Optimal inventory control with state-dependent jumps

DOI10.1017/APR.2025.8MaRDI QIDQ6883314zbMATH OpenFDO

Authors Lijun Bo, Yi-Jie Huang

Publication date 16 December 2025

Published in Advances in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

viscosity solutioninventory controlintegro-differential Hamilton-Jacobi-Bellman equationclassical solutionNeumann boundarystate-dependent jumps

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

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