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Convex/stochastic programming and multilocation inventory problems

✍ Scribed by Uday S. Karmarkar

Publisher
John Wiley and Sons
Year
1979
Tongue
English
Weight
951 KB
Volume
26
Category
Article
ISSN
0894-069X

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## Abstract This paper gives characterization of optimal Solutions for convex semiinfinite programming problems. These characterizations are free of a constraint qualification assumption. Thus they overcome the deficiencies of the semiinfinite versions of the Fritz John and the Kuhn‐Tucker theories

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Inventory models of modern production and service operations should take into consideration possible exogenous failures or the abrupt decline of demand resulting from obsolescence. This article analyzes continuous-review versions of the classical obsolescence problem in inventory theory. We assume a