Controlling inventory when prices fluctuate randomly

DOI10.1016/0165-1889(94)00847-XzbMath0875.90302OpenAlexW2049381407MaRDI QIDQ1350650

Sudhir A. Shah

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)00847-x

zbMATH Keywords

InventoryStochastic control

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Economic growth models (91B62)

Cites Work

• Optimal control of a Brownian storage system
• Instantaneous Control of Brownian Motion
• Impulse Control of Brownian Motion
• Numerical Solution of a Free Boundary Problem by Interchanging Dependent and Independent Variables
• Discrete least-squares global approximations to solutions of partial differential equations
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