Séminaire Mathématique de Béjaia
Volume 16, Numéro 1, Pages 74-74
2018-12-31

Discrete Associated Kernel Estimation In (r, S, S) Inventory Model

Authors : Afroun Fairouz . Aïssani Djamil . Hamadouche Djamel .

Abstract

In this work, we study the problem of choosing the smoothing parameter for an associated kernel estimator of the transition matrix of a discrete Markov chain. To do this, we considered an (R, s, S) inventory model. Based on numerical examples, we found that the chosen smoothing parameter estimator, by minimizing a certain matrix norm, gives better results, in terms of stationary characteristics of the model, than classical alternatives.

Keywords

Inventory model; Markov chain; Smoothing parameter; Associated kernels; Errors.