Robust classical-impulse stochastic control problems in an infinite horizon
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Publication:2084303
DOI10.1007/s00186-022-00795-9zbMath1503.49032OpenAlexW4292978875MaRDI QIDQ2084303
Publication date: 18 October 2022
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-022-00795-9
robustnessstochastic controlquasi-variational inequalitiesmixed classical and impulse controlsrobust inventory controls
Variational inequalities (49J40) Linear-quadratic optimal control problems (49N10) Impulsive optimal control problems (49N25)
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