Richard H. Stockbridge
- Linear Programming Formulations of Singular Stochastic Control Problems: Time-Homogeneous Problems
2017/07/28 by Thomas G. Kurtz, Richard H. Stockbridge, Kurtz, Thomas G. +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #60G35 #60J25 #60J35 #93E20 #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- A Weak Convergence Approach to Inventory Control Using a Long-term Average Criterion
2017/02/03 by Kurt Helmes, Helmes, Kurt L., Richard H. Stockbridge +3 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · #Advanced Queuing Theory Analysis #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications