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Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach

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References

1993Inventory Control in a Fluctuating Demand Environment373 cited
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time186 cited
1986Stochastic leadtimes in continuous‐time inventory models173 cited
1966A continuous time inventory model131 cited
1978(s, S) Policies Under Continuous Review and Discrete Compound Poisson Demand115 cited

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2017Optimal Consumption and Investment with Fixed and Proportional Transaction Costs38 cited
2016Inventory Control for Spectrally Positive Lévy Demand Processes37 cited

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