Solution of the dynamic programming equation for a trading problem<sup>∗</sup> (Q4836765): Difference between revisions

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Property / cites work: Dynamic programming and stochastic control / rank
 
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Property / cites work: Stochastic Prices in a Single-Item Inventory Purchasing Model / rank
 
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Property / cites work: Stockpiling under price uncertainty and storage capacity constraints / rank
 
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Property / cites work: Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal / rank
 
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Latest revision as of 15:00, 23 May 2024

scientific article; zbMATH DE number 766375
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English
Solution of the dynamic programming equation for a trading problem<sup>∗</sup>
scientific article; zbMATH DE number 766375

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    Solution of the dynamic programming equation for a trading problem<sup>∗</sup> (English)
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    21 June 1995
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    market models
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    trading problem
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    infinite period, discounted, one- commodity stock-exchange problem
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    stationary Markov process
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