Pages that link to "Item:Q1862733"

The following pages link to Optimal impulse control for cash management with quadratic holding-penalty costs (Q1862733):

Displaying 11 items.

• The optimal cash holding models for stochastic cash management of continuous time (Q1716921) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (Q2151478) (← links)
• Modeling of financial supply chain (Q2275599) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
• Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
• OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES (Q4904519) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case (Q5168873) (← links)