• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
  • HSE University
  • Student Theses
  • Optimum Control of a Continuous Inventory in a Stochastic Regeneration Model with Random Delay and Various Consumption Regimes

Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Aziz Nuriddinov
Optimum Control of a Continuous Inventory in a Stochastic Regeneration Model with Random Delay and Various Consumption Regimes
Peter V. Shnourkoff
2018
In this research work, a stochastic model of inventory management based on the regenerating process of a certain continuous product is considered. The main features of this stochastic model are the presence of random delay and different consumption regimes. The random time from the moment of replenishment of the reserve to the moment of ordering for the next replenishment will be the control parameter in the model. In this model, the stationary indicator of the effectiveness of management quality will have the meaning of the average specific profit. The solution of the stated problem of inventory control is based on the theorem of the extremum of an integral fractional-linear functional, that is, this stationary indicator of control quality will be represented in the form of an integral fractional-linear functional. Through this theorem, analytic representations for the integrands of this functional will be explicitly obtained, and the optimal control in this model is deterministic and is determined by the point at which the global extremum is reached.

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses