ordering cost structures. Production Oper. Management 27(3):417–432.Crossref, Google Scholar
- (2020) Modeling dependent outages of electric power plants. Oper. Res. 68(1):1–15.Link, Google Scholar
- (2002) Exact fill rates for (R, s, S) inventory control with gamma distributed demand. J. Oper. Res. Soc. 53(11):1268–1274.Crossref, Google Scholar
- (2023a) A survey of stochastic inventory models with fixed costs: Optimality of (s, S) and (s, S)-type policies—Continuous-time case. Production Oper. Management 32(1):154–169.Crossref, Google Scholar
- (2023b) A survey of stochastic inventory models with fixed costs: Optimality of (s, S) and (s, S)-type policies—Discrete-time case. Production Oper. Management 32(1):131–153.Crossref, Google Scholar
- (2020) Optimal periodic replenishment policies for spectrally positive Lévy demand processes. SIAM J. Control Optim. 58(6):3428–3456.Crossref, Google Scholar
- (2006) Inventory models with continuous and Poisson demands and discounted and average costs. Production Oper. Management 15(2):279–293.Crossref, Google Scholar
- (1999) Lévy Processes and Infinitely Divisible Distributions (Cambridge University Press, Cambridge, UK).Google Scholar
- (1991) A theory of rolling horizon decision making. Ann. Oper. Res. 29(1):387–415.Crossref, Google Scholar
- (2014) Production-inventory systems with lost sales and compound Poisson demands. Oper. Res. 62(5):1048–1063.Link, Google Scholar
- (2018) Computable error bounds of Laplace inversion for pricing Asian options. INFORMS J. Comput. 30(4):634–645.Link, Google Scholar
- (2006) Optimal filter and mollifier for piecewise smooth spectral data. Math. Comput. 75(254):767–790.Crossref, Google Scholar
- (2014) On optimal policies for production-inventory systems with compound Poisson demand and setup costs. Math. Oper. Res. 39(2):517–532.Link, Google Scholar
- (2021) Challenges in ensuring global access to COVID-19 vaccines: Production, affordability, allocation, and deployment. Lancet 397(10278):1023–1034.Crossref, Google Scholar
- (2002) A hybrid global optimization method: The one-dimensional case. J. Comput. Appl. Math. 147(2):301–314.Crossref, Google Scholar
- (2017) Inventory control for spectrally positive Lévy demand processes. Math. Oper. Res. 42(1):212–237.Link, Google Scholar
- (2021) A simple heuristic policy for stochastic distribution inventory systems with fixed shipment costs. Oper. Res. 69(6):1651–1659.Link, Google Scholar

