Optimal inventory control with state-dependent jumps
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Cites work
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- On the Stationary Analysis of Continuous Review (s, S) Inventory Systems with Constant Lead Times
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- Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
- Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
- Viscosity solutions of nonlinear integro-differential equations
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