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"Optimal control policy for a Brownian inventory system with concave ..."

Dacheng Yao, Xiuli Chao, Jingchen Wu (2015)

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DOI: 10.1017/S0021900200112987

access: closed

type: Journal Article

metadata version: 2020-04-16

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Dacheng Yao, Xiuli Chao, Jingchen Wu:
Optimal control policy for a Brownian inventory system with concave ordering cost. J. Appl. Probab. 52(4): 909-925 (2015)

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