Pages that link to "Item:Q3737360"
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The following pages link to A Solvable One-Dimensional Model of a Diffusion Inventory System (Q3737360):
Displaying 38 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- 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)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- Optimal control policy for a standing order inventory system (Q881529) (← links)
- On a stochastic inventory model with a generalized holding costs (Q881532) (← links)
- A generalized impulse control model of cash management (Q951514) (← links)
- On a stochastic demand jump inventory model (Q970022) (← links)
- Optimality of \((s,S)\) policies for a stochastic inventory model with proportional and lump-sum shortage costs (Q991457) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Continuous time inventory control for Wiener process demand (Q1311979) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- A diffusion inventory model for deteriorating items (Q1406113) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- Optimal policy for Brownian inventory models with general convex inventory cost (Q1945984) (← links)
- An optimal pricing policy under a Markov chain model (Q2133640) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← 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)
- Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401) (← links)
- Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
- Impulse Control of Interest Rates (Q2935303) (← links)
- Explicit Solution of a Two-Dimensional Deterministic Inventory Problem (Q3737361) (← links)
- A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts (Q4561174) (← links)
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236) (← links)
- OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES (Q4904519) (← links)
- Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← 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)
- A weak convergence approach to inventory control using a long-term average criterion (Q5215034) (← links)
- Inventory Management with Stochastic Lead Times (Q5252222) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- Time-to-build and capacity choice (Q5958788) (← links)
- Optimal cash management using impulse control (Q6135894) (← links)
- Deep impulse control: application to interest rate intervention (Q6546315) (← links)
