A continuous time inventory model
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- Dynamic Bertrand oligopoly
- Optimal spot market inventory strategies in the presence of cost and price risk
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- Sonin's inventory model with a long-run average cost functional
- Singular control in a cash management model with ambiguity
- Asymptotically optimal energy consumption and inventory control in a make-to-stock manufacturing system
- Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion
- On a stochastic inventory model with a generalized holding costs
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