A Solvable One-Dimensional Model of a Diffusion Inventory System
From MaRDI portal
Recommendations
- Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
- Continuous inventory models of diffusion type: long-term average cost criterion
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- A measure approach for continuous inventory models: discounted cost criterion
- On the Optimality of (s,S)-Policies in Continuous Review Inventory Models
Cited in
(47)- Optimal Central Bank intervention in the foreign exchange market
- Continuous time inventory control for Wiener process demand
- Computational aspects in applied stochastic control
- A diffusion inventory model for deteriorating items
- Ergodic control for a mean reverting inventory model
- Optimal policy for Brownian inventory models with general convex inventory cost
- Ergodic inventory control with diffusion demand and general ordering costs
- An optimal pricing policy under a Markov chain model
- Valuing switching options with the moving-boundary method
- Optimal consumption under deterministic income
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- Optimality of doubly reflected Lévy processes in singular control
- Continuous inventory models of diffusion type: long-term average cost criterion
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
- Optimal inventory control with path-dependent cost criteria
- Optimal control policy for a Brownian inventory system with concave ordering cost
- Optimality of refraction strategies for spectrally negative Lévy processes
- Solving impulse-control problems with control delays
- Impulse control of interest rates
- scientific article; zbMATH DE number 4179106 (Why is no real title available?)
- An (s,r,S) Diffusion Inventory Model with Exponential Leadtimes and Order Cancellations
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- A stochastic inventory model for a random yield supply chain with wholesale-price and shortage penalty contracts
- Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
- Explicit Solution of Inventory Problems with Delivery Lags
- OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES
- Nonzero-sum stochastic games and mean-field games with impulse controls
- Impulse control with discontinuous setup costs: discounted cost criterion
- Brownian inventory models with convex holding cost. I: Average-optimal controls
- A weak convergence approach to inventory control using a long-term average criterion
- Optimality of \((s,S)\) policies with nonlinear processes
- Inventory management with stochastic lead times
- Optimal inventory control with shrinkage and observed sales
- A measure approach for continuous inventory models: discounted cost criterion
- Time-to-build and capacity choice
- Optimal cash management using impulse control
- Optimal spot market inventory strategies in the presence of cost and price risk
- Deep impulse control: application to interest rate intervention
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- Writing a call option to hedge inventory overflow risk
- Optimal inventory control with state-dependent jumps
- Optimal policy for two-stage Brownian inventory systems under the long-run average cost criterion
- Optimal control policy for a standing order inventory system
- On a stochastic inventory model with a generalized holding costs
- A generalized impulse control model of cash management
- On a stochastic demand jump inventory model
- Optimality of \((s,S)\) policies for a stochastic inventory model with proportional and lump-sum shortage costs
This page was built for publication: A Solvable One-Dimensional Model of a Diffusion Inventory System
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3737360)
