Two-sided singular control of an inventory with unknown demand trend
Year of publication: |
2021
|
---|---|
Authors: | Federico, Salvatore ; Ferrari, Giorgio ; Rodosthenous, Neofytos |
Publisher: |
Bielefeld : Bielefeld University, Center for Mathematical Economics (IMW) |
Subject: | bounded-variation stochastic control | partial observation | inventory management | Dynkin games | free boundaries |
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