Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case (Q5168873): Difference between revisions

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+.6572
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+Optimal impulse control for cash management with quadratic holding-penalty costs
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+Nouvelles méthodes en contrôle impulsionnel
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+Normal rank
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+Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
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+Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
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+A Computational Method for Stochastic Impulse Control Problems
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+Impulse Control of Brownian Motion
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+Instantaneous Control of Brownian Motion
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+Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
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+Infinite-Dimensional Linear Programming Approach to SingularStochastic Control
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+W1595980179
@@ Property / OpenAlex ID: W1595980179 / rank @@
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@@ Property / title @@
+Brownian inventory models with convex holding cost, Part 2: Discount-optimal controls (English)
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