Optimal control of a Brownian production/inventory system with average cost criterion
Brownian motiondynamic programmingoptimal controlproduction/inventory systemsstochastic controlstochastic differential equations
Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)
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