Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
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Publication:4601236
DOI10.1137/16M1091885zbMATH Open1378.35176OpenAlexW2782487780MaRDI QIDQ4601236FDOQ4601236
Authors: Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan 
Publication date: 12 January 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1091885
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Dynamic programming (90C39) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) Variational inequalities (49J40) Optimal stochastic control (93E20)
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Cited In (6)
- On a stochastic demand jump inventory model
- Study on the \((s,S)\) stochastic inventory control policy with jump diffusion demands
- Title not available (Why is that?)
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels
- Impulse control with discontinuous setup costs: discounted cost criterion
- Inventory Control for Spectrally Positive Lévy Demand Processes
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