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An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis.

Xiaoru HanFahuai Yi
Published in: Commun. Nonlinear Sci. Numer. Simul. (2022)
Keyphrases
  • finite horizon
  • single product
  • inventory control
  • decision making
  • markov decision processes
  • inventory models
  • optimal stopping
  • yield management
  • long run
  • multistage