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Optimal control of a Brownian storage system

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References

1966A continuous time inventory model131 cited
1970The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases104 cited
1976Stochastic Cash Management with Fixed and Proportional Transaction Costs97 cited
1968Optimal Cash Balance Levels91 cited

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2000Optimal Policies for n -Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem30 cited
1986Absolutely continuous and singular stochastic control †30 cited
1988An Introduction to Singular Stochastic Control27 cited

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2015

Optimal control policy for a Brownian inventory system with concave ordering cost

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1987Singular stochastic control and optimal stopping25 cited

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