Inventory Control with an Exponential Utility Criterion

DOI10.1287/opre.40.3.603zbMath0764.90022OpenAlexW1987015078MaRDI QIDQ4017091

M. Bouakiz, Matthew J. Sobel

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1287/opre.40.3.603

zbMATH Keywords

uncertaintybase-stock policyexponential utility criterionrisk-sensitive inventory model

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Stochastic systems in control theory (general) (93E03)

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