1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2025
Singular Control in Inventory Management with Smooth Ambiguity
Arnon Archankul, Jacco J. J. Thijssen
We consider singular control in inventory management under Knightian uncertainty, where decision makers have a smooth ambiguity preference over Gaussian-generated priors. We demons…
q-fin.RM2023★ 1 cited
Singular Control in a Cash Management Model with Ambiguity
Arnon Archankul, Giorgio Ferrari, Tobias Hellmann +1
We consider a singular control model of cash reserve management, driven by a diffusion under ambiguity. The manager is assumed to have maxmin preferences over a set of priors chara…