Pages that link to "Item:Q2976149"

The following pages link to Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149):

Displaying 14 items.

• Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
• Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Management of online server congestion using optimal demand throttling (Q2183341) (← links)
• A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
• Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
• Optimal cash management problem for compound Poisson processes with two-sided jumps (Q2338073) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
• A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts (Q4561174) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
• Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion (Q5145605) (← links)
• Optimal cash management using impulse control (Q6135894) (← links)