Ergodic control for a mean reverting inventory model (Q1716996)
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scientific article; zbMATH DE number 7012509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic control for a mean reverting inventory model |
scientific article; zbMATH DE number 7012509 |
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Ergodic control for a mean reverting inventory model (English)
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5 February 2019
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dynamic programming
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inventory policy
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mean reverting model
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ergodic control
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stochastic impulse control
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0.93164104
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0.89252365
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0.88829273
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0.87556785
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0.87341654
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