An Optimal Dividend Problem with Capital Injections over a Finite Horizon.
Giorgio FerrariPatrick SchuhmannPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- finite horizon
- optimal stopping
- infinite horizon
- optimal policy
- single product
- markov decision processes
- multistage
- inventory models
- average cost
- inventory control
- control policies
- optimal control
- markov decision process
- dynamic programming
- stochastic demand
- lot size
- periodic review
- single item
- yield management
- state dependent
- revenue management
- sufficient conditions
- probability distribution