Ergodic control for a mean reverting inventory model
type: Item
instance of: scholarly article
title: Ergodic control for a mean reverting inventory model
zbMATH Open document ID: 1412.35187
author: Jingzhen Liu
author: Alain Bensoussan
author: Ka Fai Cedric Yiu
published in: Journal of Industrial and Management Optimization
publication date: 2019-02-05T00:00:00Z
Mathematics Subject Classification ID: 35K61
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7012509
zbMATH Keywords: dynamic programming
zbMATH Keywords: inventory policy
zbMATH Keywords: mean reverting model
zbMATH Keywords: ergodic control
zbMATH Keywords: stochastic impulse control
MaRDI profile type: Publication
full work available at URL: jimo.2017079
OpenAlex ID: W2759772263
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DOI: 10.3934/JIMO.2017079
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description: scientific article; zbMATH DE number 7012509