Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach
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Publication:3557944
DOI10.1137/080715883zbMath1194.93215OpenAlexW3216016133MaRDI QIDQ3557944
Lakdere Benkherouf, Alain Bensoussan
Publication date: 28 April 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080715883
Variational inequalities (49J40) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Numerical solutions to stochastic differential and integral equations (65C30) Impulsive optimal control problems (49N25)
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