Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872)
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scientific article; zbMATH DE number 6318821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case |
scientific article; zbMATH DE number 6318821 |
Statements
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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math.OC
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math.PR
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Brownian inventory models with convex holding cost, Part 1: Average-optimal controls (English)
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