Optimal Dynamic Decisions and Values

via dynamic programming and a local optimization subroutine
Peter Lohmander 2008-02-14

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Horizon X1 capacity X2 capacity
Stock levels P1 levels P2 levels
Period interest rate (%) Growth per period Fix cost per period
p1min p1step p11
p2min p2step p21
sigma1 sigma2 correlation
mean1 mean2