Applications of robust stochastic control in optimal inventory management
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...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
Nanyang Technological University
2020
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| Online Access: | https://hdl.handle.net/10356/139554 |
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| Institution: | Nanyang Technological University |
| Language: | English |