Optimal Control of a Mean-Reverting Inventory (Q3098332)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of a Mean-Reverting Inventory |
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Optimal Control of a Mean-Reverting Inventory (English)
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17 November 2011
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inventory
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mean-reverting stochastic process
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stochastic impulse control
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