The finite horizon investor problem with a budget constraint (Q2379989): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ipl.2007.05.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2015342142 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Fully Polynomial-Time Approximation Scheme for Single-Item Stochastic Inventory Control with Discrete Demand / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: When Does a Dynamic Programming Formulation Guarantee the Existence of a Fully Polynomial Time Approximation Scheme (FPTAS)? / rank | |||
Normal rank | |||
Latest revision as of 14:24, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite horizon investor problem with a budget constraint |
scientific article |
Statements
The finite horizon investor problem with a budget constraint (English)
0 references
24 March 2010
0 references
approximation algorithms
0 references
dynamic programming with a budget constraint
0 references
0 references
