Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time

Stochastic Differential Equations

2006 • 1,328 citations

The Optimality of (S,s) Policies in the Dynamic Inventory Problem

2005 • 731 citations

Introduction to stochastic control

1971 • 642 citations

Dynamic programming and the calculus of variations

1960 • 294 citations

Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs

1969 • 156 citations

Nouvelles Methodes en Contr�le Impulsionnel

1975 • 127 citations

A continuous time inventory model

1966 • 113 citations

The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases

1970 • 104 citations

Stochastic Cash Management with Fixed and Proportional Transaction Costs

1976 • 99 citations

NOUVELLE FORMULATION DE PROBLEMES DE CONTROLE IMPULSIONNEL ET APPLICATIONS

1973 • 98 citations

Optimal Cash Balance Levels

1968 • 92 citations

Solutions for Cash-Balance and Simple Dynamic-Portfolio Problems

1968 • 78 citations

A Stochastic Inventory Model for Rented Equipment

1967 • 58 citations

Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control

1977 • 54 citations

Surveillance problems: Wiener processes

1965 • 29 citations

A continuous time model for the cash balance problem

1972 • 16 citations