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]
@article{BensoussanLS05,
title = {Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach},
author = {Alain Bensoussan and R. H. Liu and Suresh P. Sethi},
year = {2005},
doi = {10.1137/S0363012904443737},
url = {http://dx.doi.org/10.1137/S0363012904443737},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/BensoussanLS05},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {44},
number = {5},
pages = {1650-1676},
}