Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236)

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scientific article; zbMATH DE number 6826047
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Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand
scientific article; zbMATH DE number 6826047

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    Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (English)
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    12 January 2018
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    inventory control
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    jump diffusion
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    dynamic programming principle
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    quasi-variational inequalities
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