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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4149(78)90059-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2064762500
@@ Property / OpenAlex ID: W2064762500 / rank @@
+Normal rank
@@ Property / cites work @@
+A continuous time inventory model
@@ Property / cites work: A continuous time inventory model / rank @@
+Normal rank
@@ Property / cites work @@
+A diffusion model for the control of a dam
@@ Property / cites work: A diffusion model for the control of a dam / rank @@
+Normal rank
@@ Property / cites work @@
+Q5683339
@@ Property / cites work: Q5683339 / rank @@
+Normal rank
@@ Property / cites work @@
+Nouvelles méthodes en contrôle impulsionnel
@@ Property / cites work: Nouvelles méthodes en contrôle impulsionnel / rank @@
+Normal rank
@@ Property / cites work @@
+Q5563135
@@ Property / cites work: Q5563135 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Cash Management with Fixed and Proportional Transaction Costs
+Normal rank
@@ Property / cites work @@
+Optimal control of finite dams: discrete (2-stage) output procedure
+Normal rank
@@ Property / cites work @@
+Optimal control of finite dams: continuous output procedure
+Normal rank
@@ Property / cites work @@
+Optimal Cash Balance Levels
@@ Property / cites work: Optimal Cash Balance Levels / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Q5570526
@@ Property / cites work: Q5570526 / rank @@
+Normal rank
@@ Property / cites work @@
+The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases
+Normal rank
@@ Property / cites work @@
+Single person controlled diffusions with discounted costs
+Normal rank
@@ Property / cites work @@
+A diffusion process model for the optimal operation of a reservoir system
+Normal rank
@@ Property / cites work @@
+Q4139945
@@ Property / cites work: Q4139945 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
+Normal rank