We consider a single product under a finite time horizon and a non-homogeneous compound Poisson customers flow with a rate depending on the stock level and an unknown time-dependent weight function. The rate is controlled by a retail price. In the framework of the diffusion approximation of the stock level process and a linear representation of an intensity-of-price dependence. Considering the salvage value of product, we solve the task of the expected profit maximization with respect to the weight function and lot size. We propose a simple approximation of the optimal weight function
Информационные технологии и математическое моделирование (ИТММ-2023) : материалы XXII Международной конференции имени А. Ф. Терпугова, 4-9 декабря 2023 г.. Томск, 2023. Ч. 1. С. 308-313