"Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in ..."

Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan (2018)

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DOI: 10.1137/16M1091885

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan:
Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand. SIAM J. Control. Optim. 56(1): 53-74 (2018)

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