A measure approach for continuous inventory models: discounted cost criterion
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Cites work
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- A stochastic inventory model with stock dependent demand items.
- Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
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- Impulse Control of Brownian Motion
- Impulse control of multidimensional jump diffusions
- On Some Impulse Control Problems with Long Run Average Cost
- On the impulse control of jump diffusions
- On the Optimal Character of the (s, S) Policy in Inventory Theory
- On the Optimal Stochastic Impulse Control of Linear Diffusions
- On the optimal stopping problem for one-dimensional diffusions.
- On the solution of general impulse control problems using superharmonic functions
- Optimal control of a mean-reverting inventory
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities
- Optimal Impulse Control of Portfolios
- Optimal Stopping of Regular Diffusions under Random Discounting
- 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
- Singular control and impulse control: a common approach
- Stochastic differential equations. An introduction with applications.
Cited in
(14)- Fractional programming approach to two stochastic inventory problems
- A solution technique for Lévy driven long term average impulse control problems
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- A general verification result for stochastic impulse control problems
- A Solvable One-Dimensional Model of a Diffusion Inventory System
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem
- Newton-Raphson method for the expected present value of total inventory costs
- Impulse control with discontinuous setup costs: discounted cost criterion
- A weak convergence approach to inventory control using a long-term average criterion
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
- Optimal control of a dynamic production-inventory system with various cost criteria
- The solution to an impulse control problem motivated by optimal harvesting
- Optimal policy for two-stage Brownian inventory systems under the long-run average cost criterion
- Stochastic impulse control problem with state and time dependent cost functions
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