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"Optimality of an (s, S) Policy with Compound Poisson and Diffusion ..."

Alain Bensoussan, R. H. Liu, Suresh P. Sethi (2005)

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DOI: 10.1137/S0363012904443737

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/BensoussanLS05
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  - https://dblp.org/rec/journals/siamco/BensoussanLS05
Alain Bensoussan, R. H. Liu, Suresh P. Sethi:
Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach. SIAM J. Control. Optim. 44(5): 1650-1676 (2005)

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