On the solution of the optimal control problem of inventory of a discrete product in the stochastic model of regeneration with continuously occuring consumption
The article is the second and final part of the research of the optimal control problem of inventory of a discrete product in a stochastic regeneration model. The main content of the work is the derivation of analytical representations for the mathematical expectation of the increment of the functional of profit obtained during the regeneration period. At the same time, these mathematical expectations are determined under different conditions for decisions made during the regeneration period. The obtained analytical representations enable one to explicitly determine the stationary cost indicator of control efficiency, which was introduced in the first part of the research. Thus, it becomes possible to numerically solve the optimal control problem of inventory in the model under consideration.