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On the Optimality of Reflection Control
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On the Optimality of Reflection Control, with Production- ...
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由 J Yang 著作2017 — ABSTRACT. We study the control of a Brownian motion (BM) with a negative drift, so as to minimize a long-run average cost objective. We show the optimality ...
On the Optimality of Reflection Control, with Production ...
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2018年3月20日 — Furthermore, we show the optimal reflection level can be derived as the fixed point that equates the long-run average cost to the holding cost.
On the Optimality of Reflection Control, with Production-Inventory ...
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On the Optimality of Reflection Control, with Production-Inventory Applications ; Volume, 45 ; Issue number, 2 ; Publication status, Published - Sept 2017.
On the Optimality of Reflection Control, with Production- ...
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由 J Yang 著作2018 — We show the optimality of a class of reflection controls that prevent the Brownian motion from dropping below some negative level r, by cancelling out from time ...
On the Optimality of Reflection Control, with Production
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We also show the asymptotic optimality of this reflection control when it is applied to production--inventory systems driven by discrete counting processes.
Technical Note—On the Optimality of Reflection Control
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由 J Yang 著作2020被引用 4 次 — The goal of this paper is to illustrate the optimality of reflection control in three different settings, to bring out their connections and to contrast their ...
On the Optimality of Reflection Control, with Production- ...
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We show the optimality of a class of reflection controls that prevent the BM from dropping below some negative level r, by cancelling out from time to time part ...
On the Optimality of Reflection Control, with Production-Inventory ...
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On the Optimality of Reflection Control, with Production-Inventory Applications · Jiankui Yang, D. Yao, H. Ye · Published in PERV 2018 · Economics, Mathematics ...
[PDF] On the Optimality of Reflection Control, with Production
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The optimality of a class of reflection controls that prevent the Brownian motion from dropping below some negative level r, by cancelling out from time to ...