Stimulating Prices in a Stochastic Model of Resource Allocation (Q4744045)
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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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