Brownian Inventory Models with Convex Holding Cost, Part 1: Average-Optimal Controls-Reference-Cited by-同舟云学术

Brownian Inventory Models with Convex Holding Cost, Part 1: Average-Optimal Controls

Published:2013-12 Issue:2 Volume:3 Page:442-499
ISSN:1946-5238
Container-title:Stochastic Systems
language:en
Short-container-title:Stochastic Systems

Author:

Dai J. G.¹,Yao Dacheng²

Affiliation:

1. School of Operations Research and Information Engineering, Cornell University, 136 Roy Road Ithaca, New York, 14853, U.S.A.

2. Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, No. 55, Zhongguancun East Road Haidian District, Beijing, 100190, China

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Reference81 articles.

1. A class of solvable singular stochastic control problems

2. Stochastic Forest Stand Value and Optimal Timber Harvesting

3. A Class of Solvable Impulse Control Problems

4. THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE

5. Taxation and rotation age under stochastic forest stand value

Cited by 31 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymptotically optimal energy consumption and inventory control in a make-to-stock manufacturing system;European Journal of Operational Research;2025-01

2. Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion;Advances in Applied Probability;2024-07-31

3. On the optimality of stepwise policies for managing capacity, inventory and backorders;Stochastics;2024-05-13

4. Optimal policy for two-stage Brownian inventory systems under the long-run average cost criterion;Numerical Algebra, Control and Optimization;2024

5. Two-Sided Singular Control of an Inventory with Unknown Demand Trend;SIAM Journal on Control and Optimization;2023-10-18