Brownian inventory models with convex holding cost. I: Average-optimal controls (Q5168872)
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scientific article; zbMATH DE number 6318821
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| English | Brownian inventory models with convex holding cost. I: Average-optimal controls |
scientific article; zbMATH DE number 6318821 |
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21 July 2014
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impulse control
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singular control
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instantaneous control
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control band
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verification theorem
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free boundary problem
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smooth pasting
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quasi-variational inequality
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Brownian inventory models with convex holding cost, Part 1: Average-optimal controls (English)
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0.9370567202568054
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0.8851998448371887
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0.8795419931411743
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0.8754564523696899
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0.8652369379997253
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