Optimal control of dynamic investment on inventory with stochastic demand

Chinese Control and Decision Conference, 2008, CCDC 2008

Volumn , Issue , 2008, Pages 3200-3203

  Sun, Zaiguan ^a   Li, Shurong ^a  

^a CHINA UNIVERSITY OF PETROLEUM   (China)

Author keywords

HJB equation; Mean variance criterion; Stochastic demand; Stochastic optima control

Indexed keywords

AUTOMATION; CONTROL THEORY; FINANCE; FINANCIAL DATA PROCESSING; INTERSECTIONS; INVESTMENTS; PORT TERMINALS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC PROGRAMMING;

BELLMAN EQUATIONS; ECONOMIC PRODUCTION; HJB EQUATION; INVENTORY INVESTMENT; JACOBIAN; LINEAR OPTIMAL CONTROL; MEAN-VARIANCE CRITERION; OPTIMAL CONTROL; OPTIMAL SOLUTIONS; PRODUCTION STRATEGIES; STOCHASTIC DEMAND; STOCHASTIC DEMANDS; STOCHASTIC OPTIMA CONTROL; TERMINAL RETURN; TERMINAL WEALTH;

STOCHASTIC MODELS;

EID: 52349098150     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CCDC.2008.4597918     Document Type: Conference Paper

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