Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Dacheng Yao"'
Autor:
Jim Dai, Dacheng Yao
Publikováno v:
Stochastic Systems, Vol 3, Iss 2, Pp 500-573 (2014)
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be neg
Externí odkaz:
https://doaj.org/article/2da87a2f94e340e0af6049efb2531e73
Autor:
Jim Dai, Dacheng Yao
Publikováno v:
Stochastic Systems, Vol 3, Iss 2, Pp 442-499 (2014)
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be neg
Externí odkaz:
https://doaj.org/article/ad0760c1ca3e43148d36b63a4148a518
Autor:
YUJIE LIU1,2 yujieliu@amss.ac.cn, DACHENG YAO1,2 dachengyao@amss.ac.cn, HANQIN ZHANG3 bizzhq@nus.edu.sg
Publikováno v:
SIAM Journal on Matrix Analysis & Applications. 2024, Vol. 45 Issue 3, p1689-1719. 31p.
Autor:
Dacheng Yao, Ping Cao
Publikováno v:
Operations Research Letters. 50:295-302
Publikováno v:
SIAM Journal on Control and Optimization. 59:267-295
This paper studies a continuous-review backlogged inventory model considered by Helmes et al. (2015) but with discontinuous quantity-dependent setup cost for each order. In particular, the setup cost is characterized by a two-step function and a high
Publikováno v:
Operations Research. 68:1063-1073
Asymptotic analysis of constant-order policies for lost-sales inventory models with positive lead times and random supply functions.
Publikováno v:
European Journal of Control. 69:100720
Autor:
Dacheng Yao, Ping Cao
Publikováno v:
IEEE Transactions on Automatic Control. 64:2921-2928
We study a continuous-review inventory system with dual sourcing modes and Brownian motion demand. The regular order is from one supplier at some constant rate with a low unit cost while the expedite order is from the other one with a fixed setup cos
Publikováno v:
Statistics & Probability Letters. 189:109597
Autor:
Dacheng Yao, Bo Wei
In this work, we consider a continuous-time inventory system where the demand process follows an inventory-dependent diffusion process. The ordering cost of each order depends on the order quantity and is given by a general function, which is not eve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e7edb3fdf726c35f410747df6173394
http://arxiv.org/abs/2012.02912
http://arxiv.org/abs/2012.02912