Open AccessErgodic control for a mean reverting inventory model
Author(s) -
Jingzhen Liu,
Ka Fai Cedric Yiu,
Alain Bensoussan
Publication year - 2017
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2017079
Subject(s) - mean reversion , average cost , holding cost , inventory control , transaction cost , computer science , stockout , stock (firearms) , economics , mathematical optimization , econometrics , mathematics , operations management , microeconomics , mechanical engineering , engineering
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