简介：Westudyaninventorysysteminwhichproductsareorderedfromoutsidetomeetdemands,andthecumulativedemandisgovernedbyaBrownianmotion.Excessivedemandisbacklogged.Wesupposethattheshortageandholdingcostsassociatedwiththeinventoryaregivenbyageneralconvexfunction.Theproductorderingfromoutsideincursalinearorderingcostandasetupfee.Thereisaconstantleadtimewhenplacinganorder.Theoptimalpolicyisestablishedsoastominimizethediscountedcostincludingtheinventorycostandorderingcost.
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