Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion (Q5169697)
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scientific article; zbMATH DE number 6316361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion |
scientific article; zbMATH DE number 6316361 |
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Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion (English)
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11 July 2014
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optimal control
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production/inventory systems
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stochastic control
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stochastic differential equations
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Brownian motion
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dynamic programming
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