Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103)
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scientific article; zbMATH DE number 6633799
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| English | Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs |
scientific article; zbMATH DE number 6633799 |
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Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (English)
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6 October 2016
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continuous time inventory
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Lévy price process
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monotone follower problem
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first order conditions for optimality
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base inventory level
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0.8359217643737793
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0.8206169009208679
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0.8095226883888245
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0.8039307594299316
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