Continuous inventory models of diffusion type: long-term average cost criterion

DOI10.1214/16-AAP1247zbMath1369.93720arXiv1510.06656OpenAlexW2964168268MaRDI QIDQ2403143

Kurt Helmes, Richard H. Stockbridge, Chao Zhu

Publication date: 15 September 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.06656

zbMATH Keywords

inventoryimpulse controllong-term average cost\((s,S)\) policiesgeneral diffusion models

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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