Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797)
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scientific article; zbMATH DE number 7755482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Sided Singular Control of an Inventory with Unknown Demand Trend |
scientific article; zbMATH DE number 7755482 |
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Two-Sided Singular Control of an Inventory with Unknown Demand Trend (English)
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26 October 2023
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bounded-variation stochastic control
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partial observation
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inventory management
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Dynkin games
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free boundaries
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