A control of a brownian storage system with two switcnover drifts

DOI10.1080/07362998908809170zbMath0667.60088OpenAlexW2045038381MaRDI QIDQ3819810

Shaul K. Bar-Lev, David Perry

Publication date: 1989

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998908809170

zbMATH Keywords

control schemecritical levelsreflected barriersstorage system

Mathematics Subject Classification ID

Brownian motion (60J65) Inventory, storage, reservoirs (90B05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (7)

Average Cost Brownian Drift Control with Proportional Changeover Costs ⋮ Impulse control of a brownian inventory system with supplier uncertainty ⋮ Determining the control limit policy in a replacement model with linear restoration ⋮ The economic average cost Brownian control problem ⋮ A Method for Computing Double Band Policies for Switching between Two Diffusions ⋮ A Double Band Control Policy of a Brownian Perishable Inventory System ⋮ Solving the drift control problem

Cites Work

• Unnamed Item
• A stopped Brownian motion formula
• Impulse Control of Brownian Motion
• Two-stage output procedure of a finite dam

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