Optimal control of a Brownian production/inventory system with average cost criterion
Year of publication: |
2014
|
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Authors: | Wu, Jingchen ; Chao, Xiuli |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 39.2014, 1, p. 163-189
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Subject: | stochastic control | production/inventory problem | optimal switching | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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