Stimulating Prices in a Stochastic Model of Resource Allocation (Q4744045): Difference between revisions

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Latest revision as of 02:36, 20 March 2024

scientific article; zbMATH DE number 3799385
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English
Stimulating Prices in a Stochastic Model of Resource Allocation
scientific article; zbMATH DE number 3799385

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    Stimulating Prices in a Stochastic Model of Resource Allocation (English)
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    1983
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    optimal allocation
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    general stochastic model
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    sequential resource allocation
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    martingale
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    random discount factor
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    consumption vs. production allocation problem
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    stimulating prices
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    Lagrange multipliers
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