A Class of Stochastic Investment Problems

DOI10.1287/OPRE.9.1.53MaRDI QIDQ3278667zbMATH OpenOpenAlexFDO

Authors J. L. Fisher

Publication date 1961

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.9.1.53

zbMATH Keywords

applications of probability theory and statistics

Cited in

(5)

• On the multi-attribute stopping problem with general value functions
• Optimale Rangstrategien in sequentiellen Auswahlprozessen
• A dynamic multi-item two-activity problem
• House-selling problem with reward rate criteria and changing costs
• Limiting properties of the discounted house-selling problem

This page was built for publication: A Class of Stochastic Investment Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3278667)