Pages that link to "Item:Q3392197"

The following pages link to Impulse Control of Brownian Motion: The Constrained Average Cost Case (Q3392197):

Displaying 24 items.

• Optimality of \((s,S)\) policies with nonlinear processes (Q523979) (← links)
• Optimal spot market inventory strategies in the presence of cost and price risk (Q627457) (← links)
• Impulse control of proportional reinsurance with constraints (Q638026) (← links)
• Ergodic control for a mean reverting inventory model (Q1716996) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• Optimal policy for Brownian inventory models with general convex inventory cost (Q1945984) (← links)
• Hidden geometry of bidirectional grid-constrained stochastic processes (Q2039161) (← links)
• Management of online server congestion using optimal demand throttling (Q2183341) (← links)
• Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
• Optimal control policy for a Brownian inventory system with concave ordering cost (Q2794715) (← links)
• Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236) (← links)
• Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
• Instantaneous Control of Brownian Motion with a Positive Lead Time (Q5108225) (← links)
• Technical Note—On the Optimality of Reflection Control (Q5144788) (← links)
• Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion (Q5145605) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Towards Leveled Inventory Routing for the Automotive Industry (Q5232852) (← links)
• OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
• Observer‐based <i>H</i>_<i>∞</i> control of a stochastic Korteweg–de Vries–Burgers equation (Q6060473) (← links)
• Optimal cash management using impulse control (Q6135894) (← links)
• On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)