Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach

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 and Optimization, 44(5):1650-1676, 2005. [doi]

Abstract

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