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(s,S)-type policy for a production inventory problem with limited backlogging and with stockouts

100%

Rempała R.

Applicationes Mathematicae

1996-1997

tom 24

nr 3

343-354

A production inventory problem with limited backlogging and with stockouts is described in a discrete time, stochastic optimal control framework with finite horizon. It is proved by dynamic programming methods that an optimal policy is of (s,S)-type. This means that in every period the policy is completely determined by two fixed levels of the stochastic inventory process considered.

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Geometric properties of noncommutative symmetric spaces of measurable operators and unitary matrix ideals

72%

Czerwińska M. M., Kaminska A. H.

Commentationes Mathematicae

2017

tom 57

nr 1

This is a review article of geometric properties of noncommutative symmetric spaces of measurable operators \(E(\mathcal{M},\tau)\), where \(\mathcal{M}\) is a semifinite von Neumann algebra with a faithful, normal, semifinite trace \(\tau\), and \(E\) is a symmetric function space. If \(E\subset c_0\) is a symmetric sequence space then the analogous properties in the unitary matrix ideals \(C_E\) are also presented. In the preliminaries we provide basic definitions and concepts illustrated by some examples and occasional proofs. In particular we list and discuss the properties of general singular value function, submajorization in the sense of Hardy, Littlewood and Pólya, Köthe duality, the spaces \(L_p\left(\mathcal{M},\tau\right)\), \(1\leq p < \infty\), the identification of \(C_E\) and \(G(B(H), \operatorname{tr})\) for some symmetric function space \(G\), the commutative case when \(E\) is identified with \(E(\mathcal{N}, \tau)\) for \(\mathcal{N}\) isometric to \(L_\infty\) with the standard integral trace, trace preserving \(*\)-isomorphisms between \(E\) and a \(*\)-subalgebra of \(E\left(\mathcal{M},\tau\right)\), and a general method for removing the assumption of non-atomicity of \(\mathcal{M}\). The main results on geometric properties are given in separate sections. We present the results on (complex) extreme points, (complex) strict convexity, strong extreme points and midpoint local uniform convexity, \(k\)-extreme points and \(k\)-convexity, (complex or local) uniform convexity, smoothness and strong smoothness, (strongly) exposed points, (uniform) Kadec−Klee properties, Banach−Saks properties, Radon−Nikodym property and stability in the sense of Krivine−Maurey. We also state some open problems.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Commentationes Mathematicae

1 Czerwińska M. M.

1 Kaminska A. H.

1 Rempała R.

1 2017

1 1997

Wyniki wyszukiwania

(s,S)-type policy for a production inventory problem with limited backlogging and with stockouts

Geometric properties of noncommutative symmetric spaces of measurable operators and unitary matrix ideals