Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System

Ping Cao, Dacheng Yao. Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System. SIAM J. Control and Optimization, 56(3):1856-1883, 2018. [doi]

@article{CaoY18-1,
  title = {Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System},
  author = {Ping Cao and Dacheng Yao},
  year = {2018},
  doi = {10.1137/16M110246X},
  url = {https://doi.org/10.1137/16M110246X},
  researchr = {https://researchr.org/publication/CaoY18-1},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {56},
  number = {3},
  pages = {1856-1883},
}