Two-Sided Singular Control of an Inventory with Unknown Demand Trend

Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous. Two-Sided Singular Control of an Inventory with Unknown Demand Trend. SIAM J. Control and Optimization, 61(5):3076-3101, October 2023. [doi]

Authors

Salvatore Federico

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Giorgio Ferrari

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Neofytos Rodosthenous

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