The \((S,s)\) policy is an optimal trading strategy in a class of commodity price speculation problems

DOI10.1007/s00199-005-0065-3zbMath1172.90001OpenAlexW2002060080WikidataQ123278774 ScholiaQ123278774MaRDI QIDQ868617

N. E. Zubov

Publication date: 6 March 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-005-0065-3

zbMATH Keywords

\((S\(K\)-concavityinventory investments) \) policy

Mathematics Subject Classification ID

Trade models (91B60) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)

Related Items

Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market ⋮ Price and Inventory Dynamics in an Oligopoly Industry: A Framework for Commodity Markets ⋮ Time-varying (S, s) band models: properties and interpretation ⋮ Optimal investment policy with fixed adjustment costs and complete irreversibility

Cites Work

• Optimality of (s, S) Policies in Inventory Models with Markovian Demand
• Optimal Inventory Policy
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