Optimal stochastic control of the intensity of point processes

DOI10.1016/j.orl.2022.08.006OpenAlexW4294862234MaRDI QIDQ2084040

Bara Kim, Chia-Li Wang, Jeongsim Kim

Publication date: 17 October 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.08.006

zbMATH Keywords

point processlog-concavityintensity control

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Bicriteria optimization of a queue with a controlled input stream
• Point processes and queues. Martingale dynamics
• Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
• Dynamic Pricing for Nonperishable Products with Demand Learning
• Optimal intensity control of a queueing system with state-dependent capacity limit
• Bang-bang controls of point processes
• Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons

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