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]

@article{FedericoFR23,
  title = {Two-Sided Singular Control of an Inventory with Unknown Demand Trend},
  author = {Salvatore Federico and Giorgio Ferrari and Neofytos Rodosthenous},
  year = {2023},
  month = {October},
  doi = {10.1137/21m1442115},
  url = {https://doi.org/10.1137/21m1442115},
  researchr = {https://researchr.org/publication/FedericoFR23},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {61},
  number = {5},
  pages = {3076-3101},
}