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Let \\(\\mathcal{F}_t\\) be the sigma-field generated by \\(X_t\\), and let \\(A_t\\) and \\(D_t\\) admit \\(\\mathcal{F}_t\\)-predictable intensities \\(\\alpha_t\\) and \\(\\beta_t\\). The intensities \\(\\alpha_t\\) and \\(\\beta_t\\) satisfy the following capacity constraints:  \\[  0\\leq\\alpha_t\\leq z,  \\]   \\[  0\\leq\\alpha_t\\leq y  \\]  for all values \\(t\\geq0\\).  Let \\(\\delta\\) denote the discount factor, let \\(\\tilde{\\rho}\\) be the revenue obtained by selling one unit of output, let \\(\\tilde{c}\\) be the cost of acquiring one unit of input, and let \\(h\\) be the unit holding cost. The problem is to find a control \\(\\{\\beta_t,\\alpha_t, t\\geq0\\}\\) maximizing the discount value function  \\[  V(x_0,u)=\\mathsf{E}_{x_0}\\int_0^\\infty\\mathrm{e}^{-\\delta t}(\\tilde{\\rho}\\mathrm{d}D_t-\\tilde{c}\\mathrm{d}A_t-hX_t\\mathrm{d}t),  \\]  where \\(\\mathsf{E}_{x_0}\\) denotes the conditional expectation given \\(X_0=x_0\\).  The author prove that the threshold policy is optimal under the max-min robust model introduced in the paper by the authors, where uncertainty in the process is characterized by relative entropy. The model is a generalization of the standard concept of relative entropy to account for different levels of model uncertainty in the arrival and departure processes. 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