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A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis.

Xiaoru HanFahuai YiJianbo Zhang
Published in: SIAM J. Control. Optim. (2024)
Keyphrases
  • finite horizon
  • inventory control
  • optimal policy
  • infinite horizon
  • learning algorithm
  • markov chain
  • non stationary
  • long run
  • inventory models
  • capacity expansion