Impulse Control of Brownian Motion: The Constrained Average Cost Case
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DOI: 10.1287/opre.1060.0380
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- Jingchen Wu & Xiuli Chao, 2014. "Optimal Control of a Brownian Production/Inventory System with Average Cost Criterion," Mathematics of Operations Research, INFORMS, vol. 39(1), pages 163-189, February.
- Zhen Xu & Jiheng Zhang & Rachel Q. Zhang, 2019. "Instantaneous Control of Brownian Motion with a Positive Lead Time," Mathematics of Operations Research, INFORMS, vol. 44(3), pages 943-965, August.
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- Sandun C. Perera & Suresh P. Sethi, 2023. "A survey of stochastic inventory models with fixed costs: Optimality of (s, S) and (s, S)‐type policies—Continuous‐time case," Production and Operations Management, Production and Operations Management Society, vol. 32(1), pages 154-169, January.
- Haolin Feng & Kumar Muthuraman, 2010. "A Computational Method for Stochastic Impulse Control Problems," Mathematics of Operations Research, INFORMS, vol. 35(4), pages 830-850, November.
- Abel Cadenillas & Peter Lakner & Michael Pinedo, 2010. "Optimal Control of a Mean-Reverting Inventory," Operations Research, INFORMS, vol. 58(6), pages 1697-1710, December.
- Korn, Ralf & Melnyk, Yaroslav & Seifried, Frank Thomas, 2017. "Stochastic impulse control with regime-switching dynamics," European Journal of Operational Research, Elsevier, vol. 260(3), pages 1024-1042.
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- Shuangchi He & Dacheng Yao & Hanqin Zhang, 2017. "Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 979-1006, November.
- Jinbiao Wu, 2019. "Optimal exchange rates management using stochastic impulse control for geometric Lévy processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(2), pages 257-280, April.
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Keywords
inventory/production; uncertainty; stochastic; probability; stochastic model applications;All these keywords.
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