A Solvable One-Dimensional Model of a Diffusion Inventory System
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Publication:3737360
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(43)- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- Optimality of refraction strategies for spectrally negative Lévy processes
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- Optimal inventory control with path-dependent cost criteria
- Continuous time inventory control for Wiener process demand
- Optimal inventory control with shrinkage and observed sales
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- scientific article; zbMATH DE number 4179106 (Why is no real title available?)
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- Optimality of doubly reflected Lévy processes in singular control
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- Optimality of \((s,S)\) policies with nonlinear processes
- Ergodic control for a mean reverting inventory model
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