A measure approach for continuous inventory models: discounted cost criterion
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Cites work
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- scientific article; zbMATH DE number 3322720 (Why is no real title available?)
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- Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities
- Optimality of \((s, S)\) policies for jump inventory models
- Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
- Optimality of an \((s,S)\) policy with compound Poisson and diffusion demands: a quasi-variational inequalities approach
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Cited in
(13)- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- The solution to an impulse control problem motivated by optimal harvesting
- Stochastic impulse control problem with state and time dependent cost functions
- Fractional programming approach to two stochastic inventory problems
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- Optimal control of a dynamic production-inventory system with various cost criteria
- A solution technique for Lévy driven long term average impulse control problems
- Newton-Raphson method for the expected present value of total inventory costs
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
- A weak convergence approach to inventory control using a long-term average criterion
- Impulse control with discontinuous setup costs: discounted cost criterion
- A general verification result for stochastic impulse control problems
- A Solvable One-Dimensional Model of a Diffusion Inventory System
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