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most citedOptimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs

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math.OC2026

Optimal Two-Mode Switching with Setup Costs for a Controlled Ornstein--Uhlenbeck Process

Hongkun Xia, Dacheng Yao

We study an infinite-horizon discounted optimal switching problem for an Ornstein--Uhlenbeck process whose mean-reversion level can be switched between two values. Switching incurs…