Brownian inventory models with convex holding cost. II: Discount-optimal controls (Q5168873)
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scientific article; zbMATH DE number 6318822
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| English | Brownian inventory models with convex holding cost. II: Discount-optimal controls |
scientific article; zbMATH DE number 6318822 |
Statements
21 July 2014
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impulse control
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singular 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 2: Discount-optimal controls (English)
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0.9370567202568054
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0.8776072859764099
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0.8577504754066467
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0.8551074862480164
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0.8258662223815918
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