search query: @author Fu, M. / total: 1
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| Author: | Fu, M. |
| Title: | Sample path derivatives for (s, S) inventory systems |
| Journal: | Operations Research
1994 : MAR-APR, VOL. 42:2, p. 351-364 |
| Index terms: | INVENTORIES PERFORMANCE MEASUREMENT OPTIMIZATION |
| Language: | eng |
| Abstract: | For (s,S) inventory systems, the author derives sample path derivatives of performance measures with respect to the two parameters s and S. These derivatives yield derivative estimators which can be estimated from a single sample path or simulation of the inventory system, in some cases not even requiring actual knowledge of the underlying demand distribution. For the infinite horizon model, consistency proofs are given for some special cases. |
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