activity
20112026
most citedOptimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs

29 citations · 84 across the 10 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

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…