Optimal control of a Brownian storage system (Q1243994): Difference between revisions

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+A continuous time inventory model
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+A diffusion model for the control of a dam
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+Q5683339
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+Nouvelles méthodes en contrôle impulsionnel
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+Q5563135
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+Stochastic Cash Management with Fixed and Proportional Transaction Costs
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+Optimal control of finite dams: discrete (2-stage) output procedure
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+Optimal control of finite dams: continuous output procedure
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+Optimal Cash Balance Levels
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+Ruin problems with compounding assets
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+The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases
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+Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
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+Publication:1243994