Solution of the dynamic programming equation for a trading problem<sup>∗</sup> (Q4836765): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:36, 8 February 2024
scientific article; zbMATH DE number 766375
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
21 June 1995
0 references
market models
0 references
trading problem
0 references
infinite period, discounted, one- commodity stock-exchange problem
0 references
stationary Markov process
0 references