Optimal Structural Policies for Ambiguity and Risk Averse Inventory and Pricing Models
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Publication:2884589
DOI10.1137/100791488zbMath1238.90007MaRDI QIDQ2884589
Publication date: 30 May 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100791488
risk averse; \((s, S)\) policy; ambiguity averse; infinite horizon dynamic program; inventory and pricing
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