Journal of Applied Mathematics and Decision Sciences
Volume 8 (2004), Issue 3, Pages 191-200
doi:10.1155/S1173912604000124
Abstract
Inventory problems generally have a structure that can be exploited for
computational purposes. Here, we look at the duals of two seemingly unrelated inventory
models that suggest an interesting duality between discrete time optimal control and
optimization over an ordered sequence of variables. Concepts from conjugate duality
and generalized geometric programming are used to establish the duality.