Ergodic control for a mean reverting inventory model (Q1716996): Difference between revisions

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Latest revision as of 05:52, 11 December 2024

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Ergodic control for a mean reverting inventory model
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    Ergodic control for a mean reverting inventory model (English)
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    5 February 2019
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    dynamic programming
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    inventory policy
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    mean reverting model
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    ergodic control
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    stochastic impulse control
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