OPTIMAL IMPULSE CONTROL OF A MEAN-REVERTING INVENTORY WITH QUADRATIC COSTS | |
Hu, Yanqing; Liu, Zaiming; Wu, Jinbiao* | |
刊名 | Journal of Industrial and Management Optimization
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2018 | |
卷号 | 14期号:4页码:1685-1700 |
关键词 | Inventory control Mean-reverting Ornstein-Uhlenbeck process Quadratic costs Quasi-variational inequalities Stochastic impulse control |
ISSN号 | 1547-5816 |
DOI | 10.3934/jimo.2018027 |
URL标识 | 查看原文 |
WOS记录号 | WOS:000444006200020 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3324341 |
专题 | 中南大学 |
作者单位 | 1.[Hu, Yanqing 2.Wu, Jinbiao 3.Liu, Zaiming] Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China. |
推荐引用方式 GB/T 7714 | Hu, Yanqing,Liu, Zaiming,Wu, Jinbiao*. OPTIMAL IMPULSE CONTROL OF A MEAN-REVERTING INVENTORY WITH QUADRATIC COSTS[J]. Journal of Industrial and Management Optimization,2018,14(4):1685-1700. |
APA | Hu, Yanqing,Liu, Zaiming,&Wu, Jinbiao*.(2018).OPTIMAL IMPULSE CONTROL OF A MEAN-REVERTING INVENTORY WITH QUADRATIC COSTS.Journal of Industrial and Management Optimization,14(4),1685-1700. |
MLA | Hu, Yanqing,et al."OPTIMAL IMPULSE CONTROL OF A MEAN-REVERTING INVENTORY WITH QUADRATIC COSTS".Journal of Industrial and Management Optimization 14.4(2018):1685-1700. |
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