Applications of robust stochastic control in optimal inventory management

• المؤلف الرئيسي: Tang, Zimo
• مؤلفون آخرون: PUN Chi Seng
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2020
• الموضوعات: Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/139554
• المؤسسة: Nanyang Technological University

This paper investigates the general approach that applies the concept of equivalent measures and the change of measure to build robust impulse control models based on the existing optimal impulse control framework. Two dynamic decision making processes are studied in the presence of stochastic uncer...