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A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy.
Jack Shen-Kuen Chang
Carolyn Chang
Min Shi
Published in:
J. Oper. Res. Soc. (2015)
Keyphrases
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inventory control
doubly stochastic
customer demand
pricing strategies
lead time
poisson process
supply chain
dynamic pricing
weight matrix
customer service
finite horizon
wavelet coefficients
lost sales
supply chain management
decision making
search space
reinforcement learning