Risk-Sensitive Inventory Control Problems

  • Guadalupe M. Avila-Godoy
  • Published 2001


We study an inventory control problem, under a stochastic demand process and with risk (i.e., variance) sensitive optimality criteria. Using convexity and semimodularity-type arguments, we present suÆcient conditions for an optimal base-stock policy to exist, in the nite horizon problem. For the in nite horizon case, we show that there exists an ultimately… (More)


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