Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion (Q5169697): Difference between revisions

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Latest revision as of 00:32, 20 March 2024

scientific article; zbMATH DE number 6316361
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English
Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion
scientific article; zbMATH DE number 6316361

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    Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion (English)
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    11 July 2014
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    optimal control
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    production/inventory systems
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    stochastic control
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    stochastic differential equations
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    Brownian motion
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    dynamic programming
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