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Controlling inventory when prices fluctuate randomly

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  • Shah, Sudhir A.

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  • Shah, Sudhir A., 1996. "Controlling inventory when prices fluctuate randomly," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 145-171.
    • Handle: RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:145-171
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    References listed on IDEAS

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    1. J. Michael Harrison & Michael I. Taksar, 1983. "Instantaneous Control of Brownian Motion," Mathematics of Operations Research, INFORMS, vol. 8(3), pages 439-453, August.
    2. Harrison, J. Michael & Taylor, Allison J., 1978. "Optimal control of a Brownian storage system," Stochastic Processes and their Applications, Elsevier, vol. 6(2), pages 179-194, January.
    3. J. Michael Harrison & Thomas M. Sellke & Allison J. Taylor, 1983. "Impulse Control of Brownian Motion," Mathematics of Operations Research, INFORMS, vol. 8(3), pages 454-466, August.
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