Optimal control of a Brownian production/inventory system with average cost criterion (Q5169697)

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scientific article; zbMATH DE number 6316361
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    Optimal control of a Brownian production/inventory system with average cost criterion
    scientific article; zbMATH DE number 6316361

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      Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion (English)
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      11 July 2014
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      optimal control
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      production/inventory systems
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      stochastic control
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      stochastic differential equations
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      Brownian motion
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      dynamic programming
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