2 papers
math.OC2025
Long-Term Average Impulse Control with Mean Field Interactions
K. L. Helmes, R. H. Stockbridge, C. Zhu
This paper analyzes and explicitly solves a class of long-term average impulse control problems with a specific mean-field interaction. The underlying process is a general one-dime…
math.OC2024
Single-Item Continuous-Review Inventory Models with Random Supplies
K. L. Helmes, R. H. Stockbridge, C. Zhu
This paper analyzes single-item continuous-review inventory models with random supplies in which the inventory dynamic between orders is described by a diffusion process, and a lon…