An optimal inventory policy when purchase price follows geometric Brownian motion process (Q2150466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal inventory policy when purchase price follows geometric Brownian motion process |
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An optimal inventory policy when purchase price follows geometric Brownian motion process (English)
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27 June 2022
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inventory
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geometric Brownian motion
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Gaussian process
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purchase price
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exchange rate
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optimal expected cost
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price-dependent holding cost
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