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: 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
Language | Label | Description | Also known as |
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English | Solution of the dynamic programming equation for a trading problem<sup>∗</sup> |
scientific article; zbMATH DE number 766375 |
Statements
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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