Optimal control of a mean-reverting inventory (Q3098332)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5973565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control of a mean-reverting inventory |
scientific article; zbMATH DE number 5973565 |
Statements
Optimal Control of a Mean-Reverting Inventory (English)
0 references
17 November 2011
0 references
inventory
0 references
mean-reverting stochastic process
0 references
stochastic impulse control
0 references
0.8776164650917053
0 references
0.8145697712898254
0 references
0.7988031506538391
0 references
0.7935984134674072
0 references
0.7873355746269226
0 references
