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"Optimal Control of a Mean-Reverting Inventory."

Abel Cadenillas, Peter Lakner, Michael L. Pinedo (2010)

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DOI: 10.1287/OPRE.1100.0835

access: closed

type: Journal Article

metadata version: 2020-12-02

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Abel Cadenillas, Peter Lakner, Michael L. Pinedo:
Optimal Control of a Mean-Reverting Inventory. Oper. Res. 58(6): 1697-1710 (2010)

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