Pages that link to "Item:Q5168873"
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The following pages link to Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case (Q5168873):
Displayed 15 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- Optimal control policy for a Brownian inventory system with concave ordering cost (Q2794715) (← links)
- Impulse Control of Interest Rates (Q2935303) (← links)
- Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (Q4634648) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- Instantaneous Control of Brownian Motion with a Positive Lead Time (Q5108225) (← links)
- Technical Note—On the Optimality of Reflection Control (Q5144788) (← links)
- Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion (Q5145605) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Inventory Management with Stochastic Lead Times (Q5252222) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)