A Method for Computing Double Band Policies for Switching between Two Diffusions
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Publication:5485389
DOI10.1017/S0269964800004575zbMath1093.93549MaRDI QIDQ5485389
Publication date: 30 August 2006
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Related Items (4)
Average Cost Brownian Drift Control with Proportional Changeover Costs ⋮ Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System ⋮ The economic average cost Brownian control problem ⋮ Solving the drift control problem
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