A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183): Difference between revisions

@@ Property / author @@
-Kurt Helmes
@@ Property / author: Kurt Helmes / rank @@
-Normal rank
@@ Property / author @@
+Kurt Helmes
@@ Property / author: Kurt Helmes / rank @@
+Normal rank
@@ 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/10.1137/140972640
@@ Property / full work available at URL: https://doi.org/10.1137/140972640 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W981235990
@@ Property / OpenAlex ID: W981235990 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Optimal Stochastic Impulse Control of Linear Diffusions
+Normal rank
@@ Property / cites work @@
+On the Impulse Control of Jump Diffusions
@@ Property / cites work: On the Impulse Control of Jump Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of Regular Diffusions under Random Discounting
+Normal rank
@@ Property / cites work @@
+Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach
+Normal rank
@@ Property / cites work @@
+A stochastic inventory model with stock dependent demand items.
+Normal rank
@@ Property / cites work @@
+Optimality of \((s, S)\) policies for jump inventory models
+Normal rank
@@ Property / cites work @@
+Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities
+Normal rank
@@ Property / cites work @@
+Singular control and impulse control: a common approach
+Normal rank
@@ Property / cites work @@
+Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of a Mean-Reverting Inventory
@@ Property / cites work: Optimal Control of a Mean-Reverting Inventory / rank @@
+Normal rank
@@ Property / cites work @@
+On the solution of general impulse control problems using superharmonic functions
+Normal rank
@@ Property / cites work @@
+A harmonic function technique for the optimal stopping of diffusions
+Normal rank
@@ Property / cites work @@
+Impulse Control of Multidimensional Jump Diffusions
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+On the Optimal Character of the (s, S) Policy in Inventory Theory
+Normal rank
@@ Property / cites work @@
+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse Control of Brownian Motion
@@ Property / cites work: Impulse Control of Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Q4772511
@@ Property / cites work: Q4772511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
+Normal rank
@@ Property / cites work @@
+On Some Impulse Control Problems with Long Run Average Cost
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5602035
@@ Property / cites work: Q5602035 / rank @@
+Normal rank
@@ Property / cites work @@
+A Solvable One-Dimensional Model of a Diffusion Inventory System
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5502183